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 days113.26%144.87%58.37%158.55% - 25-Mar8.60% - 24-Jun
20 days130.18%133.15%51.93%136.48% - 30-Mar14.39% - 25-Jun
30 days115.69%110.89%45.82%115.69% - 03-Apr16.79% - 10-Jul
  IMPLIED VOLATILITY Open Help
IV Index call Open Help70.92%81.39%39.90%98.79% - 18-Mar22.99% - 23-Dec
IV Index put Open Help72.62%82.90%39.82%99.06% - 18-Mar22.46% - 23-Dec
IV Index mean Open Help71.77%82.15%39.86%98.93% - 18-Mar22.72% - 23-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days92.38%94.43%86.89%95.47% - 16-Mar-1.59% - 06-May
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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
75.96%59.34% 11.6750-4.62
(-28.37)
11.675Apr 17, 2020 160.0147.725-0.03
(-0.32)
7.7250-40.64%75.46%
74.66%55.25% 10.2250-4.40
(-30.09)
10.225Apr 17, 2020 162.5148.8250.32
(3.82)
8.8250-44.77%74.56%
72.18%50.94% 8.7250-4.45
(-33.78)
8.725Apr 17, 2020 165.0149.8250.43
(4.52)
9.8250-49.09%72.09%
68.89%46.28% 7.2250-4.47
(-38.25)
7.225Apr 17, 2020 167.51411.2250.85
(8.19)
11.2250-53.36%71.94%
73.38%58.94% 13.4250-4.68
(-25.83)
13.425Apr 24, 2020 160.0219.7500.50
(5.41)
9.7500-41.11%74.95%
74.38%55.51% 12.3250-4.18
(-25.30)
12.325Apr 24, 2020 162.52110.9000.70
(6.86)
10.9000-44.51%74.31%
70.81%51.86% 10.6000-4.15
(-28.14)
10.600Apr 24, 2020 165.02112.0000.80
(7.14)
12.0000-48.02%72.83%
70.07%48.24% 9.4000-4.10
(-30.37)
9.400Apr 24, 2020 167.52113.3000.68
(5.35)
13.3000-51.54%72.10%
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