thetaOwl

HIG

The Hartford Insurance Group, IClose $136.69EOD only
Max Pain
$130.00
Next expiry Jun 18, 2026
Expected Move
±$6.22
4.5% from close
Price Gap
-6.69
Distance to max pain
IV Rank
3
Low premium
P/C OI
1.15
Slightly put-heavy
Consensus
No reports available
Published snapshot: May 20, 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
May 20, 2026 close
HIG Options Chain
Data as of market close May 20, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 29)

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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
75.0050.8061.0065.000.0021143.3%0.9550.0017-0.0980.0360.054
85.0054.0249.4053.700.0010131.9%0.9300.0027-0.1270.0520.058
95.0042.080.000.000.00100.0%1.0000.0000-0.0110.0000.075
100.0031.8137.0039.700.00101290.2%0.9150.0045-0.1040.0600.069
105.0028.1928.6030.800.00110.0%1.0000.0000-0.0120.0000.083
110.0023.8524.3026.700.001127.7%0.9980.0006-0.0140.0030.087
115.0018.7019.6022.900.0051953.0%0.8950.0089-0.0760.0700.079
120.0013.1914.6017.200.00120833.7%0.9270.0107-0.0440.0530.087
125.008.659.8012.300.0011026.8%0.8970.0173-0.0450.0690.087
130.006.905.207.700.0022421.9%0.8150.0316-0.0510.1030.082
135.003.603.404.300.30315021.8%0.6140.0456-0.0650.1470.063
140.001.261.051.750.1327628819.8%0.3670.0494-0.0550.1450.038
145.000.470.300.500.00339718.5%0.1490.0326-0.0310.0900.016
150.000.320.000.750.00225628.6%0.1420.0204-0.0450.0870.015
155.000.050.000.200.00722525.9%0.0510.0104-0.0190.0400.005
160.000.010.000.750.0019141.3%0.1030.0113-0.0510.0690.011
165.000.300.000.750.0011747.1%0.0920.0091-0.0530.0640.009

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
75.000.340.000.000.001050.0%-0.0000.0000-0.0000.000-0.000
80.000.100.000.800.0002102.1%-0.0220.0013-0.0350.020-0.003
90.000.750.000.750.001281.3%-0.0250.0019-0.0320.023-0.003
95.001.400.000.850.000374.0%-0.0310.0025-0.0340.027-0.004
100.001.060.201.400.000174.7%-0.0540.0038-0.0530.042-0.006
110.000.100.000.200.00243541.7%-0.0260.0038-0.0170.024-0.003
115.000.350.000.600.0022143.7%-0.0680.0078-0.0370.050-0.008
120.000.160.000.60-0.39126935.2%-0.0810.0111-0.0340.058-0.009
125.000.500.350.800.001013129.2%-0.1210.0179-0.0370.078-0.014
130.001.100.851.300.00342924.5%-0.2080.0304-0.0430.111-0.024
135.002.452.102.65-0.202610822.1%-0.3870.0450-0.0500.148-0.044
140.005.604.805.40-2.0441522.1%-0.6170.0448-0.0460.147-0.071
145.009.380.000.000.00100.0%-1.0000.00000.0170.000-0.115
160.0022.6518.0020.600.00000.0%-1.0000.00000.0190.000-0.127
165.0027.5222.5024.800.00000.0%-1.0000.00000.0190.000-0.131
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.