CI · Expected Move
The Cigna Group
The expected move for CI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CI Expected Move
30-Day Straddle
$23.70
7-Day Straddle
$9.55
30-Day ATM IV
34.4%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to CI's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $23.70 | $9.55 | 34.4% | 65% |
| 20261022 | $24.75 | $11.00 | 34.6% | 66% |
| 20261021 | $23.20 | $11.70 | 33.2% | 57% |
| 20261020 | $24.60 | $12.75 | 35.1% | 70% |
| 20261019 | $24.75 | $8.62 | 35.3% | 71% |
| 20261016 | $24.70 | $10.20 | 36.0% | 75% |
| 20261015 | $23.10 | $10.45 | 34.6% | 66% |
| 20261014 | $25.35 | $11.60 | 38.4% | 91% |
| 20261013 | $24.25 | $11.75 | 36.8% | 81% |
| 20261012 | $23.75 | $8.03 | 36.0% | 75% |
| 20261009 | $22.70 | $8.40 | 35.6% | 72% |
| 20261008 | $22.95 | $9.95 | 36.1% | 76% |
| 20261007 | $23.90 | $10.80 | 37.0% | 82% |
| 20261006 | $22.85 | $10.60 | 35.1% | 70% |
| 20261005 | $22.70 | $7.67 | 34.1% | 63% |
| 20261002 | $18.05 | $8.45 | 31.5% | 46% |
| 20261001 | $19.15 | $9.90 | 32.1% | 50% |
| 20260930 | $19.85 | $12.25 | 31.8% | 48% |
| 20260929 | $22.30 | $15.85 | 35.0% | 69% |
| 20260928 | $20.85 | $11.30 | 31.8% | 48% |
| 20260925 | $18.55 | $11.50 | 31.0% | 42% |
| 20260924 | $18.25 | $11.20 | 30.7% | 41% |
| 20260923 | $17.75 | $10.20 | 28.6% | 27% |
| 20260922 | $18.45 | $12.20 | 29.0% | 29% |
| 20260921 | $18.25 | $7.58 | 28.5% | 26% |
| 20260918 | $17.45 | $7.85 | 28.1% | 23% |
| 20260917 | $18.10 | $9.12 | 29.3% | 31% |
| 20260916 | $18.80 | $9.95 | 29.4% | 32% |
| 20260915 | $19.40 | $10.55 | 28.9% | 29% |
| 20260914 | $19.65 | $6.85 | 28.6% | 26% |
| 20260911 | $16.70 | $7.33 | 26.9% | 15% |
| 20260910 | $17.50 | $8.32 | 27.8% | 21% |
| 20260909 | $16.40 | $9.30 | 25.9% | 9% |
| 20260908 | $17.70 | $8.75 | 27.4% | 18% |
| 20260904 | $15.40 | $6.33 | 24.6% | 1% |
| 20260903 | $15.65 | $7.85 | 24.5% | 0% |
| 20260902 | $17.20 | $8.47 | 25.8% | 4% |
| 20260901 | $17.70 | $9.80 | 26.4% | 8% |
| 20260831 | $17.25 | $6.78 | 26.3% | 7% |
| 20260828 | $15.45 | $6.80 | 25.4% | 1% |
| 20260827 | $17.25 | $8.93 | 26.5% | 9% |
| 20260826 | $16.90 | $9.25 | 26.2% | 6% |
| 20260825 | $17.35 | $9.55 | 26.4% | 7% |
| 20260824 | $17.95 | $6.58 | 27.1% | 11% |
| 20260821 | $16.65 | $7.97 | 26.7% | 9% |
| 20260820 | $16.55 | $8.60 | 26.5% | 7% |
| 20260819 | $16.00 | $8.15 | 25.2% | 0% |
| 20260818 | $17.65 | $10.90 | 27.0% | 9% |
| 20260817 | $18.25 | $6.50 | 27.1% | 10% |
| 20260814 | $15.75 | $7.40 | 26.0% | 3% |
| 20260813 | $16.45 | $8.80 | 26.4% | 5% |
| 20260812 | $17.20 | $9.15 | 26.7% | 7% |
| 20260811 | $18.35 | $10.15 | 28.4% | 18% |
| 20260810 | $18.65 | $7.40 | 28.7% | 20% |
| 20260807 | — | — | 29.1% | 22% |
| 20260806 | $18.55 | $9.95 | 30.4% | 30% |
| 20260805 | $18.50 | $11.40 | 30.0% | 27% |
| 20260804 | $19.35 | $11.50 | 30.5% | 30% |
| 20260803 | $21.50 | $8.15 | 31.4% | 36% |
| 20260731 | $19.20 | $9.10 | 31.2% | 35% |
More on CI
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.