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
$19.35
7-Day Straddle
$11.40
Avg IV
0.4%
IV Rank
8%
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
20260609 $19.35 $11.40 0.4% 8%
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%
20260416 $24.40 $9.90 0.5% 46%
20260415 $23.25 $9.50 0.6% 52%
20260414 $22.90 $10.20 0.5% 40%
20260413 $23.80 $7.20 0.4% 19%
20260410 $23.50 $8.55 0.4% 21%
20260409 $23.20 $9.95 0.4% 3%
20260408 $24.30 $10.75 0.5% 24%
20260407 $26.05 $12.85 0.5% 27%
20260406 $26.90 $9.05 0.5% 25%
20260402 $25.05 $10.50 0.5% 27%
20260401 $25.00 $11.60 0.5% 25%
20260331 $25.15 $11.65 0.5% 28%
20260330 $26.15 $8.78 0.5% 31%
20260327 $21.90 $12.40 0.5% 25%
20260326 $19.90 $10.30 0.4% 21%
20260325 $20.05 $10.75 0.4% 14%
20260324 $20.40 $11.65 0.4% 17%
20260323 $20.95 $8.50 0.4% 13%
20260320 $19.45 $10.20 0.6% 73%
20260319 $20.55 $10.85 0.6% 74%
20260318 $21.05 $11.85 0.6% 73%
20260317 $19.65 $12.05 0.6% 70%
20260316 $20.45 $8.75 0.6% 67%
20260313 $20.35 $10.35 0.4% 17%
20260312 $19.15 $11.40 0.4% 14%
20260311 $19.95 $11.60 0.4% 19%
20260310 $20.25 $12.25 0.4% 11%
20260309 $21.10 $7.90 0.4% 14%
20260308 $22.50 $10.50 0.4% 16%
20260306 $20.00 $10.40 0.4% 21%
20260305 $20.60 $11.65 0.4% 14%