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Horace Mann Educators Corporation HMN

i

Market dataready · fetched 2026-11-11T15:52:55.435Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:52:28.313045914Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:52:55.040176+00:00

Share price$52.80
1D-1.7%
$52.61$52.89$53.18$53.46$53.755:30 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$1.11$2.12$3.13$4.14$5.16$43.45$47.52$51.60$55.68$59.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HMN spot · $52.80HMN PRICE$1.22$1.50$1.78$2.06$2.33$2.61$2.89$3.17$3.45$4.86$2.03$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$4.15
PutsExpensive2.18×
Calls——
Skew——
Implied moveBearish±$4.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.01165.0%20.5%
25Δ45.44175.0%18.7%
30Δ47.80144.2%14.2%
35Δ53.4234.0%3.5%50.04114.9%10.0%
40Δ53.0136.4%3.2%50.63105.1%8.8%
45Δ52.5938.7%3.0%51.2395.3%7.7%
50Δ52.1741.1%2.7%51.8285.5%6.6%
55Δ51.7543.4%2.4%52.4175.7%5.5%
60Δ51.3345.8%2.2%53.0065.9%4.3%
65Δ50.9248.1%1.9%53.6056.1%3.2%
70Δ50.5050.4%1.6%54.1946.3%2.1%
75Δ50.0852.8%1.4%54.7836.5%1.0%
80Δ48.5562.4%1.2%56.6940.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.01
IV
165.0%
B/E move
20.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.44
IV
175.0%
B/E move
18.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.80
IV
144.2%
B/E move
14.2%

35Δ

Calls
Pseudo strike
53.42
IV
34.0%
B/E move
3.5%
Puts
Pseudo strike
50.04
IV
114.9%
B/E move
10.0%

40Δ

Calls
Pseudo strike
53.01
IV
36.4%
B/E move
3.2%
Puts
Pseudo strike
50.63
IV
105.1%
B/E move
8.8%

45Δ

Calls
Pseudo strike
52.59
IV
38.7%
B/E move
3.0%
Puts
Pseudo strike
51.23
IV
95.3%
B/E move
7.7%

50Δ

Calls
Pseudo strike
52.17
IV
41.1%
B/E move
2.7%
Puts
Pseudo strike
51.82
IV
85.5%
B/E move
6.6%

55Δ

Calls
Pseudo strike
51.75
IV
43.4%
B/E move
2.4%
Puts
Pseudo strike
52.41
IV
75.7%
B/E move
5.5%

60Δ

Calls
Pseudo strike
51.33
IV
45.8%
B/E move
2.2%
Puts
Pseudo strike
53.00
IV
65.9%
B/E move
4.3%

65Δ

Calls
Pseudo strike
50.92
IV
48.1%
B/E move
1.9%
Puts
Pseudo strike
53.60
IV
56.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
50.50
IV
50.4%
B/E move
1.6%
Puts
Pseudo strike
54.19
IV
46.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
50.08
IV
52.8%
B/E move
1.4%
Puts
Pseudo strike
54.78
IV
36.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
48.55
IV
62.4%
B/E move
1.2%
Puts
Pseudo strike
56.69
IV
40.1%
B/E move
0.5%

Options history

IV · four-Friday blend42.26%
Daily close
HMN31.2%56.5%81.8%2026-08-13: 49.35%2026-08-17: 59.66%2026-08-21: 36.22%2026-08-24: 37.70%2026-08-25: 37.81%2026-08-26: 38.89%2026-08-27: 39.09%2026-08-28: 39.06%2026-08-31: 40.50%2026-09-01: 40.63%2026-09-02: 41.82%2026-09-03: 42.56%2026-09-04: 43.06%2026-09-08: 46.06%2026-09-09: 44.89%2026-09-10: 46.51%2026-09-14: 56.38%2026-09-16: 70.24%2026-09-18: 34.69%2026-09-21: 36.65%2026-09-22: 38.72%2026-09-28: 40.68%2026-09-29: 42.31%2026-09-30: 41.88%2026-10-01: 42.55%2026-10-05: 47.37%2026-10-06: 49.08%2026-10-07: 48.78%2026-10-12: 61.96%2026-10-14: 78.27%2026-10-16: 36.56%2026-10-19: 37.51%2026-10-21: 38.06%2026-10-22: 38.02%2026-10-23: 39.14%2026-10-26: 40.15%2026-10-27: 40.85%2026-10-28: 40.26%2026-10-29: 41.42%2026-10-30: 42.26%Aug 13Sep 21Oct 30
40 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
49.35%
59.66%
36.22%
37.70%
37.81%
38.89%
39.09%
39.06%
40.50%
40.63%
41.82%
42.56%
43.06%
46.06%
44.89%
46.51%
56.38%
70.24%
34.69%
36.65%
38.72%
40.68%
42.31%
41.88%
42.55%
47.37%
49.08%
48.78%
61.96%
78.27%
36.56%
37.51%
38.06%
38.02%
39.14%
40.15%
40.85%
40.26%
41.42%
42.26%