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Unum Group UNM

i

Market dataready · fetched 2026-11-12T02:42:20.571Z

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 · 2026-11-12T00:00:00.000384383Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:42:20.205098+00:00

Share price$81.37
1D+0.9%
AH$80.04$80.42$80.80$81.17$81.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUNM
Sold putSold callAH

Unum Group options

Live interpolated UNM call and put midpoint premiums by absolute delta.Unum Group$0.31$1.82$3.33$4.84$6.35$66.61$73.54$80.46$87.39$94.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNM spot · $81.37UNM PRICE$0.48$0.63$0.79$0.96$1.12$1.33$1.54$1.75$1.97$2.18$2.80$3.64$4.48$0.64$0.82$1.00$1.18$1.37$1.57$1.77$1.97$2.21$2.93$3.66$4.47$5.92
PutsCheap0.39×
CallsCheap0.55×
SkewBearish+6.34 pp
Implied moveBearish±$3.31
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.3833.9%5.5%77.0743.4%6.1%
25Δ84.5833.4%4.7%78.0341.9%5.1%
30Δ83.9232.8%4.1%78.8640.0%4.3%
35Δ83.2632.3%3.5%79.6938.1%3.5%
40Δ82.6031.7%2.9%80.3536.4%2.9%
45Δ82.0931.0%2.5%80.9034.9%2.5%
50Δ81.6130.3%2.2%81.4533.4%2.1%
55Δ81.1329.6%1.9%82.0032.0%1.7%
60Δ80.6528.9%1.5%82.5730.8%1.2%
65Δ80.1628.1%1.2%83.4133.9%1.1%
70Δ79.3729.0%1.0%84.2536.9%1.0%
75Δ78.4030.8%0.8%85.1840.1%0.8%
80Δ77.4432.5%0.7%86.7644.9%0.7%

20Δ

Calls
Pseudo strike
85.38
IV
33.9%
B/E move
5.5%
Puts
Pseudo strike
77.07
IV
43.4%
B/E move
6.1%

25Δ

Calls
Pseudo strike
84.58
IV
33.4%
B/E move
4.7%
Puts
Pseudo strike
78.03
IV
41.9%
B/E move
5.1%

30Δ

Calls
Pseudo strike
83.92
IV
32.8%
B/E move
4.1%
Puts
Pseudo strike
78.86
IV
40.0%
B/E move
4.3%

35Δ

Calls
Pseudo strike
83.26
IV
32.3%
B/E move
3.5%
Puts
Pseudo strike
79.69
IV
38.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
82.60
IV
31.7%
B/E move
2.9%
Puts
Pseudo strike
80.35
IV
36.4%
B/E move
2.9%

45Δ

Calls
Pseudo strike
82.09
IV
31.0%
B/E move
2.5%
Puts
Pseudo strike
80.90
IV
34.9%
B/E move
2.5%

50Δ

Calls
Pseudo strike
81.61
IV
30.3%
B/E move
2.2%
Puts
Pseudo strike
81.45
IV
33.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
81.13
IV
29.6%
B/E move
1.9%
Puts
Pseudo strike
82.00
IV
32.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
80.65
IV
28.9%
B/E move
1.5%
Puts
Pseudo strike
82.57
IV
30.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
80.16
IV
28.1%
B/E move
1.2%
Puts
Pseudo strike
83.41
IV
33.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
79.37
IV
29.0%
B/E move
1.0%
Puts
Pseudo strike
84.25
IV
36.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
78.40
IV
30.8%
B/E move
0.8%
Puts
Pseudo strike
85.18
IV
40.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
77.44
IV
32.5%
B/E move
0.7%
Puts
Pseudo strike
86.76
IV
44.9%
B/E move
0.7%

Options history

IV · four-Friday blend38.35%
Daily EOD
UNM31.4%35.1%38.9%2026-10-19: 31.88%2026-10-20: 32.75%2026-10-21: 32.39%2026-10-22: 33.56%2026-10-23: 35.80%2026-10-26: 35.23%2026-10-27: 34.07%2026-10-28: 32.68%2026-10-29: 35.95%2026-10-30: 38.35%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.88%
32.75%
32.39%
33.56%
35.80%
35.23%
34.07%
32.68%
35.95%
38.35%