Symbol:    
Cigna Corp 
Options Root:  Open Help    CI  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days28.95%30.57%20.50%64.91% - 16-Mar9.13% - 27-Jun
20 days28.01%26.00%38.98%49.74% - 03-Apr11.45% - 13-Jul
30 days25.62%24.53%37.97%45.29% - 09-Mar14.55% - 16-Jul
  IMPLIED VOLATILITY Open Help
IV Index call Open Help22.60%21.05%29.20%41.83% - 24-Dec17.56% - 29-Aug
IV Index put Open Help23.39%21.38%26.95%41.95% - 26-Dec17.18% - 29-Aug
IV Index mean Open Help23.00%21.21%28.07%41.07% - 26-Dec17.37% - 29-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days31.02%32.46%65.91%86.38% - 04-Dec11.63% - 23-Mar
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
19.69%79.48% 5.1250-2.27
(-30.74)
5.125Mar 01, 2019 187.581.0250.41
(68.03)
1.0250-24.80%23.97%
21.86%63.13% 3.5750-1.93
(-35.00)
3.575Mar 01, 2019 190.081.7750.62
(54.35)
1.7750-37.71%23.41%
21.59%47.22% 2.1950-1.56
(-41.47)
2.195Mar 01, 2019 192.582.7200.77
(39.13)
2.7200-52.98%21.51%
21.61%31.81% 1.2450-1.12
(-47.25)
1.245Mar 01, 2019 195.084.3501.16
(36.36)
4.3500-67.94%22.27%
22.52%70.87% 6.2000-2.03
(-24.62)
6.200Mar 08, 2019 187.5151.8800.52
(38.75)
1.8800-30.45%24.23%
22.83%60.12% 4.6500-1.65
(-26.19)
4.650Mar 08, 2019 190.0152.7100.74
(37.22)
2.7100-40.28%23.58%
21.75%48.82% 3.1650-1.41
(-30.82)
3.165Mar 08, 2019 192.5153.6750.97
(35.86)
3.6750-51.37%22.12%
21.46%37.18% 2.0900-1.13
(-35.09)
2.090Mar 08, 2019 195.0155.2001.25
(31.65)
5.2000-62.52%22.49%
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