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Employers Holdings, Inc. EIG

i

Market dataready · fetched 2026-11-04T07:26:47.813Z

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 · 2026-11-04T00:00:00.00396912Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T07:26:47.374392+00:00

Share price$47.35
1D+1.5%
AH$45.98$46.48$46.98$47.48$47.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEIG
Sold putSold callAH

Employers Holdings, Inc. options

Live interpolated EIG call and put midpoint premiums by absolute delta.Employers Holdings, Inc.$2.42$3.19$3.97$4.74$5.52$37.19$41.70$46.22$50.74$55.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EIG spot · $47.35EIG PRICE$2.50$2.50$2.50$2.50$2.56$2.69$2.81$2.94$3.07$3.19$3.93$5.20$2.50$2.50$2.50$2.50$2.60$2.71$2.83$2.94$3.05$3.17$3.28$4.20$5.30
PutsExpensive2.04×
Calls——
Skew——
Implied moveBearish±$5.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.64185.6%27.9%
25Δ69.78203.1%52.6%40.37143.2%20.0%
30Δ59.49153.4%30.9%42.55119.0%15.4%
35Δ54.38121.6%20.1%44.7394.7%10.8%
40Δ51.5199.6%14.1%45.6285.6%9.1%
45Δ49.6084.7%10.2%46.3378.6%7.9%
50Δ48.7677.7%8.6%47.0471.6%6.6%
55Δ47.9270.6%7.1%47.7564.6%5.4%
60Δ47.0763.6%5.6%48.4657.6%4.1%
65Δ46.2356.5%4.1%49.1750.6%2.8%
70Δ45.3949.5%2.6%49.8843.6%1.6%
75Δ44.2449.4%1.7%51.0244.0%1.1%
80Δ42.8355.2%1.4%52.2445.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.64
IV
185.6%
B/E move
27.9%

25Δ

Calls
Pseudo strike
69.78
IV
203.1%
B/E move
52.6%
Puts
Pseudo strike
40.37
IV
143.2%
B/E move
20.0%

30Δ

Calls
Pseudo strike
59.49
IV
153.4%
B/E move
30.9%
Puts
Pseudo strike
42.55
IV
119.0%
B/E move
15.4%

35Δ

Calls
Pseudo strike
54.38
IV
121.6%
B/E move
20.1%
Puts
Pseudo strike
44.73
IV
94.7%
B/E move
10.8%

40Δ

Calls
Pseudo strike
51.51
IV
99.6%
B/E move
14.1%
Puts
Pseudo strike
45.62
IV
85.6%
B/E move
9.1%

45Δ

Calls
Pseudo strike
49.60
IV
84.7%
B/E move
10.2%
Puts
Pseudo strike
46.33
IV
78.6%
B/E move
7.9%

50Δ

Calls
Pseudo strike
48.76
IV
77.7%
B/E move
8.6%
Puts
Pseudo strike
47.04
IV
71.6%
B/E move
6.6%

55Δ

Calls
Pseudo strike
47.92
IV
70.6%
B/E move
7.1%
Puts
Pseudo strike
47.75
IV
64.6%
B/E move
5.4%

60Δ

Calls
Pseudo strike
47.07
IV
63.6%
B/E move
5.6%
Puts
Pseudo strike
48.46
IV
57.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
46.23
IV
56.5%
B/E move
4.1%
Puts
Pseudo strike
49.17
IV
50.6%
B/E move
2.8%

70Δ

Calls
Pseudo strike
45.39
IV
49.5%
B/E move
2.6%
Puts
Pseudo strike
49.88
IV
43.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
44.24
IV
49.4%
B/E move
1.7%
Puts
Pseudo strike
51.02
IV
44.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
42.83
IV
55.2%
B/E move
1.4%
Puts
Pseudo strike
52.24
IV
45.9%
B/E move
0.9%

Options history

IV · four-Friday blend42.29%
Daily close
EIG28.4%60.4%92.5%2026-08-06: 42.96%2026-08-07: 39.66%2026-08-11: 47.40%2026-08-12: 51.21%2026-08-14: 50.99%2026-08-19: 78.99%2026-08-21: 33.39%2026-08-24: 33.17%2026-08-25: 33.83%2026-08-26: 33.65%2026-08-27: 34.20%2026-08-28: 34.62%2026-09-02: 36.68%2026-09-04: 38.37%2026-09-08: 41.75%2026-09-10: 46.25%2026-09-11: 46.29%2026-09-14: 56.68%2026-09-16: 69.01%2026-09-17: 88.08%2026-09-18: 32.79%2026-09-21: 34.68%2026-09-22: 36.00%2026-09-23: 37.78%2026-09-24: 38.85%2026-09-25: 39.72%2026-09-28: 41.78%2026-09-29: 43.40%2026-09-30: 44.55%2026-10-01: 43.35%2026-10-02: 42.55%2026-10-05: 45.73%2026-10-06: 46.08%2026-10-07: 46.79%2026-10-09: 47.85%2026-10-12: 55.01%2026-10-13: 60.87%2026-10-16: 37.19%2026-10-19: 37.69%2026-10-20: 37.99%2026-10-21: 38.39%2026-10-22: 37.62%2026-10-23: 39.01%2026-10-26: 40.18%2026-10-27: 40.39%2026-10-28: 40.81%2026-10-29: 37.37%2026-10-30: 42.29%Aug 6Sep 23Oct 30
48 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
42.96%
39.66%
47.40%
51.21%
50.99%
78.99%
33.39%
33.17%
33.83%
33.65%
34.20%
34.62%
36.68%
38.37%
41.75%
46.25%
46.29%
56.68%
69.01%
88.08%
32.79%
34.68%
36.00%
37.78%
38.85%
39.72%
41.78%
43.40%
44.55%
43.35%
42.55%
45.73%
46.08%
46.79%
47.85%
55.01%
60.87%
37.19%
37.69%
37.99%
38.39%
37.62%
39.01%
40.18%
40.39%
40.81%
37.37%
42.29%