UNMUnum Group
Options Analysis Report•ACCIDENT & HEALTH INSURANCE
Market Cap $14.5B|NYSE
● 2026-06-10$90.68
VERY BULLISH
Analysis: 2026-06-09 EOD data
1Y +15.3%YTD +17.4%7D +6.8%
Options Vol
14,645
30D
Implied Move
±8.6%
IV Rank
12%
UNM Options Overview
IV is low with bullish flow and unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.8
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 29.8% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.54x — IV premium over HV
Sector Relative≤50%
Sector percentile 46% — below sector median
Term Structure
<1.1xFront/Back 1.07x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 28.4% — normal range
Spread-Adjusted Value
<80%Effective IV 51.7% (ATM 28.4% + spread 11.7% + bias) — good value
Execution Efficiency
<3.0%Total drag 15.09% (spread 11.65% + slippage 3.44%) — high friction
Vega Efficiency
≥5.0Vega efficiency 4.67 (vega 5.444 / spread 11.65%) — spread drag
Sentiment
Bullish or bearish?
8.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bullish - Strong signal (Conviction: +48%, Raw: +54%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +48% (strong bullish) — Raw: +54%
OI Skew Magnitude
≥15%|OI skew| 77.4% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +99.8%, OI skew +77.4% — aligned
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -18%, ATM: -83%, OTM: +76% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 0% — very bullish vs sector
Activity
Unusual activity?
8.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks7/9 checks passed
Volume Surge
≥1.5xVolume 6.2x avg — hot
Turnover Rate
≥15%Vol/OI 41.2% — high turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days2 day(s) elevated — sustained
OI Build
≥5%OI change +124.1% (5d) — building
Sector Relative≥60%
Sector activity percentile 98% — very active vs sector
Trade Quality
≥30%Large trade volume 77% — heavy institutional
Execution Urgency
≥60%Aggressive execution 48% — patient
Flow Conviction
≥30Conviction +48 (bullish) — moderate
Liquidity
Can I trade efficiently?
3.8
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 11.7% — wide
Adequate OI
≥10,000OI 35,521 — adequate
Active Volume
≥500Volume 14,645/day — active
Reasonable Cost
≤$0.50$0.58 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 55% — neutral vs sector
Order Book Depth
≥100 contractsDepth 127.1 contracts (bid:33.8 ask:93.3) — adequate
Execution Quality
<1.0%Avg slippage 3.44% — poor
Timing
Is now a good time?
7.2
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +7.0% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 30% — buyer opportunity
Event Detection
≥10pts kinkIV kink 3.9pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 54.93 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: No earnings detected; FOMC in 7d; CPI in 0d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +48% @ 74% consistency — STRONG directional (bullish)
Smart Money Timing
≥40 composite scoreScore 107 (ITM 20% + inst 77%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls7.4
bullishIV cheap, bullish flow
Long Puts4.7
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.6
bullishIV too cheap, bullish flow
Covered Call3.4
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.