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HIGThe Hartford Insurance Group, Inc.

Options Analysis Report•FIRE, MARINE & CASUALTY INSURANCE
Market Cap $37.5B|NYSE
● 2026-08-31$138.55
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +5.0%YTD +1.1%7D -0.3%
173
30D
±5.1%
12%

HIG Options Overview

IV is low. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.4VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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HIG Gamma Walls

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Value

Is IV priced right?

8.7
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 4.9% — cheap vs history

<1.05x

IV/HV 1.18x — IV premium over HV

Sector Relative≤50%

Sector percentile 6% — below sector median

<1.1x

Front/Back 0.80x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 20.4% — normal range

<80%

Effective IV 44.1% (ATM 20.4% + spread 11.9% + bias) — excellent value

<3.0%

Total drag 19.93% (spread 11.87% + slippage 8.06%) — high friction

≥5.0

Vega efficiency 34.21 (vega 40.613 / spread 11.87%) — efficient

Sentiment

Bullish or bearish?

4.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +7%, Raw: +15%)
|net sentiment| ≥25%

Conviction-weighted: +7% (neutral) — Raw: +15%

≥15%

|OI skew| 55.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -60.7%, OI skew +55.0% — divergent (opposite)

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: +20%, OTM: -7% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 97% — very bearish vs sector

Activity

Unusual activity?

3.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.1x avg — normal

≥15%

Vol/OI 1.3% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +6.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 37% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 72% — urgent

≥30

Conviction +7 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.6
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed
≤5.0%

Spread 11.9% — wide

≥10,000

OI 13,596 — adequate

≥500

Volume 173/day — thin

≤$0.50

$0.59 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 7% — much tighter than sector

≥100 contracts

Depth 47.900000000000006 contracts (bid:12.2 ask:35.7) — thin

<1.0%

Avg slippage 8.06% — poor

Timing

Is now a good time?

7.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -19.5% — contango

<30 or >70

IV percentile 5% — buyer opportunity

≥10pts kink

IV kink -3.9pts — no clear event

<0.5 or >2.0

θ/ν ratio 1706.42 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +7% @ 54% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls6.3
bullishIV cheap, mixed flow
Long Puts6.5
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put3.8
bullishIV too cheap, mixed flow
Covered Call4.1
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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