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The Hartford Insurance Group HIG 133.99 -3.1 -2.26%

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ATM IV
0.234
Put Call Ratio (OI)
0.269
Put Call Ratio (Vol)
0.642
IV Rank
25.2
IV Percentile
78
Max pain
130

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
14.0
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-61.0
61.0
View values by strike
HIG · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
85.00 0 -101
90.00 0 -41.1
95.00 0 -110
100.00 6.31 K -806
105.00 214 -31.3 K
110.00 22 K -4.15 K
115.00 938 -28.6 K
120.00 2.28 K -180 K
125.00 143 K -216 K
130.00 175 K -328 K
135.00 613 K -383 K
140.00 268 K -98.3 K
145.00 414 K -25.6 K
150.00 122 K 0
155.00 124 K 0
160.00 637 K 0
165.00 2.03 K 0
170.00 8.83 K 0
175.00 457 0