Share price$425.49
1D-1.5%
Sold putSold call
Humana Inc HUM
HEALTHCARE · HEALTHCARE PLANSi
Market dataready · fetched 2026-10-21T17:01:43.311Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T17:01:42.185451557Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:42.794093+00:00
Humana Inc options
PutsExpensive1.44×
CallsExpensive1.09×
SkewBullish-3.57 pp
Implied moveBearish±$12.60
TiltBullish3.8% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 439.55 | 50.6% | 3.7% | 412.81 | 49.9% | 3.4% |
| 25Δ | 436.97 | 51.4% | 3.3% | 415.76 | 48.0% | 2.8% |
| 30Δ | 434.51 | 51.4% | 2.8% | 417.71 | 49.8% | 2.5% |
| 35Δ | 431.89 | 49.0% | 2.3% | 419.83 | 50.0% | 2.2% |
| 40Δ | 429.64 | 47.4% | 2.0% | 421.94 | 49.1% | 1.9% |
| 45Δ | 427.80 | 49.1% | 1.8% | 423.92 | 49.3% | 1.6% |
| 50Δ | 425.86 | 49.7% | 1.5% | 425.89 | 50.2% | 1.4% |
| 55Δ | 423.87 | 50.4% | 1.3% | 427.90 | 51.0% | 1.2% |
| 60Δ | 421.82 | 51.1% | 1.1% | 429.88 | 49.9% | 1.0% |
| 65Δ | 419.69 | 51.3% | 0.9% | 431.87 | 49.1% | 0.8% |
| 70Δ | 417.01 | 54.3% | 0.8% | 433.82 | 47.8% | 0.6% |
| 75Δ | 413.30 | 60.5% | 0.7% | 435.45 | 45.1% | 0.5% |
| 80Δ | 410.34 | 60.1% | 0.5% | 436.60 | 40.6% | 0.3% |
20Δ
- Pseudo strike
- 439.55
- IV
- 50.6%
- B/E move
- 3.7%
- Pseudo strike
- 412.81
- IV
- 49.9%
- B/E move
- 3.4%
25Δ
- Pseudo strike
- 436.97
- IV
- 51.4%
- B/E move
- 3.3%
- Pseudo strike
- 415.76
- IV
- 48.0%
- B/E move
- 2.8%
30Δ
- Pseudo strike
- 434.51
- IV
- 51.4%
- B/E move
- 2.8%
- Pseudo strike
- 417.71
- IV
- 49.8%
- B/E move
- 2.5%
35Δ
- Pseudo strike
- 431.89
- IV
- 49.0%
- B/E move
- 2.3%
- Pseudo strike
- 419.83
- IV
- 50.0%
- B/E move
- 2.2%
40Δ
- Pseudo strike
- 429.64
- IV
- 47.4%
- B/E move
- 2.0%
- Pseudo strike
- 421.94
- IV
- 49.1%
- B/E move
- 1.9%
45Δ
- Pseudo strike
- 427.80
- IV
- 49.1%
- B/E move
- 1.8%
- Pseudo strike
- 423.92
- IV
- 49.3%
- B/E move
- 1.6%
50Δ
- Pseudo strike
- 425.86
- IV
- 49.7%
- B/E move
- 1.5%
- Pseudo strike
- 425.89
- IV
- 50.2%
- B/E move
- 1.4%
55Δ
- Pseudo strike
- 423.87
- IV
- 50.4%
- B/E move
- 1.3%
- Pseudo strike
- 427.90
- IV
- 51.0%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- 421.82
- IV
- 51.1%
- B/E move
- 1.1%
- Pseudo strike
- 429.88
- IV
- 49.9%
- B/E move
- 1.0%
65Δ
- Pseudo strike
- 419.69
- IV
- 51.3%
- B/E move
- 0.9%
- Pseudo strike
- 431.87
- IV
- 49.1%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 417.01
- IV
- 54.3%
- B/E move
- 0.8%
- Pseudo strike
- 433.82
- IV
- 47.8%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 413.30
- IV
- 60.5%
- B/E move
- 0.7%
- Pseudo strike
- 435.45
- IV
- 45.1%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 410.34
- IV
- 60.1%
- B/E move
- 0.5%
- Pseudo strike
- 436.60
- IV
- 40.6%
- B/E move
- 0.3%
Options history
Table
| Date | IV |
|---|---|
| 47.42% | |
| 49.72% |