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Employers Holdings EIG 48.45 -0.52 -1.06%

EIG Historical Options Analysis

Explore EIG (Employers Holdings) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

EIG / Comparative study

3 signals / 500 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z --
--
Mean
13.51
Window
--
ATM IV z --
--
Mean
0.88
Window
--
IV Percentile z --
--
Mean
43.85
Window
--
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.94 0.79
ATM IV 0.94 1.00 0.77
IV Percent... 0.79 0.77 1.00
Source observations

Data inspector

1-50 of 500
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 48.45 -- -- --
2026-09-18 48.97 -- -- --
2026-09-17 49.36 59.19 1.86 98.41
2026-09-16 50.02 38.51 1.24 93.23
2026-09-15 49.91 31.83 1.04 92.03
2026-09-14 50.21 26.04 0.87 90
2026-09-11 49.66 20.97 0.72 86.06
2026-09-10 49.17 21.01 0.72 86.06
2026-09-09 49.04 20.04 0.69 84.06
2026-09-08 49.16 18.53 0.64 82.87
2026-09-07 49.65 16.21 0.57 80.8
2026-09-04 49.65 14.05 0.51 76.89
2026-09-03 49.89 12.92 0.48 73.71
2026-09-02 49.34 13.65 0.5 75.7
2026-09-01 49.12 13.64 0.5 75.6
2026-08-31 49.09 13.22 0.49 74.3
2026-08-28 49.17 11.88 0.45 72
2026-08-27 49.02 11.85 0.44 71.6
2026-08-26 49.15 11.28 0.43 69.6
2026-08-25 48.8 11.64 0.44 70
2026-08-24 49.19 10.63 0.41 66.67
2026-08-21 48.17 11.65 0.44 69.6
2026-08-20 48.13 69.49 2.17 99.6
2026-08-19 47.89 51.65 1.63 97.2
2026-08-18 48.41 10.53 0.4 65.6
2026-08-17 48.09 35.5 1.15 91.97
2026-08-14 48.73 9.24 0.37 57.6
2026-08-13 48.5 9.42 0.37 59.2
2026-08-12 48.11 22.89 0.77 81.6
2026-08-11 48.5 9.09 0.36 55.6
2026-08-10 49.06 8.11 0.33 48.19
2026-08-07 49.49 7.82 0.32 43.6
2026-08-06 50.58 6.54 0.29 23.2
2026-08-05 50.77 6.17 0.27 19.2
2026-08-04 50.71 5.81 0.26 14.4
2026-08-03 50.65 6.47 0.28 22.09
2026-07-31 50.55 9.25 0.37 54.8
2026-07-30 51.59 7.04 0.3 29.6
2026-07-29 49.74 10.14 0.39 60
2026-07-28 49.97 10.84 0.41 62.4
2026-07-27 49.66 9.74 0.38 57.43
2026-07-24 49.79 8.82 0.35 50.4
2026-07-23 49.49 9.12 0.36 52.8
2026-07-22 49.39 9.5 0.37 55.2
2026-07-21 50.54 7.85 0.32 42
2026-07-20 50.38 21.1 0.72 76.71
2026-07-17 50.32 5.54 0.32 38.8
2026-07-16 49.81 5.43 0.31 36
2026-07-15 48.65 6.88 0.37 53.2
2026-07-14 50.13 5.97 0.33 44.4