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Citizens Inc CIA

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-10-22T05:15:02.901Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.00297261Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T05:15:02.293830+00:00

Share price$3.59
1D+3.5%
AH$3.46$3.50$3.54$3.57$3.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCIA
Sold putSold callAH

Citizens Inc options

Live interpolated CIA call and put midpoint premiums by absolute delta.Citizens Inc$0.02$1.02$2.03$3.04$4.05$1.16$2.45$3.74$5.02$6.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIA spot · $3.59CIA PRICE$0.13$0.23$0.36$0.49$0.50$0.62$0.73$0.83$0.58$0.75$0.96$1.19$1.43$0.56$0.61$0.58$0.52$0.46$0.82$1.04$1.12$1.20$1.31$1.46$2.73$3.76
PutsExpensive2.57×
CallsExpensive2.80×
SkewBullish-28.73 pp
Implied moveBearish±$1.77
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.71137.7%62.6%2.46318.0%46.9%
25Δ5.68172.6%64.7%2.84265.8%37.6%
30Δ6.57240.9%93.2%3.12217.1%29.5%
35Δ7.46309.2%121.7%3.31170.7%22.1%
40Δ5.49245.1%66.9%3.51127.3%15.1%
45Δ5.14255.1%60.4%3.84167.0%16.0%
50Δ4.79265.2%53.8%4.09180.7%15.1%
55Δ4.40269.5%45.9%4.26169.0%12.4%
60Δ3.55138.2%15.1%4.44157.2%9.8%
65Δ3.31155.2%13.1%4.63149.0%7.7%
70Δ3.11185.7%13.4%4.83143.0%6.0%
75Δ2.86213.1%12.7%6.14174.9%5.1%
80Δ2.56237.0%11.0%7.18211.3%4.6%

20Δ

Calls
Pseudo strike
5.71
IV
137.7%
B/E move
62.6%
Puts
Pseudo strike
2.46
IV
318.0%
B/E move
46.9%

25Δ

Calls
Pseudo strike
5.68
IV
172.6%
B/E move
64.7%
Puts
Pseudo strike
2.84
IV
265.8%
B/E move
37.6%

30Δ

Calls
Pseudo strike
6.57
IV
240.9%
B/E move
93.2%
Puts
Pseudo strike
3.12
IV
217.1%
B/E move
29.5%

35Δ

Calls
Pseudo strike
7.46
IV
309.2%
B/E move
121.7%
Puts
Pseudo strike
3.31
IV
170.7%
B/E move
22.1%

40Δ

Calls
Pseudo strike
5.49
IV
245.1%
B/E move
66.9%
Puts
Pseudo strike
3.51
IV
127.3%
B/E move
15.1%

45Δ

Calls
Pseudo strike
5.14
IV
255.1%
B/E move
60.4%
Puts
Pseudo strike
3.84
IV
167.0%
B/E move
16.0%

50Δ

Calls
Pseudo strike
4.79
IV
265.2%
B/E move
53.8%
Puts
Pseudo strike
4.09
IV
180.7%
B/E move
15.1%

55Δ

Calls
Pseudo strike
4.40
IV
269.5%
B/E move
45.9%
Puts
Pseudo strike
4.26
IV
169.0%
B/E move
12.4%

60Δ

Calls
Pseudo strike
3.55
IV
138.2%
B/E move
15.1%
Puts
Pseudo strike
4.44
IV
157.2%
B/E move
9.8%

65Δ

Calls
Pseudo strike
3.31
IV
155.2%
B/E move
13.1%
Puts
Pseudo strike
4.63
IV
149.0%
B/E move
7.7%

70Δ

Calls
Pseudo strike
3.11
IV
185.7%
B/E move
13.4%
Puts
Pseudo strike
4.83
IV
143.0%
B/E move
6.0%

75Δ

Calls
Pseudo strike
2.86
IV
213.1%
B/E move
12.7%
Puts
Pseudo strike
6.14
IV
174.9%
B/E move
5.1%

80Δ

Calls
Pseudo strike
2.56
IV
237.0%
B/E move
11.0%
Puts
Pseudo strike
7.18
IV
211.3%
B/E move
4.6%

Options history

No recorded observations