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Cigna Corp CI

HEALTHCARE · HEALTHCARE PLANS
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Market dataready · fetched 2026-10-15T20:02:38.360Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:00.509557932Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:37.994491+00:00

Share price$299.10
1D+2.3%
AH$290$293$295$298$3005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCI
Sold putSold callAH

Cigna Corp options

Live interpolated CI call and put midpoint premiums by absolute delta.Cigna Corp$0.34$2.62$4.90$7.18$9.45$287.24$292.78$298.33$303.87$309.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $299.10OPTION PRICELive CI spot · $299.10CI PRICE$0.58$0.74$0.97$1.21$1.45$1.71$2.00$2.29$2.58$2.93$3.53$4.12$4.72$0.69$0.89$1.15$1.41$1.72$2.13$2.55$2.97$3.33$3.68$4.04$5.84$8.80
PutsFair1.04×
CallsCheap0.61×
SkewBearish+8.12 pp
Implied moveBearish±$4.55
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ303.7833.7%1.8%294.0138.8%1.9%
25Δ302.5831.9%1.4%295.2237.6%1.6%
30Δ301.8632.0%1.2%296.0637.5%1.4%
35Δ301.1732.2%1.1%296.9037.4%1.2%
40Δ300.4932.3%1.0%297.7137.6%1.0%
45Δ299.8232.3%0.8%298.4738.5%0.9%
50Δ299.2131.7%0.7%299.2339.4%0.8%
55Δ298.5931.1%0.6%299.9940.2%0.7%
60Δ297.9830.5%0.5%300.6938.6%0.6%
65Δ297.3330.2%0.4%301.3937.0%0.5%
70Δ296.5530.8%0.3%302.0835.4%0.4%
75Δ295.7631.4%0.3%303.9744.0%0.3%
80Δ294.9732.0%0.2%306.9955.8%0.3%

20Δ

Calls
Pseudo strike
303.78
IV
33.7%
B/E move
1.8%
Puts
Pseudo strike
294.01
IV
38.8%
B/E move
1.9%

25Δ

Calls
Pseudo strike
302.58
IV
31.9%
B/E move
1.4%
Puts
Pseudo strike
295.22
IV
37.6%
B/E move
1.6%

30Δ

Calls
Pseudo strike
301.86
IV
32.0%
B/E move
1.2%
Puts
Pseudo strike
296.06
IV
37.5%
B/E move
1.4%

35Δ

Calls
Pseudo strike
301.17
IV
32.2%
B/E move
1.1%
Puts
Pseudo strike
296.90
IV
37.4%
B/E move
1.2%

40Δ

Calls
Pseudo strike
300.49
IV
32.3%
B/E move
1.0%
Puts
Pseudo strike
297.71
IV
37.6%
B/E move
1.0%

45Δ

Calls
Pseudo strike
299.82
IV
32.3%
B/E move
0.8%
Puts
Pseudo strike
298.47
IV
38.5%
B/E move
0.9%

50Δ

Calls
Pseudo strike
299.21
IV
31.7%
B/E move
0.7%
Puts
Pseudo strike
299.23
IV
39.4%
B/E move
0.8%

55Δ

Calls
Pseudo strike
298.59
IV
31.1%
B/E move
0.6%
Puts
Pseudo strike
299.99
IV
40.2%
B/E move
0.7%

60Δ

Calls
Pseudo strike
297.98
IV
30.5%
B/E move
0.5%
Puts
Pseudo strike
300.69
IV
38.6%
B/E move
0.6%

65Δ

Calls
Pseudo strike
297.33
IV
30.2%
B/E move
0.4%
Puts
Pseudo strike
301.39
IV
37.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
296.55
IV
30.8%
B/E move
0.3%
Puts
Pseudo strike
302.08
IV
35.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
295.76
IV
31.4%
B/E move
0.3%
Puts
Pseudo strike
303.97
IV
44.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
294.97
IV
32.0%
B/E move
0.2%
Puts
Pseudo strike
306.99
IV
55.8%
B/E move
0.3%