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Horace Mann Educators Corporation HMN

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Market datapartial · fetched 2026-10-22T14:49:28.138Z

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 · 2026-10-22T14:47:43.182292644Z

FundamentalsAlpha Vantage · unavailable

Share price$46.93
1D+0.7%
$46.48$46.66$46.84$47.02$47.205:30 AM6:30 AM9:00 AM1:00 PMHMN
Sold putSold call

Horace Mann Educators Corporation options

Live interpolated HMN call and put midpoint premiums by absolute delta.Horace Mann Educators Corporation$1.15$2.36$3.58$4.80$6.02$39.81$44.06$48.31$52.56$56.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HMN spot · $46.93HMN PRICE$2.50$2.50$2.50$2.59$2.72$2.85$2.99$3.12$3.61$4.64$5.67$1.28$1.32$1.37$1.46$1.65$1.85$2.05$2.25$2.44$2.64$2.84$3.04$3.23
PutsExpensive2.08×
CallsExpensive2.66×
SkewBullish-20.80 pp
Implied moveBullish±$4.77
TiltBullish13.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.0877.6%17.3%
25Δ41.8965.4%13.6%
30Δ59.27116.8%31.6%43.7053.2%9.8%
35Δ54.1492.6%20.7%45.1543.8%6.9%
40Δ51.0975.3%14.2%45.6841.6%6.2%
45Δ49.3965.4%10.7%46.2239.4%5.5%
50Δ48.4359.6%9.0%46.7537.2%4.7%
55Δ47.4853.8%7.3%47.2935.1%4.0%
60Δ46.5348.0%5.5%47.8232.9%3.3%
65Δ45.5742.2%3.8%48.3630.7%2.6%
70Δ44.5239.9%2.6%48.8928.5%1.9%
75Δ43.3142.8%2.2%49.4226.4%1.2%
80Δ42.0945.8%1.8%49.9624.2%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.08
IV
77.6%
B/E move
17.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.89
IV
65.4%
B/E move
13.6%

30Δ

Calls
Pseudo strike
59.27
IV
116.8%
B/E move
31.6%
Puts
Pseudo strike
43.70
IV
53.2%
B/E move
9.8%

35Δ

Calls
Pseudo strike
54.14
IV
92.6%
B/E move
20.7%
Puts
Pseudo strike
45.15
IV
43.8%
B/E move
6.9%

40Δ

Calls
Pseudo strike
51.09
IV
75.3%
B/E move
14.2%
Puts
Pseudo strike
45.68
IV
41.6%
B/E move
6.2%

45Δ

Calls
Pseudo strike
49.39
IV
65.4%
B/E move
10.7%
Puts
Pseudo strike
46.22
IV
39.4%
B/E move
5.5%

50Δ

Calls
Pseudo strike
48.43
IV
59.6%
B/E move
9.0%
Puts
Pseudo strike
46.75
IV
37.2%
B/E move
4.7%

55Δ

Calls
Pseudo strike
47.48
IV
53.8%
B/E move
7.3%
Puts
Pseudo strike
47.29
IV
35.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
46.53
IV
48.0%
B/E move
5.5%
Puts
Pseudo strike
47.82
IV
32.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
45.57
IV
42.2%
B/E move
3.8%
Puts
Pseudo strike
48.36
IV
30.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
44.52
IV
39.9%
B/E move
2.6%
Puts
Pseudo strike
48.89
IV
28.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
43.31
IV
42.8%
B/E move
2.2%
Puts
Pseudo strike
49.42
IV
26.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
42.09
IV
45.8%
B/E move
1.8%
Puts
Pseudo strike
49.96
IV
24.2%
B/E move
0.4%

Options history

No recorded observations