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The Cigna Group CI

i

Market datapartial · fetched 2026-11-03T15:47:29.201Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T15:47:21.194007373Z

FundamentalsAlpha Vantage · unavailable

Share price$295.08
1D+0.1%
$293.49$294.00$294.52$295.03$295.545:30 AM6:30 AM9:00 AM1:00 PMCI
Sold putSold call

The Cigna Group options

Live interpolated CI call and put midpoint premiums by absolute delta.The Cigna Group$0.00$0.27$0.54$0.81$1.08$-0.30$0.10$0.50$0.90$1.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.88%
Daily close
CI21.2%34.0%46.7%2026-08-05: 32.61%2026-08-06: 32.01%2026-08-07: 28.28%2026-08-10: 29.83%2026-08-11: 28.93%2026-08-12: 28.59%2026-08-13: 28.61%2026-08-14: 24.78%2026-08-17: 27.43%2026-08-18: 27.65%2026-08-19: 26.38%2026-08-20: 27.20%2026-08-21: 26.55%2026-08-24: 27.11%2026-08-25: 26.09%2026-08-26: 27.55%2026-08-27: 27.02%2026-08-28: 23.98%2026-08-31: 26.68%2026-09-01: 26.89%2026-09-02: 26.92%2026-09-03: 24.18%2026-09-04: 23.00%2026-09-08: 26.50%2026-09-09: 26.91%2026-09-10: 30.34%2026-09-11: 25.41%2026-09-14: 27.86%2026-09-15: 28.91%2026-09-16: 29.30%2026-09-17: 30.28%2026-09-18: 27.26%2026-09-21: 29.20%2026-09-22: 30.68%2026-09-23: 29.76%2026-09-24: 33.31%2026-09-25: 32.75%2026-09-28: 36.79%2026-09-29: 44.94%2026-09-30: 36.00%2026-10-01: 31.74%2026-10-02: 28.69%2026-10-05: 30.38%2026-10-06: 28.93%2026-10-07: 30.83%2026-10-08: 32.73%2026-10-09: 30.79%2026-10-12: 32.65%2026-10-13: 33.57%2026-10-14: 33.78%2026-10-15: 32.76%2026-10-16: 33.44%2026-10-19: 35.19%2026-10-20: 35.62%2026-10-21: 34.93%2026-10-22: 35.49%2026-10-23: 36.18%2026-10-26: 38.48%2026-10-27: 39.32%2026-10-28: 40.10%2026-10-29: 42.44%2026-10-30: 44.88%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
32.61%
32.01%
28.28%
29.83%
28.93%
28.59%
28.61%
24.78%
27.43%
27.65%
26.38%
27.20%
26.55%
27.11%
26.09%
27.55%
27.02%
23.98%
26.68%
26.89%
26.92%
24.18%
23.00%
26.50%
26.91%
30.34%
25.41%
27.86%
28.91%
29.30%
30.28%
27.26%
29.20%
30.68%
29.76%
33.31%
32.75%
36.79%
44.94%
36.00%
31.74%
28.69%
30.38%
28.93%
30.83%
32.73%
30.79%
32.65%
33.57%
33.78%
32.76%
33.44%
35.19%
35.62%
34.93%
35.49%
36.18%
38.48%
39.32%
40.10%
42.44%
44.88%