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Employers Holdings Inc EIG

FINANCIAL SERVICES · INSURANCE - SPECIALTY
i

Market dataready · fetched 2026-10-22T14:52:58.647Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:51:04.377323089Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:52:57.716367+00:00

Share price$52.54
1D+1.0%
$51.96$52.12$52.28$52.43$52.595:30 AM6:30 AM9:00 AM1:00 PMEIG
Sold putSold call

Employers Holdings Inc options

Live interpolated EIG call and put midpoint premiums by absolute delta.Employers Holdings Inc$2.35$3.71$5.07$6.42$7.78$40.49$46.34$52.19$58.04$63.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EIG spot · $52.54EIG PRICE$2.50$2.50$2.50$2.50$2.56$2.71$2.87$3.02$3.17$3.33$3.91$6.30$2.50$2.50$2.50$2.50$3.04$3.58$4.12$4.67$5.21$5.76$6.30$6.84$7.39
PutsExpensive2.59×
CallsExpensive1.92×
SkewBearish+4.69 pp
Implied moveBearish±$6.84
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.40127.7%26.0%
25Δ73.50135.0%44.7%45.3498.4%18.5%
30Δ64.16102.5%26.9%47.6681.4%14.1%
35Δ59.3681.4%17.7%49.9764.4%9.7%
40Δ56.6667.0%12.6%51.0162.1%8.7%
45Δ54.6956.4%9.0%52.0460.0%7.8%
50Δ53.8852.0%7.7%53.0657.9%6.9%
55Δ53.0847.7%6.5%54.0955.9%5.9%
60Δ52.2743.3%5.2%55.1253.8%5.0%
65Δ51.4639.0%4.0%56.1451.7%4.1%
70Δ50.6534.6%2.7%57.1749.6%3.2%
75Δ49.5232.8%1.7%58.2047.6%2.3%
80Δ47.0042.0%1.4%59.2245.5%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.40
IV
127.7%
B/E move
26.0%

25Δ

Calls
Pseudo strike
73.50
IV
135.0%
B/E move
44.7%
Puts
Pseudo strike
45.34
IV
98.4%
B/E move
18.5%

30Δ

Calls
Pseudo strike
64.16
IV
102.5%
B/E move
26.9%
Puts
Pseudo strike
47.66
IV
81.4%
B/E move
14.1%

35Δ

Calls
Pseudo strike
59.36
IV
81.4%
B/E move
17.7%
Puts
Pseudo strike
49.97
IV
64.4%
B/E move
9.7%

40Δ

Calls
Pseudo strike
56.66
IV
67.0%
B/E move
12.6%
Puts
Pseudo strike
51.01
IV
62.1%
B/E move
8.7%

45Δ

Calls
Pseudo strike
54.69
IV
56.4%
B/E move
9.0%
Puts
Pseudo strike
52.04
IV
60.0%
B/E move
7.8%

50Δ

Calls
Pseudo strike
53.88
IV
52.0%
B/E move
7.7%
Puts
Pseudo strike
53.06
IV
57.9%
B/E move
6.9%

55Δ

Calls
Pseudo strike
53.08
IV
47.7%
B/E move
6.5%
Puts
Pseudo strike
54.09
IV
55.9%
B/E move
5.9%

60Δ

Calls
Pseudo strike
52.27
IV
43.3%
B/E move
5.2%
Puts
Pseudo strike
55.12
IV
53.8%
B/E move
5.0%

65Δ

Calls
Pseudo strike
51.46
IV
39.0%
B/E move
4.0%
Puts
Pseudo strike
56.14
IV
51.7%
B/E move
4.1%

70Δ

Calls
Pseudo strike
50.65
IV
34.6%
B/E move
2.7%
Puts
Pseudo strike
57.17
IV
49.6%
B/E move
3.2%

75Δ

Calls
Pseudo strike
49.52
IV
32.8%
B/E move
1.7%
Puts
Pseudo strike
58.20
IV
47.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
47.00
IV
42.0%
B/E move
1.4%
Puts
Pseudo strike
59.22
IV
45.5%
B/E move
1.3%

Options history

No recorded observations