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 days47.92%19.89%18.05%58.66% - 27-Dec8.60% - 24-Jun
20 days35.57%15.10%19.32%47.03% - 07-May11.52% - 16-Jul
30 days30.51%17.63%24.20%40.64% - 14-May14.55% - 16-Jul
  IMPLIED VOLATILITY Open Help
IV Index call Open Help27.30%28.43%26.42%41.83% - 24-Dec17.56% - 29-Aug
IV Index put Open Help26.81%28.01%25.84%41.95% - 26-Dec17.18% - 29-Aug
IV Index mean Open Help27.05%28.22%26.13%41.07% - 26-Dec17.37% - 29-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days27.65%47.33%25.32%86.38% - 04-Dec-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
24.21%74.36% 5.8250-2.45
(-29.61)
5.825Jul 26, 2019 172.5111.0950.01
(0.46)
1.0950-24.99%23.38%
22.48%63.06% 3.9500-2.18
(-35.51)
3.950Jul 26, 2019 175.0111.7900.08
(4.37)
1.7900-37.00%22.39%
22.64%48.82% 2.6100-1.86
(-41.68)
2.610Jul 26, 2019 177.5112.8350.31
(12.06)
2.8350-51.52%21.58%
22.30%34.75% 1.5650-1.47
(-48.52)
1.565Jul 26, 2019 180.0114.3500.75
(20.83)
4.3500-66.04%21.65%
31.15%66.50% 7.5500-2.00
(-20.94)
7.550Aug 02, 2019 172.5182.7350.30
(12.32)
2.7350-33.30%30.50%
30.65%58.73% 5.9750-1.83
(-23.40)
5.975Aug 02, 2019 175.0183.6500.48
(14.96)
3.6500-41.26%29.96%
30.15%50.45% 4.6000-1.58
(-25.51)
4.600Aug 02, 2019 177.5184.7500.62
(15.15)
4.7500-49.79%29.30%
29.75%42.03% 3.4500-1.43
(-29.23)
3.450Aug 02, 2019 180.0186.1000.83
(15.64)
6.1000-58.53%28.88%
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