CI option chain Cigna Corporation
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 ±7.8% (264.06–308.46) · ATM IV 26.3% · P/C open interest —
| 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 | |
| 74.10 | 77.30 | 1.00 | 0.0004 | 0.000 | 210 | 0 | 2.20 | 52.4% | -0.01 | 0.0009 | -0.014 | |||||
| 69.10 | 72.30 | 0.99 | 0.0008 | 0.000 | 215 | 0 | 2.25 | 49.3% | -0.02 | 0.0011 | -0.017 | |||||
| 64.20 | 67.50 | 0.99 | 0.0014 | 0.000 | 220 | 0 | 2.35 | 46.5% | -0.02 | 0.0014 | -0.021 | |||||
| 59.20 | 62.40 | 0.98 | 0.0021 | 0.000 | 225 | 0 | 2.45 | 43.7% | -0.03 | 0.0018 | -0.025 | |||||
| 54.30 | 58.00 | 0.97 | 0.0029 | -0.006 | 230 | 0 | 2.60 | 41.0% | -0.04 | 0.0023 | -0.031 | |||||
| 49.60 | 52.70 | 0.95 | 0.0036 | -0.015 | 235 | 0 | 2.80 | 38.5% | -0.05 | 0.0030 | -0.037 | |||||
| 44.70 | 47.90 | 0.94 | 0.0042 | -0.022 | 240 | 0 | 3.10 | 36.2% | -0.07 | 0.0037 | -0.043 | |||||
| 40.00 | 43.30 | 26.9% | 0.92 | 0.0050 | -0.030 | 245 | 0 | 3.10 | 33.0% | -0.09 | 0.0047 | -0.051 | ||||
| 35.50 | 38.70 | 27.3% | 0.89 | 0.0058 | -0.039 | 250 | 0.0500 | 3.60 | 31.1% | -0.11 | 0.0058 | -0.060 | ||||
| 31.00 | 34.30 | 26.9% | 0.86 | 0.0070 | -0.050 | 255 | 0.6000 | 4.30 | 30.6% | -0.14 | 0.0070 | -0.069 | ||||
| 26.70 | 30.10 | 26.7% | 0.82 | 0.0083 | -0.062 | 260 | 1.55 | 4.70 | 29.6% | -0.18 | 0.0084 | -0.078 | ||||
| 22.60 | 26.10 | 26.4% | 0.78 | 0.0098 | -0.073 | 265 | 2.75 | 5.60 | 29.2% | -0.22 | 0.0099 | -0.087 | ||||
| 19.00 | 22.40 | 26.4% | 0.73 | 0.0112 | -0.084 | 270 | 4.00 | 6.80 | 28.6% | -0.27 | 0.0114 | -0.095 | ||||
| 15.50 | 18.90 | 26.0% | 0.67 | 0.0125 | -0.093 | 275 | 5.30 | 8.40 | 27.9% | -0.33 | 0.0127 | -0.102 | ||||
| 12.30 | 15.50 | 25.3% | 0.61 | 0.0135 | -0.100 | 280 | 6.50 | 10.20 | 26.6% | -0.40 | 0.0138 | -0.106 | ||||
| 9.60 | 13.20 | 25.7% | 0.54 | 0.0142 | -0.104 | 285 | 9.20 | 12.40 | 26.9% | -0.47 | 0.0145 | -0.107 | ||||
| 7.10 | 11.00 | 25.6% | 0.47 | 0.0143 | -0.104 | 290 | 11.60 | 15.00 | 26.4% | -0.54 | 0.0148 | -0.105 | ||||
| 6.50 | 7.90 | 25.9% | 0.40 | 0.0140 | -0.102 | 295 | 15.30 | 18.10 | 27.2% | -0.61 | 0.0145 | -0.100 | ||||
| 3.50 | 6.60 | 24.4% | 0.33 | 0.0132 | -0.096 | 300 | 18.10 | 21.50 | 26.4% | -0.68 | 0.0138 | -0.092 | ||||
| 2.25 | 5.30 | 24.4% | 0.27 | 0.0120 | -0.088 | 305 | 21.90 | 25.20 | 26.6% | -0.74 | 0.0127 | -0.082 | ||||
| 1.20 | 4.60 | 24.9% | 0.22 | 0.0107 | -0.080 | 310 | 26.00 | 29.20 | 26.8% | -0.80 | 0.0114 | -0.071 | ||||
| 0.4000 | 3.90 | 25.0% | 0.18 | 0.0093 | -0.071 | 315 | 30.70 | 33.60 | 28.2% | -0.84 | 0.0101 | -0.059 | ||||
| 0.0500 | 3.70 | 26.5% | 0.14 | 0.0079 | -0.062 | 320 | 34.90 | 38.10 | 28.2% | -0.88 | 0.0087 | -0.048 | ||||
| 0 | 3.30 | 27.9% | 0.11 | 0.0067 | -0.053 | 325 | 39.60 | 42.80 | 29.2% | -0.91 | 0.0073 | -0.035 | ||||
| 0 | 3.00 | 29.5% | 0.09 | 0.0056 | -0.046 | 330 | 44.40 | 47.60 | 30.4% | -0.94 | 0.0059 | -0.023 | ||||
| 0 | 2.80 | 31.2% | 0.07 | 0.0046 | -0.039 | 335 | 48.30 | 52.50 | 27.8% | -0.96 | 0.0047 | -0.010 | ||||
| 0 | 2.65 | 32.8% | 0.06 | 0.0038 | -0.033 | 340 | 54.10 | 57.40 | 33.1% | -0.97 | 0.0035 | 0.000 | ||||
| 0 | 2.55 | 34.6% | 0.05 | 0.0031 | -0.028 | 345 | 58.50 | 62.40 | 32.3% | -0.98 | 0.0026 | 0.000 | ||||
| 0 | 2.45 | 36.2% | 0.04 | 0.0026 | -0.024 | 350 | 63.90 | 67.30 | 35.8% | -0.99 | 0.0018 | 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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.