The Hartford Insurance Group, IClose $126.05EOD only
Max Pain
$135.00
Next expiry Oct 16, 2026
Expected Move
±$3.65
2.9% from close
Price Gap
+8.95
Distance to max pain
IV Rank
6
Low premium
P/C OI
0.25
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Oct 2, 2026 close
End-of-day snapshot
This page reflects HIG options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
HIG Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
120.00
5.96
6.10
7.30
0.00
3
9
34.9%
0.782
0.0342
-0.101
0.073
0.035
125.00
2.75
1.60
3.10
0.25
70
49
25.0%
0.591
0.0629
-0.094
0.096
0.027
130.00
0.50
0.20
1.30
0.00
2
389
27.5%
0.303
0.0514
-0.089
0.086
0.014
135.00
0.05
0.00
0.75
0.00
3
108
33.9%
0.165
0.0296
-0.077
0.061
0.008
140.00
0.05
0.00
0.10
0.00
7
176
28.2%
0.033
0.0105
-0.019
0.018
0.002
145.00
0.07
0.00
0.20
0.00
1
21
40.5%
0.044
0.0093
-0.034
0.023
0.002
150.00
0.05
0.00
0.05
0.00
12
1,334
38.7%
0.013
0.0034
-0.011
0.008
0.001
160.00
0.05
0.00
2.05
0.00
0
1
87.2%
0.096
0.0079
-0.133
0.042
0.004
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
120.00
0.93
0.00
0.70
0.00
1
22
27.3%
-0.165
0.0367
-0.057
0.061
-0.008
125.00
1.90
0.50
2.10
-1.80
82
26
25.5%
-0.411
0.0617
-0.081
0.096
-0.021
130.00
5.15
4.20
5.50
0.23
26
133
30.3%
-0.678
0.0479
-0.085
0.089
-0.035
135.00
9.42
7.40
10.60
-0.15
1
700
46.2%
-0.756
0.0275
-0.115
0.077
-0.041
140.00
14.90
13.20
15.40
0.00
1
0
56.1%
-0.812
0.0195
-0.119
0.067
-0.045
145.00
16.20
18.00
20.90
0.00
0
0
74.6%
-0.809
0.0148
-0.164
0.067
-0.047
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.