CI (The Cigna Group)

Historical IV Rank & Volatility Regime

IV Rank measures where CI's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on CI are priced rich or cheap relative to its own recent 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.

CI IV Rank Summary
Current
38%
Subdued — neutral to long-vol
30-Day Avg
27%
60-Day Avg
22%
90-Day Avg
25%
90-Day Low
0%
90-Day High
76%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in CI's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
CI IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260724 38% 0.5%
20260723 32% 0.5%
20260722 36% 0.5%
20260721 27% 0.4%
20260720 28% 0.4%
20260716 32% 0.5%
20260715 29% 0.4%
20260714 30% 0.4%
20260713 17% 0.4%
20260710 25% 0.4%
20260709 23% 0.4%
20260708 24% 0.4%
20260707 21% 0.4%
20260706 18% 0.4%
20260702 21% 0.4%
20260701 21% 0.4%
20260630 24% 0.4%
20260629 20% 0.4%
20260626 9% 0.4%
20260625 10% 0.4%
20260624 9% 0.4%
20260623 2% 0.4%
20260622 1% 0.4%
20260618 76% 0.6%
20260617 69% 0.6%
20260616 68% 0.6%
20260615 65% 0.6%
20260613 8% 0.4%
20260612 16% 0.4%
20260611 6% 0.4%
20260610 7% 0.4%
20260609 5% 0.4%
20260608 6% 0.4%
20260605 0% 0.4%
20260604 8% 0.4%
20260603 13% 0.4%
20260602 11% 0.4%
20260601 10% 0.4%
20260529 4% 0.4%
20260528 9% 0.4%
20260527 4% 0.4%
20260526 8% 0.4%
20260510 34% 0.5%
20260508 18% 0.4%
20260507 16% 0.4%
20260506 15% 0.4%
20260505 15% 0.4%
20260504 12% 0.4%
20260502 17% 0.4%
20260501 16% 0.4%
20260430 19% 0.4%
20260429 28% 0.5%
20260428 28% 0.5%
20260427 28% 0.5%
20260424 29% 0.5%
20260423 30% 0.5%
20260422 31% 0.5%
20260421 29% 0.5%
20260420 27% 0.5%
20260417 39% 0.5%
20260416 46% 0.5%
20260415 52% 0.6%
20260414 40% 0.5%
20260413 19% 0.4%
20260410 21% 0.4%
20260409 3% 0.4%
20260408 24% 0.5%
20260407 27% 0.5%
20260406 25% 0.5%
20260402 27% 0.5%
20260401 25% 0.5%
20260331 28% 0.5%
20260330 31% 0.5%
20260327 25% 0.5%
20260326 21% 0.4%
20260325 14% 0.4%
20260324 17% 0.4%
20260323 13% 0.4%
20260320 73% 0.6%
20260319 74% 0.6%
20260318 73% 0.6%
20260317 70% 0.6%
20260316 67% 0.6%
20260313 17% 0.4%
20260312 14% 0.4%
20260311 19% 0.4%
20260310 11% 0.4%
20260309 14% 0.4%
20260308 16% 0.4%
20260306 21% 0.4%