EIG · Employers Holdings, Inc.

Track EIG — free Ask ALVIS about EIG

$49.91 +0.17 (+0.34%) Earnings today

Market Cap

$907.40M

18.24M

Options Chain

15-min delayed Underlying $49.91 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 18 contracts

Put / call OI

0.00

Call-heavy positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$55.00

$5.09 above spot

ATM implied vol

29.3%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Oct 16 78d Jan 15 169d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	141.2%	0.986	—		—	—	—	—	0
Call · $25 In the money Last — Breakeven — Implied vol 141.2% Delta 0.986 ≈99% ITM Gamma 0.002 Theta -0.012 Vega 0.004 Open interest 0 Model this call Put · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $30 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $30 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	78.9%	0.977	—		—	—	—	—	0
Call · $35 In the money Last — Breakeven — Implied vol 78.9% Delta 0.977 ≈98% ITM Gamma 0.006 Theta -0.011 Vega 0.005 Open interest 0 Model this call Put · $35 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.089	75.1%	—	0
Call · $40 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol 75.1% Delta -0.089 ≈9% ITM Gamma 0.017 Theta -0.034 Vega 0.019 Open interest 0 Model this put
0	—	—	—	—		—	-0.138	45.3%	—	0
Call · $45 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol 45.3% Delta -0.138 ≈14% ITM Gamma 0.039 Theta -0.028 Vega 0.031 Open interest 0 Model this put
Underlying $49.91
0	—	34.6%	0.56	—		—	-0.424	24%	—	0
Call · $50 Last — Breakeven — Implied vol 34.6% Delta 0.56 ≈56% ITM Gamma 0.092 Theta -0.039 Vega 0.049 Open interest 0 Model this call Put · $50 In the money Last — Breakeven — Implied vol 24% Delta -0.424 ≈42% ITM Gamma 0.132 Theta -0.026 Vega 0.049 Open interest 0 Model this put
1	1	36%	0.179	$0.93		—	-0.797	39.2%	—	0
Call · $55 Last $0.93 Breakeven $55.93 Implied vol 36% Delta 0.179 ≈18% ITM Gamma 0.058 Theta -0.026 Vega 0.035 Open interest 1 Model this call Put · $55 In the money Last — Breakeven — Implied vol 39.2% Delta -0.797 ≈80% ITM Gamma 0.058 Theta -0.03 Vega 0.034 Open interest 0 Model this put
0	—	57.3%	0.125	—		—	-0.913	49.7%	—	0
Call · $60 Last — Breakeven — Implied vol 57.3% Delta 0.125 ≈13% ITM Gamma 0.029 Theta -0.033 Vega 0.024 Open interest 0 Model this call Put · $60 In the money Last — Breakeven — Implied vol 49.7% Delta -0.913 ≈91% ITM Gamma 0.026 Theta -0.021 Vega 0.024 Open interest 0 Model this put
0	—	—	—	—		—	-0.881	80%	—	0
Call · $65 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $65 In the money Last — Breakeven — Implied vol 80% Delta -0.881 ≈88% ITM Gamma 0.02 Theta -0.043 Vega 0.025 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1379041 CUSIP 292218104 13F (30d) 43 filings 43 filers Visit website