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Unum Group UNM

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-10-22T16:51:32.988Z

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 · 2026-10-22T16:51:31.650025771Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:48:34.622732+00:00

Share price$92.67
1D-0.3%
$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$0.71$3.91$7.11$10.32$13.52$80.10$85.98$91.87$97.75$103.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNM spot · $92.67UNM PRICE$1.06$1.35$1.68$2.03$2.40$2.79$3.21$3.66$4.19$4.73$5.41$6.13$7.64$1.19$1.58$2.00$2.44$2.98$3.54$4.23$4.96$6.02$7.18$8.49$10.43$12.60
PutsExpensive1.59×
CallsExpensive1.24×
SkewBearish+6.12 pp
Implied moveBearish±$7.45
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.5637.9%11.8%85.2838.7%9.3%
25Δ100.1936.4%9.6%86.9038.3%7.9%
30Δ98.5335.6%8.1%88.3737.8%6.8%
35Δ97.0334.7%6.9%89.7437.4%5.8%
40Δ95.7233.9%5.9%91.0137.3%5.0%
45Δ94.5033.2%5.0%92.2537.3%4.3%
50Δ93.3932.5%4.2%93.5037.6%3.7%
55Δ92.2931.8%3.5%94.7737.9%3.1%
60Δ91.2631.4%3.0%96.2439.2%2.6%
65Δ90.2330.9%2.5%97.8140.6%2.2%
70Δ89.1530.5%2.0%99.5341.4%1.8%
75Δ88.0630.2%1.6%101.8343.0%1.4%
80Δ86.2932.8%1.4%104.3544.9%1.0%

20Δ

Calls
Pseudo strike
102.56
IV
37.9%
B/E move
11.8%
Puts
Pseudo strike
85.28
IV
38.7%
B/E move
9.3%

25Δ

Calls
Pseudo strike
100.19
IV
36.4%
B/E move
9.6%
Puts
Pseudo strike
86.90
IV
38.3%
B/E move
7.9%

30Δ

Calls
Pseudo strike
98.53
IV
35.6%
B/E move
8.1%
Puts
Pseudo strike
88.37
IV
37.8%
B/E move
6.8%

35Δ

Calls
Pseudo strike
97.03
IV
34.7%
B/E move
6.9%
Puts
Pseudo strike
89.74
IV
37.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
95.72
IV
33.9%
B/E move
5.9%
Puts
Pseudo strike
91.01
IV
37.3%
B/E move
5.0%

45Δ

Calls
Pseudo strike
94.50
IV
33.2%
B/E move
5.0%
Puts
Pseudo strike
92.25
IV
37.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
93.39
IV
32.5%
B/E move
4.2%
Puts
Pseudo strike
93.50
IV
37.6%
B/E move
3.7%

55Δ

Calls
Pseudo strike
92.29
IV
31.8%
B/E move
3.5%
Puts
Pseudo strike
94.77
IV
37.9%
B/E move
3.1%

60Δ

Calls
Pseudo strike
91.26
IV
31.4%
B/E move
3.0%
Puts
Pseudo strike
96.24
IV
39.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
90.23
IV
30.9%
B/E move
2.5%
Puts
Pseudo strike
97.81
IV
40.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
89.15
IV
30.5%
B/E move
2.0%
Puts
Pseudo strike
99.53
IV
41.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
88.06
IV
30.2%
B/E move
1.6%
Puts
Pseudo strike
101.83
IV
43.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
86.29
IV
32.8%
B/E move
1.4%
Puts
Pseudo strike
104.35
IV
44.9%
B/E move
1.0%

Options history

No recorded observations