Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).

Gamma, theta, and vega are largest for strikes near the Hartford Insurance stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.

Hartford Insurance IV rank is 6, so implied volatility is near the bottom of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 14.3% to 164.7%. See the HIG implied volatility history for a longer view.

Across all open Hartford Insurance options on Nov 4, 2026, net gamma exposure was $2.19M and net delta exposure was $16.98M per 1% move in the stock. The HIG gamma exposure chart shows where that gamma sits by strike.

The Hartford Insurance Group Inc. provides property and casualty insurance, group benefits, and mutual funds.