Healthcare Healthcare Reference Data Updated 2026-05-31

HUM Gamma Exposure, IV Rank & Implied Volatility

Humana Inc. (HUM) options data — GEX, IV rank, options chain & Greeks

HUM options trade with implied volatility typically in the 20% - 45% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 31.5 /100
IV 42.2%
Simulated data for display · open live HUM on the platform →

An IV rank near 31.5 (the value shown here is illustrative) would mean implied volatility is in roughly the 31.5th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live HUM IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 33.33%67.66%

Chart shows simulated data for display purposes. View the real HUM IV history on the live platform →

Comprehensive options market data for Humana Inc.

HUM Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 20% - 45%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Very Good
IV Range
20% - 45%
Weeklies
Yes

1 About Humana Inc. (HUM)

Humana Inc. (HUM) is a health insurance company listed on NYSE.

Company Profile

Sector Healthcare
Industry Health Insurance
Market Cap See live data
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Humana Inc. is a Health Insurance) company in the Healthcare sector.

2 HUM Options Market Overview

HUM options provide trading opportunities for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Very Good

HUM options provide trading opportunities across multiple expirations.

3 HUM Implied Volatility & IV Rank

HUM implied volatility patterns reflect the health insurance sector dynamics.

Low IV Environment
20% - 26%
Below average volatility
Typical IV Range
26% - 38%
Normal conditions
Elevated IV
38% - 45%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short HUM options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

HUM IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View HUM Volatility Lab

HUM Gamma Exposure (GEX)

Gamma Exposure analysis for HUM reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: HUM tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live HUM GEX

4 Common HUM Options Strategies

These are strategies commonly used by traders on HUM options, based on typical market characteristics. This is not investment advice.

Popular for HUM shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on HUM.

Range-bound strategy for HUM between events.

Key Considerations for HUM Options

  • Monitor HUM earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • HUM options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: HUM Options

What is HUM's typical implied volatility?

HUM implied volatility typically ranges from 20% - 45%. IV patterns are influenced by earnings, sector events, and market conditions.

Does HUM have weekly options?

Yes, HUM offers weekly options expirations.

What is HUM's options trading profile?

HUM (Humana Inc.) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 20% - 45% range. The position sits in the Healthcare category for portfolio diversification and options strategy design.

How does HUM implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on HUM?

Popular strategies on HUM options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 20% - 45% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is HUM's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence HUM's intraday price action. HUM tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live HUM GEX levels and the gamma-flip point on ApexVol.

What is HUM's IV rank?

HUM's IV rank shows where HUM's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. HUM implied volatility typically ranges from 20% - 45%. Check HUM's live IV rank and percentile on ApexVol's IV analytics.

HUM Key Events

Earnings Months
January April July October

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Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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