THG
Hanover Insurance Group IncPre-market221.65+2.32 +1.06%USD
NYSE · as of Oct 12, 16:00 ET · 20m delay
Open
220.20
Prev close
219.33
Day range
221.17223.07
52-week range
166.54236.07
Volume
154.11K0.51×
Mkt cap
7.72B
P/E ttm
10.61
Fwd P/E
11.28
EPS ttm
20.89
Div yield
1.71%
Earnings
Oct 28, 2026
From 52w high
−6.11%
THG market-implied price distribution
THG Price at Expiry
12 OTM quotes · ATM IV 30.4%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
56%
spot 221.65
Expected price
221.29
forward 222.15
68% range
206–241
−7.1% / +8.7%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 181.38 | −18.2% |
| 16% | 205.97 | −7.1% |
| 25% | 212.69 | −4.0% |
| 50% (median) | 223.88 | +1.0% |
| 75% | 234.33 | +5.7% |
| 84% | 241.02 | +8.7% |
| 95% | 255.85 | +15.4% |
Move Odds
| Up 5% or more (232.73) | 28% |
|---|---|
| Up 10% or more (243.82) | 13% |
| Down 5% or more (210.57) | 22% |
| Down 10% or more (199.49) | 11% |
Options price a 10%+ drop at 11%, 0.7× the 15% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.