CI option chain Cigna Corporation
Cboe delayed options data · as of 09:34 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±8.5% (276.65–327.95) · ATM IV 34.3% · P/C open interest 1.47
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 126.10 | 130.00 | 3 | 78.3% | 1.00 | 0.0000 | -0.002 | 175 | 0 | 2.15 | 5 | 100.3% | -0.00 | 0.0000 | -0.002 | ||
| 121.20 | 125.00 | 13 | 75.9% | 1.00 | 0.0001 | -0.002 | 180 | 0 | 1.55 | 4 | 90.4% | -0.00 | 0.0001 | -0.002 | ||
| 116.20 | 120.00 | 2 | 71.4% | 1.00 | 0.0001 | -0.003 | 185 | 0 | 1.15 | 9 | 82.0% | -0.00 | 0.0001 | -0.003 | ||
| 111.10 | 115.10 | 3 | 67.0% | 1.00 | 0.0001 | -0.004 | 190 | 0 | 0.8500 | 5 | 74.5% | -0.00 | 0.0001 | -0.004 | ||
| 106.30 | 110.20 | 8 | 68.1% | 1.00 | 0.0001 | -0.005 | 195 | 0 | 0.4000 | 2 | 63.6% | -0.00 | 0.0001 | -0.005 | ||
| 101.30 | 105.30 | 65.4% | 1.00 | 0.0002 | -0.006 | 200 | 0 | 0.4000 | 4 | 60.3% | -0.00 | 0.0002 | -0.006 | |||
| 91.40 | 95.10 | 56.0% | 0.99 | 0.0004 | -0.010 | 210 | 0 | 0.4500 | 2 | 54.8% | -0.01 | 0.0004 | -0.010 | |||
| 81.80 | 84.30 | 36.4% | 0.99 | 0.0006 | -0.015 | 220 | 0.0500 | 0.3500 | 1 | 118 | 47.9% | -0.01 | 0.0006 | -0.015 | ||
| 72.00 | 74.70 | 44.0% | 0.98 | 0.0010 | -0.024 | 230 | 0.1500 | 0.6000 | 33 | 46.2% | -0.02 | 0.0010 | -0.024 | |||
| 62.20 | 64.30 | 2 | 34.1% | 0.97 | 0.0018 | -0.037 | 240 | 0.1000 | 0.6000 | 1 | 577 | 39.6% | -0.03 | 0.0018 | -0.037 | |
| 52.60 | 54.80 | 2 | 36.4% | 0.95 | 0.0028 | -0.055 | 250 | 0.7000 | 1.05 | 6 | 221 | 40.2% | -0.05 | 0.0028 | -0.055 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 255 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 42.90 | 45.70 | 7 | 35.3% | 0.91 | 0.0044 | -0.079 | 260 | 1.10 | 1.70 | 5 | 216 | 37.6% | -0.09 | 0.0044 | -0.079 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 265 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 34.00 | 36.60 | 1 | 23 | 34.1% | 0.86 | 0.0064 | -0.108 | 270 | 2.20 | 2.80 | 4 | 198 | 36.4% | -0.14 | 0.0065 | -0.108 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 275 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 277.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 26.20 | 28.40 | 6 | 260 | 34.3% | 0.78 | 0.0088 | -0.138 | 280 | 4.10 | 4.60 | 7 | 55 | 35.5% | -0.22 | 0.0089 | -0.139 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 282.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 285 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 287.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 19.00 | 22.30 | 29 | 189 | 35.3% | 0.68 | 0.0110 | -0.164 | 290 | 6.90 | 7.60 | 1 | 43 | 35.1% | -0.32 | 0.0111 | -0.165 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 292.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 295 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 297.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 13.70 | 15.00 | 8 | 79 | 33.9% | 0.56 | 0.0124 | -0.178 | 300 | 10.90 | 11.70 | 25 | 5 | 34.6% | -0.44 | 0.0125 | -0.181 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 302.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 305 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 307.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.10 | 10.80 | 52 | 233 | 34.4% | 0.44 | 0.0125 | -0.177 | 310 | 15.80 | 17.10 | 9 | 33.9% | -0.57 | 0.0127 | -0.180 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 312.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 315 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 317.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.60 | 6.50 | 5 | 70 | 32.9% | 0.32 | 0.0114 | -0.162 | 320 | 22.30 | 24.80 | 1 | 35.3% | -0.68 | 0.0116 | -0.165 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 322.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 325 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.40 | 4.00 | 51 | 91 | 32.9% | 0.23 | 0.0095 | -0.137 | 330 | 29.70 | 32.40 | 35.1% | -0.78 | 0.0098 | -0.141 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 335 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.85 | 2.55 | 2 | 22 | 33.1% | 0.16 | 0.0074 | -0.110 | 340 | 38.50 | 41.00 | 36.5% | -0.85 | 0.0078 | -0.116 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 345 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8500 | 2.20 | 11 | 34.9% | 0.11 | 0.0055 | -0.085 | 350 | 47.60 | 50.20 | 38.0% | -0.91 | 0.0059 | -0.091 | |||
| 0.2000 | 1.60 | 35.2% | 0.07 | 0.0040 | -0.065 | 360 | 57.00 | 59.70 | 39.4% | -0.94 | 0.0044 | -0.071 | ||||
| 0.1000 | 1.05 | 7 | 36.2% | 0.05 | 0.0029 | -0.048 | 370 | 65.90 | 69.50 | 36.8% | -0.97 | 0.0030 | -0.052 | |||
| 0.1000 | 0.7500 | 2 | 38.0% | 0.03 | 0.0020 | -0.036 | 380 | 75.80 | 79.50 | 39.7% | -0.98 | 0.0019 | -0.034 | |||
| 0 | 0.7000 | 40.3% | 0.02 | 0.0014 | -0.027 | 390 | 85.70 | 89.50 | 42.0% | -0.99 | 0.0010 | -0.017 | ||||
| 0 | 0.6000 | 1 | 42.7% | 0.02 | 0.0010 | -0.020 | 400 | 95.70 | 99.50 | 45.5% | -1.00 | 0.0005 | -0.007 | |||
| 0 | 0.5500 | 45.3% | 0.01 | 0.0007 | -0.015 | 410 | 105.80 | 109.50 | 50.3% | -1.00 | 0.0002 | -0.002 | ||||
| 0 | 0.5000 | 47.6% | 0.01 | 0.0005 | -0.011 | 420 | 115.70 | 119.50 | 52.1% | -1.00 | 0.0001 | -0.000 | ||||
| 0 | 0.4500 | 49.8% | 0.01 | 0.0004 | -0.009 | 430 | 125.70 | 129.50 | 55.2% | -1.00 | 0.0000 | -0.000 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs