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Citizens, Inc. CIA

i

Market dataready · fetched 2026-11-11T13:58:41.528Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:00:00.00255341Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:58:41.133458+00:00

Share price$4.38
1D+2.2%
AH$4.27$4.31$4.35$4.38$4.425:30 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.$0.24$0.48$0.72$0.96$1.20$2.66$3.29$3.92$4.55$5.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CIA spot · $4.38CIA PRICE$0.35$0.26$0.32$0.37$0.40$0.42$0.45$0.48$0.38$0.38$0.38$0.44$0.60$0.75$0.76$0.76$0.77$0.77$0.78$0.96$1.13
PutsExpensive3.57×
Calls——
Skew——
Implied moveBearish±$1.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.17361.2%36.1%
25Δ9.67467.8%128.7%3.57284.7%27.1%
30Δ3.84234.5%20.8%
35Δ4.09213.8%16.7%
40Δ4.75142.7%14.4%4.30232.2%15.5%
45Δ4.63148.6%13.0%4.50249.2%14.3%
50Δ4.51154.5%11.5%4.60226.0%12.1%
55Δ4.41145.2%9.7%4.70202.8%10.0%
60Δ4.30133.9%7.9%4.80179.6%7.8%
65Δ4.20122.6%6.1%4.90156.4%5.6%
70Δ4.09111.2%4.3%5.01134.5%3.5%
75Δ5.21137.0%2.8%
80Δ5.42139.5%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.17
IV
361.2%
B/E move
36.1%

25Δ

Calls
Pseudo strike
9.67
IV
467.8%
B/E move
128.7%
Puts
Pseudo strike
3.57
IV
284.7%
B/E move
27.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.84
IV
234.5%
B/E move
20.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.09
IV
213.8%
B/E move
16.7%

40Δ

Calls
Pseudo strike
4.75
IV
142.7%
B/E move
14.4%
Puts
Pseudo strike
4.30
IV
232.2%
B/E move
15.5%

45Δ

Calls
Pseudo strike
4.63
IV
148.6%
B/E move
13.0%
Puts
Pseudo strike
4.50
IV
249.2%
B/E move
14.3%

50Δ

Calls
Pseudo strike
4.51
IV
154.5%
B/E move
11.5%
Puts
Pseudo strike
4.60
IV
226.0%
B/E move
12.1%

55Δ

Calls
Pseudo strike
4.41
IV
145.2%
B/E move
9.7%
Puts
Pseudo strike
4.70
IV
202.8%
B/E move
10.0%

60Δ

Calls
Pseudo strike
4.30
IV
133.9%
B/E move
7.9%
Puts
Pseudo strike
4.80
IV
179.6%
B/E move
7.8%

65Δ

Calls
Pseudo strike
4.20
IV
122.6%
B/E move
6.1%
Puts
Pseudo strike
4.90
IV
156.4%
B/E move
5.6%

70Δ

Calls
Pseudo strike
4.09
IV
111.2%
B/E move
4.3%
Puts
Pseudo strike
5.01
IV
134.5%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.21
IV
137.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.42
IV
139.5%
B/E move
2.1%

Options history

IV · four-Friday blend111.11%
Daily EOD
CIA102.4%127.3%152.1%2026-10-19: 105.85%2026-10-20: 107.02%2026-10-21: 148.70%2026-10-22: 125.31%2026-10-23: 142.88%2026-10-26: 123.38%2026-10-27: 121.33%2026-10-28: 106.00%2026-10-29: 111.46%2026-10-30: 111.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
105.85%
107.02%
148.70%
125.31%
142.88%
123.38%
121.33%
106.00%
111.46%
111.11%