CI (The Cigna Group)

Expected Move & Straddle Price History

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).

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.

Current CI Expected Move
30-Day Straddle
$24.70
7-Day Straddle
$18.50
Avg IV
0.5%
IV Rank
38%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260724 $24.70 $18.50 0.5% 38%
20260723 $24.75 $19.00 0.5% 32%
20260722 $25.75 $19.40 0.5% 36%
20260721 $26.65 $19.40 0.4% 27%
20260720 $26.00 $8.20 0.4% 28%
20260716 $23.70 $9.10 0.5% 32%
20260715 $25.25 $10.50 0.4% 29%
20260714 $25.60 $10.80 0.4% 30%
20260713 $25.95 $8.30 0.4% 17%
20260710 $23.55 $8.45 0.4% 25%
20260709 $23.70 $9.75 0.4% 23%
20260708 $24.50 $10.60 0.4% 24%
20260707 $24.65 $11.25 0.4% 21%
20260706 $24.90 $8.10 0.4% 18%
20260702 $22.00 $10.40 0.4% 21%
20260701 $22.65 $9.25 0.4% 21%
20260630 $22.35 $9.65 0.4% 24%
20260629 $22.60 $7.00 0.4% 20%
20260626 $16.10 $7.22 0.4% 9%
20260625 $17.50 $7.57 0.4% 10%
20260624 $17.80 $8.75 0.4% 9%
20260623 $17.75 $10.00 0.4% 2%
20260622 $18.45 $7.42 0.4% 1%
20260618 $17.20 $9.10 0.6% 76%
20260617 $17.75 $8.85 0.6% 69%
20260616 $18.25 $8.88 0.6% 68%
20260615 $18.40 $6.90 0.6% 65%
20260613 $16.60 $7.50 0.4% 8%
20260612 $16.55 $7.70 0.4% 16%
20260611 $19.15 $10.05 0.4% 6%
20260610 $19.60 $10.45 0.4% 7%
20260609 $18.80 $10.35 0.4% 5%
20260608 $19.15 $7.65 0.4% 6%
20260605 $16.95 $9.25 0.4% 0%
20260604 $17.30 $9.05 0.4% 8%
20260603 $17.45 $9.95 0.4% 13%
20260602 $18.00 $10.05 0.4% 11%
20260601 $18.85 $7.70 0.4% 10%
20260529 $16.30 $8.90 0.4% 4%
20260528 $17.85 $9.80 0.4% 9%
20260527 $17.80 $9.55 0.4% 4%
20260526 $18.95 $11.65 0.4% 8%
20260510 $20.85 $8.48 0.5% 34%
20260508 $17.45 $8.60 0.4% 18%
20260507 $18.00 $9.40 0.4% 16%
20260506 $18.20 $10.90 0.4% 15%
20260505 $19.55 $11.05 0.4% 15%
20260504 $20.00 $8.10 0.4% 12%
20260502 $17.65 $9.05 0.4% 17%
20260501 $17.65 $9.10 0.4% 16%
20260430 $19.25 $11.75 0.4% 19%
20260429 $25.25 $20.75 0.5% 28%
20260428 $25.20 $19.45 0.5% 28%
20260427 $25.75 $17.90 0.5% 28%
20260424 $24.70 $18.40 0.5% 29%
20260423 $25.35 $19.05 0.5% 30%
20260422 $24.85 $19.20 0.5% 31%
20260421 $25.25 $19.60 0.5% 29%
20260420 $25.45 $8.55 0.5% 27%
20260417 $23.75 $8.95 0.5% 39%