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Citizens, Inc. CIA

i

Market datapartial · fetched 2026-10-23T17:43:29.265Z

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 · 2026-10-23T17:42:27.976036506Z

FundamentalsAlpha Vantage · unavailable

Share price$3.55
1D-10.1%
$3.52$3.63$3.75$3.87$3.985:30 AM6:30 AM9:00 AM1:00 PMCIA
Sold putSold call

Citizens, Inc. options

Live interpolated CIA call and put midpoint premiums by absolute delta.Citizens, Inc.$0.22$0.63$1.04$1.46$1.87$1.47$2.57$3.68$4.78$5.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIA spot · $3.55CIA PRICE$0.26$0.36$0.45$0.54$0.63$0.73$0.82$0.92$1.04$1.16$1.28$0.31$0.45$0.58$0.71$0.85$0.98$1.16$1.40$1.46$1.49$1.52$1.56$1.75
PutsExpensive1.92×
CallsExpensive2.15×
SkewBullish-25.90 pp
Implied moveBearish±$1.80
TiltBearish26.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.87139.9%28.1%
25Δ3.07150.4%26.1%
30Δ4.81151.8%42.9%3.28160.9%24.0%
35Δ4.61162.2%39.9%3.48171.4%22.0%
40Δ4.41172.6%37.0%3.69181.9%20.0%
45Δ4.22182.9%34.0%3.89192.4%17.9%
50Δ4.02193.3%31.0%4.15198.8%15.8%
55Δ3.82203.7%28.0%4.46201.1%13.6%
60Δ3.62214.1%25.1%4.60187.1%11.4%
65Δ3.40218.8%21.6%4.72170.9%9.1%
70Δ3.13214.3%17.5%4.83154.7%6.9%
75Δ2.86209.9%13.4%4.94138.5%4.6%
80Δ2.60205.5%9.3%5.20131.4%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.87
IV
139.9%
B/E move
28.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.07
IV
150.4%
B/E move
26.1%

30Δ

Calls
Pseudo strike
4.81
IV
151.8%
B/E move
42.9%
Puts
Pseudo strike
3.28
IV
160.9%
B/E move
24.0%

35Δ

Calls
Pseudo strike
4.61
IV
162.2%
B/E move
39.9%
Puts
Pseudo strike
3.48
IV
171.4%
B/E move
22.0%

40Δ

Calls
Pseudo strike
4.41
IV
172.6%
B/E move
37.0%
Puts
Pseudo strike
3.69
IV
181.9%
B/E move
20.0%

45Δ

Calls
Pseudo strike
4.22
IV
182.9%
B/E move
34.0%
Puts
Pseudo strike
3.89
IV
192.4%
B/E move
17.9%

50Δ

Calls
Pseudo strike
4.02
IV
193.3%
B/E move
31.0%
Puts
Pseudo strike
4.15
IV
198.8%
B/E move
15.8%

55Δ

Calls
Pseudo strike
3.82
IV
203.7%
B/E move
28.0%
Puts
Pseudo strike
4.46
IV
201.1%
B/E move
13.6%

60Δ

Calls
Pseudo strike
3.62
IV
214.1%
B/E move
25.1%
Puts
Pseudo strike
4.60
IV
187.1%
B/E move
11.4%

65Δ

Calls
Pseudo strike
3.40
IV
218.8%
B/E move
21.6%
Puts
Pseudo strike
4.72
IV
170.9%
B/E move
9.1%

70Δ

Calls
Pseudo strike
3.13
IV
214.3%
B/E move
17.5%
Puts
Pseudo strike
4.83
IV
154.7%
B/E move
6.9%

75Δ

Calls
Pseudo strike
2.86
IV
209.9%
B/E move
13.4%
Puts
Pseudo strike
4.94
IV
138.5%
B/E move
4.6%

80Δ

Calls
Pseudo strike
2.60
IV
205.5%
B/E move
9.3%
Puts
Pseudo strike
5.20
IV
131.4%
B/E move
3.0%

Options history

CIA103.69127.86152.042026-10-20: 107.02%2026-10-21: 148.70%2026-10-22: 125.31%Oct 20Oct 22
Table
DateIV
107.02%
148.70%
125.31%