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The Hanover Insurance Group, Inc. THG

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-12T14:57:43.194Z

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 · 2026-11-12T14:43:44.700970739Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:49:05.106163+00:00

Share price$249.98
1D-0.2%
$249.29$249.98$250.68$251.38$252.075:30 AM6:30 AM9:00 AM1:00 PMTHG
Sold putSold call

The Hanover Insurance Group, Inc. options

Live interpolated THG call and put midpoint premiums by absolute delta.The Hanover Insurance Group, Inc.$0.96$3.63$6.29$8.95$11.62$-0.25$0.13$0.50$0.87$1.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETHG PRICE$4.60$5.85$7.10$8.35$9.60$10.85$1.25$1.69$2.13$2.57$3.01$3.45$4.04$4.97$5.89$6.82$7.74$8.67$9.59
PutsExpensive1.05×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ241.5327.0%3.9%
25Δ243.0226.8%3.5%
30Δ244.5126.7%3.0%
35Δ246.0026.5%2.6%
40Δ247.4926.4%2.2%
45Δ248.9826.2%1.8%
50Δ250.4326.0%1.4%
55Δ248.8825.5%1.4%251.8025.8%1.3%
60Δ247.2426.6%1.2%253.1725.6%1.1%
65Δ245.5927.7%1.1%254.5425.5%0.9%
70Δ243.9528.8%0.9%255.9225.3%0.7%
75Δ242.3029.9%0.8%257.2925.1%0.5%
80Δ240.6631.0%0.6%258.6624.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
241.53
IV
27.0%
B/E move
3.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
243.02
IV
26.8%
B/E move
3.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
244.51
IV
26.7%
B/E move
3.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
246.00
IV
26.5%
B/E move
2.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
247.49
IV
26.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
248.98
IV
26.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
250.43
IV
26.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
248.88
IV
25.5%
B/E move
1.4%
Puts
Pseudo strike
251.80
IV
25.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
247.24
IV
26.6%
B/E move
1.2%
Puts
Pseudo strike
253.17
IV
25.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
245.59
IV
27.7%
B/E move
1.1%
Puts
Pseudo strike
254.54
IV
25.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
243.95
IV
28.8%
B/E move
0.9%
Puts
Pseudo strike
255.92
IV
25.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
242.30
IV
29.9%
B/E move
0.8%
Puts
Pseudo strike
257.29
IV
25.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
240.66
IV
31.0%
B/E move
0.6%
Puts
Pseudo strike
258.66
IV
24.9%
B/E move
0.4%

Options history

IV · four-Friday blend21.58%
Daily EOD
THG20.6%22.2%23.8%2026-10-19: 21.18%2026-10-20: 21.32%2026-10-21: 21.20%2026-10-22: 21.24%2026-10-23: 21.78%2026-10-26: 21.84%2026-10-27: 23.03%2026-10-28: 23.56%2026-10-29: 20.78%2026-10-30: 21.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.18%
21.32%
21.20%
21.24%
21.78%
21.84%
23.03%
23.56%
20.78%
21.58%