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
$15.40
7-Day Straddle
$6.33
Avg IV
0.4%
IV Rank
9%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $15.40 | $6.33 | 0.4% | 9% |
| 20260903 | $15.65 | $7.85 | 0.4% | 2% |
| 20260902 | $17.20 | $8.47 | 0.4% | 1% |
| 20260901 | $17.70 | $9.80 | 0.4% | 4% |
| 20260831 | $17.25 | $6.78 | 0.4% | 8% |
| 20260828 | $15.45 | $6.80 | 0.4% | 20% |
| 20260827 | $17.25 | $8.93 | 0.4% | 14% |
| 20260826 | $16.90 | $9.25 | 0.4% | 14% |
| 20260825 | $17.35 | $9.55 | 0.4% | 11% |
| 20260824 | $17.95 | $6.58 | 0.4% | 8% |
| 20260821 | $16.65 | $7.97 | 0.6% | 94% |
| 20260820 | $16.55 | $8.60 | 0.6% | 100% |
| 20260819 | $16.00 | $8.15 | 0.6% | 89% |
| 20260818 | $17.65 | $10.90 | 0.6% | 87% |
| 20260817 | $18.25 | $6.50 | 0.6% | 85% |
| 20260814 | $15.75 | $7.40 | 0.4% | 16% |
| 20260813 | $16.45 | $8.80 | 0.4% | 15% |
| 20260812 | $17.20 | $9.15 | 0.4% | 13% |
| 20260811 | $18.35 | $10.15 | 0.4% | 13% |
| 20260810 | $18.65 | $7.40 | 0.4% | 13% |
| 20260806 | $18.55 | $9.95 | 0.4% | 27% |
| 20260805 | $18.50 | $11.40 | 0.4% | 22% |
| 20260804 | $19.35 | $11.50 | 0.4% | 19% |
| 20260803 | $21.50 | $8.15 | 0.4% | 19% |
| 20260731 | $19.20 | $9.10 | 0.4% | 29% |
| 20260730 | $20.55 | $11.75 | 0.4% | 30% |
| 20260729 | $26.25 | $20.35 | 0.5% | 45% |
| 20260728 | $26.70 | $20.10 | 0.5% | 40% |
| 20260727 | $26.25 | $18.40 | 0.5% | 37% |
| 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% |