Employers Holdings, Inc. (EIG) Options Statistics & Positioning

Employers Holdings, Inc. (EIG) options trade at a 30-day at-the-money implied volatility of 78.5%, an IV rank of 32 out of 100 over the past year. The options market prices a ±$5.08 (±10.9%) move in EIG for the front expiration. Max pain sits at $30 and the put/call open interest ratio is 18.75. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$46.75

52-week range

$29.42 – $69.70

ATM IV (30d)

78.5%

IV rank

32 / 100

Low

Expected move

±$5.08 (±10.9%)

Put/call OI

18.75

Put-heavy

Max pain

$30

↓ 35.8% below close

Next earnings

Jul 28, 2026

Explore EIG Options Statistics

EIG Implied Volatility

78.5% ATM IV (30d)

An IV rank of 32 places implied volatility in the lower part of its 52-week range.

Full implied volatility analysis →

EIG Open Interest

18.75 put/call OI ratio

4 calls and 75 puts outstanding across all expirations.

Full open interest analysis →

EIG Max Pain

$30 max pain

35.8% below the last close — see how max pain has moved over the past year.

Full max pain analysis →

EIG Gamma Exposure

-$38.78K net GEX

Negative dealer gamma — hedging can currently amplify price swings.

Full gamma exposure analysis →

Upcoming Earnings

EIG's next expected earnings date is Jul 28, 2026. Options currently price a ±$5.08 (±10.9%) move for the front expiration.

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EIG Options FAQ

When is EIG's next earnings date?

EIG's next expected earnings date is Jul 28, 2026. Options currently price a ±$5.08 (±10.9%) move for the front expiration.

How often is EIG options data on this page updated?

All EIG statistics on this page are computed by OptiView from delayed OPRA options data and refresh every trading day after the session close.

Where can I see EIG max pain, open interest, and implied volatility in detail?

OptiView publishes dedicated EIG pages for implied volatility, max pain, open interest, gamma exposure, options volume, and the most active contracts — each with charts, history, and a plain-English explanation of what the numbers mean.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.