THG · Hanover Insurance Group, Inc.

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$232.83 +8.68 (+3.87%) At close · Jul 29

Market Cap

$8.13B

34.99M

Options Chain

15-min delayed Underlying $232.83 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 48 contracts

Put / call OI

0.34

Call-heavy positioning

Open interest

185

contracts outstanding

Volume

451

traded today

Max pain

$185.00

$47.83 below spot

ATM implied vol

22.5%

market's expected move

Open interest by strike

Calls Puts

105

110

115

120

125

130

135

140

145

150

155

160

165

170

175

180

185

190

195

200

210

220

230

240

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Nov 20 113d Feb 19 204d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	1	—	—	$111.50		—	—	—	—	0
Call · $105 In the money Last $111.50 Breakeven $216.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $105 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $110 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $110 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $115 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $120 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $120 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$0.30	—	—	1	2
Call · $125 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $125 Last $0.30 Breakeven $124.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
0	—	—	—	—		—	-0.015	117.6%	—	0
Call · $130 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $130 Last — Breakeven — Implied vol 117.6% Delta -0.015 ≈2% ITM Gamma 0.001 Theta -0.058 Vega 0.022 Open interest 0 Model this put
0	—	—	—	—		—	-0.02	117.6%	—	0
Call · $135 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $135 Last — Breakeven — Implied vol 117.6% Delta -0.02 ≈2% ITM Gamma 0.001 Theta -0.074 Vega 0.022 Open interest 0 Model this put
0	—	—	—	—		—	-0.017	104.5%	—	0
Call · $140 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $140 Last — Breakeven — Implied vol 104.5% Delta -0.017 ≈2% ITM Gamma 0.001 Theta -0.057 Vega 0.023 Open interest 0 Model this put
0	—	—	—	—		—	-0.018	98.3%	—	0
Call · $145 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $145 Last — Breakeven — Implied vol 98.3% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.056 Vega 0.023 Open interest 0 Model this put
0	—	—	—	—		—	-0.02	92.3%	—	0
Call · $150 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $150 Last — Breakeven — Implied vol 92.3% Delta -0.02 ≈2% ITM Gamma 0.001 Theta -0.056 Vega 0.023 Open interest 0 Model this put
0	—	—	—	—		$2.00	-0.021	86.5%	10	10
Call · $155 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $155 Last $2.00 Breakeven $153.00 Implied vol 86.5% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.056 Vega 0.024 Open interest 10 Model this put
0	—	—	—	—		$2.40	-0.073	116.3%	1	3
Call · $160 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $160 Last $2.40 Breakeven $157.60 Implied vol 116.3% Delta -0.073 ≈7% ITM Gamma 0.002 Theta -0.206 Vega 0.084 Open interest 3 Model this put
0	—	—	—	—		$5.30	-0.028	77.8%	1	1
Call · $165 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $165 Last $5.30 Breakeven $159.70 Implied vol 77.8% Delta -0.028 ≈3% ITM Gamma 0.001 Theta -0.063 Vega 0.049 Open interest 1 Model this put
0	—	—	—	—		$0.05	-0.083	101.6%	10	10
Call · $170 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $170 Last $0.05 Breakeven $169.95 Implied vol 101.6% Delta -0.083 ≈8% ITM Gamma 0.003 Theta -0.199 Vega 0.087 Open interest 10 Model this put
1	2	—	—	$21.40		—	-0.088	94.3%	—	0
Call · $175 In the money Last $21.40 Breakeven $196.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $175 Last — Breakeven — Implied vol 94.3% Delta -0.088 ≈9% ITM Gamma 0.003 Theta -0.194 Vega 0.088 Open interest 0 Model this put
10	10	—	—	$11.30		$2.74	-0.035	60.6%	1	1
Call · $180 In the money Last $11.30 Breakeven $191.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $180 Last $2.74 Breakeven $177.26 Implied vol 60.6% Delta -0.035 ≈3% ITM Gamma 0.002 Theta -0.059 Vega 0.051 Open interest 1 Model this put
12	1	—	—	$29.80		$7.00	-0.033	53.2%	1	1
Call · $185 In the money Last $29.80 Breakeven $214.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $185 Last $7.00 Breakeven $178.00 Implied vol 53.2% Delta -0.033 ≈3% ITM Gamma 0.002 Theta -0.049 Vega 0.052 Open interest 1 Model this put
6	5	0.1%	0.999	$3.40		—	-0.041	49.9%	—	0
Call · $190 In the money Last $3.40 Breakeven $193.40 Implied vol 0.1% Delta 0.999 ≈100% ITM Gamma 0 Theta -0.009 Vega 0 Open interest 6 Model this call Put · $190 Last — Breakeven — Implied vol 49.9% Delta -0.041 ≈4% ITM Gamma 0.003 Theta -0.056 Vega 0.053 Open interest 0 Model this put
6	1	—	—	$22.50		$2.50	-0.057	48.5%	1	1
Call · $195 In the money Last $22.50 Breakeven $217.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $195 Last $2.50 Breakeven $192.50 Implied vol 48.5% Delta -0.057 ≈6% ITM Gamma 0.004 Theta -0.071 Vega 0.054 Open interest 1 Model this put
5	5	—	—	$5.00		$2.55	-0.051	39.8%	1	9
Call · $200 In the money Last $5.00 Breakeven $205.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this call Put · $200 Last $2.55 Breakeven $197.45 Implied vol 39.8% Delta -0.051 ≈5% ITM Gamma 0.005 Theta -0.053 Vega 0.054 Open interest 9 Model this put
76	1	—	—	$23.00		$0.45	-0.062	29.2%	191	2
Call · $210 In the money Last $23.00 Breakeven $233.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 76 Model this call Put · $210 Last $0.45 Breakeven $209.55 Implied vol 29.2% Delta -0.062 ≈6% ITM Gamma 0.007 Theta -0.046 Vega 0.095 Open interest 2 Model this put
18	2	18.7%	0.907	$8.50		$4.20	-0.154	24.6%	6	7
Call · $220 In the money Last $8.50 Breakeven $228.50 Implied vol 18.7% Delta 0.907 ≈91% ITM Gamma 0.015 Theta -0.05 Vega 0.096 Open interest 18 Model this call Put · $220 Last $4.20 Breakeven $215.80 Implied vol 24.6% Delta -0.154 ≈15% ITM Gamma 0.017 Theta -0.073 Vega 0.147 Open interest 7 Model this put
1	1	22%	0.629	$3.76		$3.15	-0.377	23%	190	0
Call · $230 In the money Last $3.76 Breakeven $233.76 Implied vol 22% Delta 0.629 ≈63% ITM Gamma 0.03 Theta -0.115 Vega 0.227 Open interest 1 Model this call Put · $230 Last $3.15 Breakeven $226.85 Implied vol 23% Delta -0.377 ≈38% ITM Gamma 0.029 Theta -0.108 Vega 0.227 Open interest 0 Model this put
Underlying $232.83
2	8	22.2%	0.33	$2.68		—	-0.675	22%	—	0
Call · $240 Last $2.68 Breakeven $242.68 Implied vol 22.2% Delta 0.33 ≈33% ITM Gamma 0.028 Theta -0.108 Vega 0.207 Open interest 2 Model this call Put · $240 In the money Last — Breakeven — Implied vol 22% Delta -0.675 ≈68% ITM Gamma 0.029 Theta -0.094 Vega 0.206 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 944695 CUSIP 410867105 13F (30d) 164 filings 163 filers Visit website Investor relations