Healthcare · Healthcare
HUM Implied Volatility, IV Rank & Options Chain
Humana Inc. (HUM) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Humana Inc.
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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.
HUM implied volatility
As of 2026-10-26As of 2026-10-26, HUM's 30-day implied volatility is 49.5%, placing its 1-year IV percentile at 2.0 — above 2.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
HUM live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live HUM chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
HUM options at a glance
- Daily volume
- N/A
- IV range
- 20% - 45%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
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.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
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.
HUM implied volatility and IV rank
HUM implied volatility patterns reflect the health insurance sector dynamics.
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.
The smile, the term structure and the cone for HUM, on today's chain.
Open HUM in IV IntelligenceHUM 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.
Where the gamma sits on HUM right now, strike by strike.
See live HUM GEXCommon HUM options strategies
These are strategies commonly used by traders on HUM options, based on typical market characteristics. This is not investment advice.
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
HUM key events
Earnings months. January, April, July, October
HUM options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns HUM's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/HUM"What is HUM's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on HUM in the console, more prompts for HUM, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about 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.
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HUM analytics
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