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Cigna Corp CI

HEALTHCARE · HEALTHCARE PLANS
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Market dataready · fetched 2026-10-15T20:33:28.881Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:31:33.402394903Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:28.085964+00:00

Share price$298.00
1D+1.9%
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$0.38$2.45$4.51$6.58$8.65$287.37$292.57$297.76$302.96$308.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $298.00OPTION PRICELive CI spot · $298.00CI PRICE$0.66$0.89$1.17$1.46$1.77$2.15$2.52$2.98$3.74$4.49$5.63$6.92$8.05$0.61$0.77$0.96$1.17$1.38$1.59$1.91$2.24$2.56$2.89$3.21$3.53$3.86
PutsCheap0.76×
CallsCheap0.83×
SkewBullish-13.18 pp
Implied moveBullish±$4.43
TiltBullish22.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ303.2138.0%2.0%293.4434.6%1.7%
25Δ302.1037.6%1.7%294.5832.7%1.4%
30Δ301.2938.5%1.5%295.4331.6%1.2%
35Δ300.4939.3%1.3%296.1231.0%1.0%
40Δ299.6839.9%1.2%296.8030.4%0.9%
45Δ298.8940.2%1.0%297.4829.8%0.7%
50Δ298.1040.4%0.9%298.0729.7%0.6%
55Δ297.2641.3%0.8%298.6629.5%0.5%
60Δ296.2744.0%0.7%299.2529.4%0.4%
65Δ295.2846.7%0.6%299.8429.3%0.4%
70Δ293.9250.7%0.5%300.4329.1%0.3%
75Δ292.4155.0%0.4%301.0229.0%0.2%
80Δ290.9654.9%0.3%301.6128.9%0.1%

20Δ

Calls
Pseudo strike
303.21
IV
38.0%
B/E move
2.0%
Puts
Pseudo strike
293.44
IV
34.6%
B/E move
1.7%

25Δ

Calls
Pseudo strike
302.10
IV
37.6%
B/E move
1.7%
Puts
Pseudo strike
294.58
IV
32.7%
B/E move
1.4%

30Δ

Calls
Pseudo strike
301.29
IV
38.5%
B/E move
1.5%
Puts
Pseudo strike
295.43
IV
31.6%
B/E move
1.2%

35Δ

Calls
Pseudo strike
300.49
IV
39.3%
B/E move
1.3%
Puts
Pseudo strike
296.12
IV
31.0%
B/E move
1.0%

40Δ

Calls
Pseudo strike
299.68
IV
39.9%
B/E move
1.2%
Puts
Pseudo strike
296.80
IV
30.4%
B/E move
0.9%

45Δ

Calls
Pseudo strike
298.89
IV
40.2%
B/E move
1.0%
Puts
Pseudo strike
297.48
IV
29.8%
B/E move
0.7%

50Δ

Calls
Pseudo strike
298.10
IV
40.4%
B/E move
0.9%
Puts
Pseudo strike
298.07
IV
29.7%
B/E move
0.6%

55Δ

Calls
Pseudo strike
297.26
IV
41.3%
B/E move
0.8%
Puts
Pseudo strike
298.66
IV
29.5%
B/E move
0.5%

60Δ

Calls
Pseudo strike
296.27
IV
44.0%
B/E move
0.7%
Puts
Pseudo strike
299.25
IV
29.4%
B/E move
0.4%

65Δ

Calls
Pseudo strike
295.28
IV
46.7%
B/E move
0.6%
Puts
Pseudo strike
299.84
IV
29.3%
B/E move
0.4%

70Δ

Calls
Pseudo strike
293.92
IV
50.7%
B/E move
0.5%
Puts
Pseudo strike
300.43
IV
29.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
292.41
IV
55.0%
B/E move
0.4%
Puts
Pseudo strike
301.02
IV
29.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
290.96
IV
54.9%
B/E move
0.3%
Puts
Pseudo strike
301.61
IV
28.9%
B/E move
0.1%