Symbol:    
Cigna Corp 
Options Root:  Open Help    CI  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days33.55%27.69%27.13%158.55% - 25-Mar13.36% - 13-Nov
20 days32.56%28.50%43.43%136.48% - 30-Mar15.73% - 25-Nov
30 days30.45%28.89%38.00%115.76% - 08-Apr17.76% - 06-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help34.78%37.67%38.14%98.79% - 18-Mar22.99% - 23-Dec
IV Index put Open Help33.75%36.94%38.79%99.06% - 18-Mar22.46% - 23-Dec
IV Index mean Open Help34.27%37.31%38.46%98.93% - 18-Mar22.72% - 23-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days35.44%39.16%82.03%95.47% - 16-Mar11.83% - 27-Nov
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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
34.29%62.71% 5.75000.12
(2.22)
5.750Aug 14, 2020 170.0112.750-0.35
(-11.29)
2.7500-37.29%34.33%
34.42%53.14% 4.37500.03
(0.57)
4.375Aug 14, 2020 172.5113.875-0.47
(-10.92)
3.8750-46.86%34.42%
31.66%42.82% 2.9000-0.18
(-5.84)
2.900Aug 14, 2020 175.0114.850-0.40
(-7.62)
4.8500-57.31%31.27%
33.62%34.08% 2.22000.15
(6.99)
2.220Aug 14, 2020 177.5116.500-0.50
(-7.14)
6.5000-67.01%31.63%
32.41%61.02% 6.5750-0.33
(-4.71)
6.575Aug 21, 2020 170.0183.625-0.53
(-12.65)
3.6250-39.07%32.79%
31.96%53.08% 5.1500-0.32
(-5.94)
5.150Aug 21, 2020 172.5184.650-0.62
(-11.85)
4.6500-46.93%31.99%
31.34%44.85% 3.9000-0.15
(-3.70)
3.900Aug 21, 2020 175.0185.900-0.62
(-9.58)
5.9000-55.15%31.37%
30.78%36.67% 2.8650-0.33
(-10.19)
2.865Aug 21, 2020 177.5187.375-0.47
(-6.05)
7.3750-63.29%30.90%
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