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The Hanover Insurance Group, Inc. THG

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Market datapartial · fetched 2026-10-23T00:37:25.293Z

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 · 2026-10-22T23:47:47.081833679Z

FundamentalsAlpha Vantage · unavailable

Share price$241.00
1D+2.7%
AH$233$235$236$238$2405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTHG
Sold putSold callAH

The Hanover Insurance Group, Inc. options

Live interpolated THG call and put midpoint premiums by absolute delta.The Hanover Insurance Group, Inc.$1.86$7.79$13.71$19.64$25.57$209.01$222.19$235.36$248.54$261.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THG spot · $241.00THG PRICE$2.50$2.50$2.59$3.26$3.94$4.61$5.29$5.96$7.04$8.28$9.51$10.75$11.98$2.63$2.74$3.45$4.17$4.88$5.72$7.32$8.92$10.52$12.12$15.28$18.64$23.86
PutsExpensive1.65×
CallsCheap0.92×
SkewBearish+6.02 pp
Implied moveBearish±$12.61
TiltBearish21.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ264.4035.1%10.7%221.9236.0%9.0%
25Δ255.6526.5%7.1%230.6325.9%5.4%
30Δ249.7620.5%4.7%233.0625.2%4.7%
35Δ247.9120.3%4.2%235.4824.6%4.0%
40Δ246.0620.1%3.7%237.9124.0%3.3%
45Δ244.2119.9%3.2%240.3223.6%2.7%
50Δ242.3619.7%2.8%242.6824.5%2.3%
55Δ240.5119.4%2.3%245.0325.3%2.0%
60Δ238.6719.3%2.0%247.3926.2%1.7%
65Δ236.8219.1%1.7%249.7427.1%1.4%
70Δ234.9819.0%1.4%253.5328.7%1.1%
75Δ233.1418.9%1.2%257.5030.4%0.9%
80Δ231.2918.7%0.9%263.2733.5%0.7%

20Δ

Calls
Pseudo strike
264.40
IV
35.1%
B/E move
10.7%
Puts
Pseudo strike
221.92
IV
36.0%
B/E move
9.0%

25Δ

Calls
Pseudo strike
255.65
IV
26.5%
B/E move
7.1%
Puts
Pseudo strike
230.63
IV
25.9%
B/E move
5.4%

30Δ

Calls
Pseudo strike
249.76
IV
20.5%
B/E move
4.7%
Puts
Pseudo strike
233.06
IV
25.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
247.91
IV
20.3%
B/E move
4.2%
Puts
Pseudo strike
235.48
IV
24.6%
B/E move
4.0%

40Δ

Calls
Pseudo strike
246.06
IV
20.1%
B/E move
3.7%
Puts
Pseudo strike
237.91
IV
24.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
244.21
IV
19.9%
B/E move
3.2%
Puts
Pseudo strike
240.32
IV
23.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
242.36
IV
19.7%
B/E move
2.8%
Puts
Pseudo strike
242.68
IV
24.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
240.51
IV
19.4%
B/E move
2.3%
Puts
Pseudo strike
245.03
IV
25.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
238.67
IV
19.3%
B/E move
2.0%
Puts
Pseudo strike
247.39
IV
26.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
236.82
IV
19.1%
B/E move
1.7%
Puts
Pseudo strike
249.74
IV
27.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
234.98
IV
19.0%
B/E move
1.4%
Puts
Pseudo strike
253.53
IV
28.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
233.14
IV
18.9%
B/E move
1.2%
Puts
Pseudo strike
257.50
IV
30.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
231.29
IV
18.7%
B/E move
0.9%
Puts
Pseudo strike
263.27
IV
33.5%
B/E move
0.7%

Options history

No recorded observations