HARTFORD INSURANCE GROUP, INC. (HIG) Options Risk Score

Run a full HIG options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on HARTFORD INSURANCE GROUP, INC. (HIG) right now?

HARTFORD INSURANCE GROUP, INC. (HIG) currently scores 46 out of 100 for options catalyst risk (MEDIUM) over a 4-week expiry window. That score is driven by an upcoming earnings report, 5 recent news items and 10 active legal filings falling inside the 4-week window. MEDIUM covers 45 to 69: there is something on HIG's calendar worth reading before you pick an expiry, without it dominating the trade. Direction is not part of what the score measures.

HIG shows an IV Rank of 56, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 26%. IV Rank answers how HIG options are priced against their own history, which is the starting point for choosing between selling and buying premium.

HIG reports on 2026-10-29. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.

HARTFORD INSURANCE GROUP, INC. (HIG) current implied volatility and IV Rank

HARTFORD INSURANCE GROUP, INC. (HIG) currently has an IV Rank of 56 with implied volatility around 26%, alongside a TickerRisk options-risk score of 46/100. HIG's options are priced near the middle of their own yearly range — unremarkable volatility, so the trade has to stand on its own thesis rather than on rich or cheap premium.

For what this number does and does not tell you about HIG's options, see IV Rank explained.

HARTFORD INSURANCE GROUP, INC. (HIG) next earnings date — 2026-10-29

HARTFORD INSURANCE GROUP, INC. (HIG) reports earnings on 2026-10-29 — about 53 days away, which falls inside a typical options expiry window. HIG's IV Rank is currently 56. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer