IntraAlpha
Create free account Start free

Horace Mann Educators Corporation HMN

i

Market datapartial · fetched 2026-10-22T21:17:27.213Z

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 · 2026-10-22T20:10:00.003794674Z

FundamentalsAlpha Vantage · unavailable

Share price$47.37
1D+1.7%
AH$46.45$46.73$47.00$47.27$47.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHMN
Sold putSold callAH

Horace Mann Educators Corporation options

Live interpolated HMN call and put midpoint premiums by absolute delta.Horace Mann Educators Corporation$1.23$2.21$3.18$4.16$5.13$38.45$43.12$47.79$52.47$57.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HMN spot · $47.37HMN PRICE$2.50$2.50$2.50$2.55$2.67$2.80$2.92$3.04$3.16$3.59$4.85$1.34$1.72$2.10$2.48$2.57$2.64$2.71$2.79$2.86$2.93$3.00$3.42$4.47
PutsExpensive2.76×
CallsExpensive2.55×
SkewBullish-6.37 pp
Implied moveBalanced±$5.39
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.2680.3%17.8%
25Δ41.8176.9%15.4%
30Δ59.58115.9%31.1%43.3573.6%12.9%
35Δ54.4691.8%20.2%44.9070.3%10.4%
40Δ51.6475.4%14.3%45.6264.8%9.1%
45Δ49.6663.6%10.2%46.2859.2%7.9%
50Δ48.8458.3%8.8%46.9453.6%6.6%
55Δ48.0352.9%7.3%47.6047.9%5.4%
60Δ47.2247.6%5.8%48.2642.3%4.2%
65Δ46.4042.2%4.4%48.9136.7%2.9%
70Δ45.5936.9%2.9%49.5731.1%1.7%
75Δ44.6234.0%1.8%50.4127.8%0.8%
80Δ43.2237.9%1.5%51.5828.7%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.26
IV
80.3%
B/E move
17.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.81
IV
76.9%
B/E move
15.4%

30Δ

Calls
Pseudo strike
59.58
IV
115.9%
B/E move
31.1%
Puts
Pseudo strike
43.35
IV
73.6%
B/E move
12.9%

35Δ

Calls
Pseudo strike
54.46
IV
91.8%
B/E move
20.2%
Puts
Pseudo strike
44.90
IV
70.3%
B/E move
10.4%

40Δ

Calls
Pseudo strike
51.64
IV
75.4%
B/E move
14.3%
Puts
Pseudo strike
45.62
IV
64.8%
B/E move
9.1%

45Δ

Calls
Pseudo strike
49.66
IV
63.6%
B/E move
10.2%
Puts
Pseudo strike
46.28
IV
59.2%
B/E move
7.9%

50Δ

Calls
Pseudo strike
48.84
IV
58.3%
B/E move
8.8%
Puts
Pseudo strike
46.94
IV
53.6%
B/E move
6.6%

55Δ

Calls
Pseudo strike
48.03
IV
52.9%
B/E move
7.3%
Puts
Pseudo strike
47.60
IV
47.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
47.22
IV
47.6%
B/E move
5.8%
Puts
Pseudo strike
48.26
IV
42.3%
B/E move
4.2%

65Δ

Calls
Pseudo strike
46.40
IV
42.2%
B/E move
4.4%
Puts
Pseudo strike
48.91
IV
36.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
45.59
IV
36.9%
B/E move
2.9%
Puts
Pseudo strike
49.57
IV
31.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
44.62
IV
34.0%
B/E move
1.8%
Puts
Pseudo strike
50.41
IV
27.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
43.22
IV
37.9%
B/E move
1.5%
Puts
Pseudo strike
51.58
IV
28.7%
B/E move
0.6%

Options history

No recorded observations