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Humana Inc. HUM

HEALTHCARE · HEALTHCARE PLANS
i

Market dataready · fetched 2026-11-10T22:33:42.804Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:10:00.00201678Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:29:04.805776+00:00

Share price$438.06
1D+2.7%
AH$422$427$433$439$4445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHUM
Sold putSold callAH

Humana Inc. options

Live interpolated HUM call and put midpoint premiums by absolute delta.Humana Inc.$2.09$6.78$11.47$16.16$20.85$418.88$430.06$441.25$452.43$463.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HUM spot · $438.06HUM PRICE$2.61$3.59$3.77$4.95$5.48$6.86$8.05$9.35$11.11$13.45$14.34$16.85$19.49$2.60$4.40$4.52$5.71$6.89$7.91$9.39$10.88$13.20$15.79$18.37
Puts——
CallsExpensive1.50×
Skew——
Implied moveBalanced±$15.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ459.3059.8%5.4%420.7455.4%4.5%
25Δ456.0162.4%4.9%
30Δ449.2350.4%3.4%427.2156.4%3.5%
35Δ447.1854.4%3.2%431.4047.1%2.5%
40Δ443.7249.7%2.5%433.8048.8%2.3%
45Δ441.2151.9%2.3%436.1349.8%2.0%
50Δ438.7652.4%2.0%438.6348.4%1.7%
55Δ436.0552.0%1.7%441.1349.3%1.4%
60Δ433.3453.6%1.5%443.6249.3%1.2%
65Δ430.1956.5%1.3%446.7151.6%1.0%
70Δ427.9452.4%1.0%450.0453.6%0.9%
75Δ424.5953.5%0.8%453.3954.1%0.7%
80Δ421.1353.5%0.6%

20Δ

Calls
Pseudo strike
459.30
IV
59.8%
B/E move
5.4%
Puts
Pseudo strike
420.74
IV
55.4%
B/E move
4.5%

25Δ

Calls
Pseudo strike
456.01
IV
62.4%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
449.23
IV
50.4%
B/E move
3.4%
Puts
Pseudo strike
427.21
IV
56.4%
B/E move
3.5%

35Δ

Calls
Pseudo strike
447.18
IV
54.4%
B/E move
3.2%
Puts
Pseudo strike
431.40
IV
47.1%
B/E move
2.5%

40Δ

Calls
Pseudo strike
443.72
IV
49.7%
B/E move
2.5%
Puts
Pseudo strike
433.80
IV
48.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
441.21
IV
51.9%
B/E move
2.3%
Puts
Pseudo strike
436.13
IV
49.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
438.76
IV
52.4%
B/E move
2.0%
Puts
Pseudo strike
438.63
IV
48.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
436.05
IV
52.0%
B/E move
1.7%
Puts
Pseudo strike
441.13
IV
49.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
433.34
IV
53.6%
B/E move
1.5%
Puts
Pseudo strike
443.62
IV
49.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
430.19
IV
56.5%
B/E move
1.3%
Puts
Pseudo strike
446.71
IV
51.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
427.94
IV
52.4%
B/E move
1.0%
Puts
Pseudo strike
450.04
IV
53.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
424.59
IV
53.5%
B/E move
0.8%
Puts
Pseudo strike
453.39
IV
54.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
421.13
IV
53.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend70.42%
Daily close
HUM31.6%84.7%137.7%2026-08-12: 44.88%2026-08-13: 46.26%2026-08-14: 38.97%2026-08-17: 47.16%2026-08-18: 49.98%2026-08-19: 50.40%2026-08-20: 44.52%2026-08-21: 49.73%2026-08-24: 48.12%2026-08-25: 42.19%2026-08-26: 45.64%2026-08-27: 48.65%2026-08-28: 44.49%2026-08-31: 49.19%2026-09-01: 48.09%2026-09-02: 45.46%2026-09-03: 49.88%2026-09-04: 47.14%2026-09-08: 55.52%2026-09-09: 51.31%2026-09-10: 50.85%2026-09-11: 45.50%2026-09-14: 55.64%2026-09-15: 57.23%2026-09-16: 54.69%2026-09-17: 57.53%2026-09-18: 58.77%2026-09-21: 61.87%2026-09-22: 62.88%2026-09-23: 66.19%2026-09-24: 67.55%2026-09-25: 70.73%2026-09-28: 84.03%2026-09-29: 84.40%2026-09-30: 84.36%2026-10-01: 87.32%2026-10-02: 73.15%2026-10-05: 85.29%2026-10-06: 97.14%2026-10-07: 110.31%2026-10-08: 130.43%2026-10-09: 48.44%2026-10-12: 55.21%2026-10-13: 50.63%2026-10-14: 49.51%2026-10-15: 45.63%2026-10-16: 49.54%2026-10-19: 48.07%2026-10-20: 49.81%2026-10-21: 49.32%2026-10-22: 53.14%2026-10-23: 49.40%2026-10-26: 51.90%2026-10-27: 50.92%2026-10-28: 51.91%2026-10-29: 62.34%2026-10-30: 70.42%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
44.88%
46.26%
38.97%
47.16%
49.98%
50.40%
44.52%
49.73%
48.12%
42.19%
45.64%
48.65%
44.49%
49.19%
48.09%
45.46%
49.88%
47.14%
55.52%
51.31%
50.85%
45.50%
55.64%
57.23%
54.69%
57.53%
58.77%
61.87%
62.88%
66.19%
67.55%
70.73%
84.03%
84.40%
84.36%
87.32%
73.15%
85.29%
97.14%
110.31%
130.43%
48.44%
55.21%
50.63%
49.51%
45.63%
49.54%
48.07%
49.81%
49.32%
53.14%
49.40%
51.90%
50.92%
51.91%
62.34%
70.42%