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Unum Group UNM

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Market datapartial · fetched 2026-10-22T21:28:48.170Z

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 · 2026-10-22T20:34:57.510788564Z

FundamentalsAlpha Vantage · unavailable

Share price$93.75
1D+0.9%
AH$92.06$92.54$93.02$93.50$93.985:30 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$0.57$5.17$9.78$14.38$18.98$79.43$85.85$92.27$98.69$105.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNM spot · $93.75UNM PRICE$1.07$1.37$1.68$1.99$2.41$2.89$3.36$3.83$4.31$4.83$5.35$6.71$7.92$1.34$1.80$2.23$2.62$2.97$3.69$4.58$5.57$6.80$9.48$11.18$12.91$17.65
PutsExpensive1.87×
CallsExpensive1.26×
SkewBearish+11.22 pp
Implied moveBearish±$7.94
TiltBearish26.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.6837.8%11.7%85.6042.5%10.1%
25Δ101.5636.5%9.8%87.3142.8%8.8%
30Δ99.5935.2%8.0%89.0041.5%7.4%
35Δ98.0433.7%6.7%90.5939.6%6.2%
40Δ96.7533.4%5.8%92.0437.1%5.0%
45Δ95.6233.8%5.1%93.3937.9%4.3%
50Δ94.4933.7%4.4%94.6840.1%3.9%
55Δ93.3832.9%3.7%96.1441.5%3.4%
60Δ92.3032.1%3.0%97.8043.7%2.9%
65Δ91.2931.1%2.5%100.5751.5%2.8%
70Δ90.2830.1%2.0%102.8052.0%2.3%
75Δ88.6532.7%1.7%105.0652.5%1.7%
80Δ87.1633.9%1.4%110.1060.3%1.4%

20Δ

Calls
Pseudo strike
103.68
IV
37.8%
B/E move
11.7%
Puts
Pseudo strike
85.60
IV
42.5%
B/E move
10.1%

25Δ

Calls
Pseudo strike
101.56
IV
36.5%
B/E move
9.8%
Puts
Pseudo strike
87.31
IV
42.8%
B/E move
8.8%

30Δ

Calls
Pseudo strike
99.59
IV
35.2%
B/E move
8.0%
Puts
Pseudo strike
89.00
IV
41.5%
B/E move
7.4%

35Δ

Calls
Pseudo strike
98.04
IV
33.7%
B/E move
6.7%
Puts
Pseudo strike
90.59
IV
39.6%
B/E move
6.2%

40Δ

Calls
Pseudo strike
96.75
IV
33.4%
B/E move
5.8%
Puts
Pseudo strike
92.04
IV
37.1%
B/E move
5.0%

45Δ

Calls
Pseudo strike
95.62
IV
33.8%
B/E move
5.1%
Puts
Pseudo strike
93.39
IV
37.9%
B/E move
4.3%

50Δ

Calls
Pseudo strike
94.49
IV
33.7%
B/E move
4.4%
Puts
Pseudo strike
94.68
IV
40.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
93.38
IV
32.9%
B/E move
3.7%
Puts
Pseudo strike
96.14
IV
41.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
92.30
IV
32.1%
B/E move
3.0%
Puts
Pseudo strike
97.80
IV
43.7%
B/E move
2.9%

65Δ

Calls
Pseudo strike
91.29
IV
31.1%
B/E move
2.5%
Puts
Pseudo strike
100.57
IV
51.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
90.28
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
102.80
IV
52.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
88.65
IV
32.7%
B/E move
1.7%
Puts
Pseudo strike
105.06
IV
52.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
87.16
IV
33.9%
B/E move
1.4%
Puts
Pseudo strike
110.10
IV
60.3%
B/E move
1.4%

Options history

No recorded observations