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Unum Group UNM

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Market datapartial · fetched 2026-10-22T14:50:33.663Z

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 · 2026-10-22T14:50:16.932262548Z

FundamentalsAlpha Vantage · unavailable

Share price$92.49
1D-0.6%
$92.06$92.54$93.02$93.50$93.985:30 AM6:30 AM9:00 AM1:00 PMUNM
Sold putSold call

Unum Group options

Live interpolated UNM call and put midpoint premiums by absolute delta.Unum Group$0.78$3.76$6.75$9.73$12.72$80.56$86.22$91.87$97.52$103.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNM spot · $92.48UNM PRICE$1.10$1.34$1.59$1.81$2.03$2.38$2.73$3.26$4.07$4.88$5.85$6.94$8.91$1.22$1.50$1.85$2.23$2.83$3.47$4.10$4.72$5.47$6.32$7.80$9.76$11.86
PutsExpensive1.51×
CallsExpensive1.20×
SkewBearish+4.72 pp
Implied moveBearish±$6.83
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.9940.3%12.6%84.9739.7%9.4%
25Δ99.9136.2%9.5%86.9536.6%7.6%
30Δ97.9933.6%7.7%88.4535.2%6.4%
35Δ96.4331.1%6.2%89.7834.4%5.3%
40Δ94.9928.6%4.9%90.9535.3%4.7%
45Δ94.0428.0%4.3%92.0936.5%4.2%
50Δ93.0827.4%3.6%93.2736.7%3.6%
55Δ92.0927.9%3.1%94.4636.2%3.0%
60Δ91.0330.0%2.8%95.7136.0%2.4%
65Δ89.9632.1%2.5%97.0036.0%2.0%
70Δ88.6533.2%2.2%98.8038.2%1.6%
75Δ87.2334.7%1.8%101.0640.7%1.3%
80Δ85.0439.2%1.6%103.5042.2%0.9%

20Δ

Calls
Pseudo strike
102.99
IV
40.3%
B/E move
12.6%
Puts
Pseudo strike
84.97
IV
39.7%
B/E move
9.4%

25Δ

Calls
Pseudo strike
99.91
IV
36.2%
B/E move
9.5%
Puts
Pseudo strike
86.95
IV
36.6%
B/E move
7.6%

30Δ

Calls
Pseudo strike
97.99
IV
33.6%
B/E move
7.7%
Puts
Pseudo strike
88.45
IV
35.2%
B/E move
6.4%

35Δ

Calls
Pseudo strike
96.43
IV
31.1%
B/E move
6.2%
Puts
Pseudo strike
89.78
IV
34.4%
B/E move
5.3%

40Δ

Calls
Pseudo strike
94.99
IV
28.6%
B/E move
4.9%
Puts
Pseudo strike
90.95
IV
35.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
94.04
IV
28.0%
B/E move
4.3%
Puts
Pseudo strike
92.09
IV
36.5%
B/E move
4.2%

50Δ

Calls
Pseudo strike
93.08
IV
27.4%
B/E move
3.6%
Puts
Pseudo strike
93.27
IV
36.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
92.09
IV
27.9%
B/E move
3.1%
Puts
Pseudo strike
94.46
IV
36.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
91.03
IV
30.0%
B/E move
2.8%
Puts
Pseudo strike
95.71
IV
36.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
89.96
IV
32.1%
B/E move
2.5%
Puts
Pseudo strike
97.00
IV
36.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
88.65
IV
33.2%
B/E move
2.2%
Puts
Pseudo strike
98.80
IV
38.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
87.23
IV
34.7%
B/E move
1.8%
Puts
Pseudo strike
101.06
IV
40.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
85.04
IV
39.2%
B/E move
1.6%
Puts
Pseudo strike
103.50
IV
42.2%
B/E move
0.9%

Options history

No recorded observations