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Employers Holdings, Inc. EIG

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Market datapartial · fetched 2026-10-22T21:14:11.756Z

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 · 2026-10-22T20:10:00.003017452Z

FundamentalsAlpha Vantage · unavailable

Share price$52.72
1D+1.3%
AH$51.91$52.25$52.59$52.94$53.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEIG
Sold putSold callAH

Employers Holdings, Inc. options

Live interpolated EIG call and put midpoint premiums by absolute delta.Employers Holdings, Inc.$2.40$3.32$4.25$5.17$6.09$42.01$47.45$52.89$58.33$63.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EIG spot · $52.72EIG PRICE$2.50$2.50$2.50$2.50$2.54$2.69$2.85$3.00$3.15$3.30$3.46$4.80$2.50$2.50$2.50$2.51$2.64$2.76$2.89$3.01$3.14$3.35$4.18$5.00$5.83
PutsExpensive2.27×
CallsExpensive1.87×
SkewBullish-2.27 pp
Implied moveBearish±$5.58
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.55128.0%25.9%
25Δ73.62135.0%44.4%45.4798.8%18.5%
30Δ64.29102.5%26.7%47.8581.3%14.0%
35Δ59.4981.3%17.6%50.0865.1%9.8%
40Δ56.8867.2%12.6%50.9259.7%8.4%
45Δ54.7955.8%8.7%51.7654.3%7.1%
50Δ54.0351.6%7.6%52.5948.9%5.7%
55Δ53.2747.4%6.4%53.4343.6%4.4%
60Δ52.5143.2%5.3%54.2738.2%3.0%
65Δ51.7438.9%4.1%55.1233.5%1.8%
70Δ50.9834.7%3.0%56.1333.8%1.5%
75Δ50.2230.5%1.8%57.1434.0%1.1%
80Δ48.6334.6%1.3%58.1434.3%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.55
IV
128.0%
B/E move
25.9%

25Δ

Calls
Pseudo strike
73.62
IV
135.0%
B/E move
44.4%
Puts
Pseudo strike
45.47
IV
98.8%
B/E move
18.5%

30Δ

Calls
Pseudo strike
64.29
IV
102.5%
B/E move
26.7%
Puts
Pseudo strike
47.85
IV
81.3%
B/E move
14.0%

35Δ

Calls
Pseudo strike
59.49
IV
81.3%
B/E move
17.6%
Puts
Pseudo strike
50.08
IV
65.1%
B/E move
9.8%

40Δ

Calls
Pseudo strike
56.88
IV
67.2%
B/E move
12.6%
Puts
Pseudo strike
50.92
IV
59.7%
B/E move
8.4%

45Δ

Calls
Pseudo strike
54.79
IV
55.8%
B/E move
8.7%
Puts
Pseudo strike
51.76
IV
54.3%
B/E move
7.1%

50Δ

Calls
Pseudo strike
54.03
IV
51.6%
B/E move
7.6%
Puts
Pseudo strike
52.59
IV
48.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
53.27
IV
47.4%
B/E move
6.4%
Puts
Pseudo strike
53.43
IV
43.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
52.51
IV
43.2%
B/E move
5.3%
Puts
Pseudo strike
54.27
IV
38.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
51.74
IV
38.9%
B/E move
4.1%
Puts
Pseudo strike
55.12
IV
33.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
50.98
IV
34.7%
B/E move
3.0%
Puts
Pseudo strike
56.13
IV
33.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
50.22
IV
30.5%
B/E move
1.8%
Puts
Pseudo strike
57.14
IV
34.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
48.63
IV
34.6%
B/E move
1.3%
Puts
Pseudo strike
58.14
IV
34.3%
B/E move
0.8%

Options history

EIG37.9638.2138.472026-10-20: 37.99%2026-10-21: 38.43%Oct 20Oct 21
Table
DateIV
37.99%
38.43%