  The Gum Nebula is 36 degree wide shell-like emission nebula at a distance of
only 450 pc. It has been hypothesised to be an old supernova remnant, fossil
HII region, wind-blown bubble, or combination of multiple objects. Here we
investigate the magneto-ionic properties of the nebula using data from recent
surveys: radio-continuum data from the NRAO VLA and S-band Parkes All Sky
Surveys, and H-alpha data from the Southern H-Alpha Sky Survey Atlas. We model
the upper part of the nebula as a spherical shell of ionised gas expanding into
the ambient medium. We perform a maximum-likelihood Markov chain Monte-Carlo
fit to the NVSS rotation measure data, using the H-halpha data to constrain
average electron density in the shell $n_e$. Assuming a latitudinal background
gradient in RM we find $n_e=1.3^{+0.4}_{-0.4} {\rm cm}^{-3}$, angular radius
$\phi_{\rm outer}=22.7^{+0.1}_{-0.1} {\rm deg}$, shell thickness
$dr=18.5^{+1.5}_{-1.4} {\rm pc}$, ambient magnetic field strength
$B_0=3.9^{+4.9}_{-2.2} \mu{\rm G}$ and warm gas filling factor
$f=0.3^{+0.3}_{-0.1}$. We constrain the local, small-scale (~260 pc)
pitch-angle of the ordered Galactic magnetic field to
$+7^{\circ}\lesssim\wp\lesssim+44^{\circ}$, which represents a significant
deviation from the median field orientation on kiloparsec scales
(~-7.2$^{\circ}$). The moderate compression factor $X=6.0\,^{+5.1}_{-2.5}$ at
the edge of the H-alpha shell implies that the 'old supernova remnant' origin
is unlikely. Our results support a model of the nebula as a HII region around a
wind-blown bubble. Analysis of depolarisation in 2.3 GHz S-PASS data is
consistent with this hypothesis and our best-fitting values agree well with
previous studies of interstellar bubbles.
