Yes, you may have to pay the penalty. The ACA exemptions do not include an exemption for being unemployed. However, being unemployed may contribute to other hardships that are exemptions from the ACA penalty. Health Care.gov puts it this way:
"Like other Americans, you must have minimum essential coverage or pay a fee. This is true regardless of your employment status.
There are several exemptions from the fee that may apply to people who have no income or very low incomes. See the full list of exemptions. If you have an exemption, you don’t need to pay the fee for being uncovered."
To see if you qualify for any of the hardship exemptions please use this link: https://turbotax.intuit.com/health-care/exemptions/#!/exemption-home
For more information on your health care coverage options while unemployed use this link: https://www.healthcare.gov/unemployed/coverage/
