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 ±17.1% (252.90–357.10) · ATM IV 30.7% · P/C open interest 1.49
| 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 | |
| 141.40 | 145.50 | 45.0% | 0.99 | 0.0002 | 0.000 | 165 | 0 | 0.7000 | 42 | 42.0% | -0.01 | 0.0003 | -0.006 | |||
| 136.70 | 140.50 | 43.8% | 0.99 | 0.0003 | 0.000 | 170 | 0.1000 | 0.8000 | 41.7% | -0.01 | 0.0004 | -0.007 | ||||
| 131.70 | 135.50 | 40.8% | 0.99 | 0.0004 | 0.000 | 175 | 0.1500 | 0.8500 | 16 | 40.5% | -0.01 | 0.0004 | -0.008 | |||
| 126.90 | 130.70 | 40.4% | 0.99 | 0.0005 | 0.000 | 180 | 0.3000 | 1.00 | 40.4% | -0.02 | 0.0005 | -0.009 | ||||
| 122.10 | 126.00 | 40.2% | 0.98 | 0.0006 | 0.000 | 185 | 0.3000 | 1.15 | 39.3% | -0.02 | 0.0006 | -0.011 | ||||
| 117.40 | 121.40 | 5 | 40.5% | 0.98 | 0.0007 | 0.000 | 190 | 0.3500 | 1.30 | 10 | 38.4% | -0.02 | 0.0007 | -0.012 | ||
| 113.00 | 116.10 | 39.1% | 0.97 | 0.0008 | 0.000 | 195 | 0.5000 | 1.45 | 37.7% | -0.03 | 0.0008 | -0.014 | ||||
| 108.10 | 111.60 | 38.6% | 0.97 | 0.0009 | 0.000 | 200 | 0.8000 | 1.50 | 37.1% | -0.03 | 0.0010 | -0.016 | ||||
| 98.90 | 102.10 | 37.3% | 0.96 | 0.0013 | 0.000 | 210 | 1.20 | 2.05 | 36.1% | -0.05 | 0.0013 | -0.021 | ||||
| 89.60 | 92.90 | 35.9% | 0.94 | 0.0017 | -0.006 | 220 | 1.90 | 2.80 | 5 | 35.4% | -0.07 | 0.0017 | -0.026 | |||
| 80.70 | 84.00 | 6 | 35.1% | 0.92 | 0.0021 | -0.014 | 230 | 2.50 | 3.30 | 33.6% | -0.09 | 0.0022 | -0.032 | |||
| 72.00 | 75.30 | 1 | 34.2% | 0.89 | 0.0027 | -0.023 | 240 | 3.90 | 4.90 | 3 | 86 | 33.8% | -0.12 | 0.0027 | -0.038 | |
| 63.80 | 66.20 | 5 | 32.7% | 0.85 | 0.0033 | -0.031 | 250 | 5.20 | 7.30 | 7 | 33.8% | -0.15 | 0.0033 | -0.045 | ||
| 55.90 | 58.60 | 1 | 32.4% | 0.81 | 0.0039 | -0.040 | 260 | 7.30 | 8.70 | 1 | 1 | 32.7% | -0.19 | 0.0039 | -0.051 | |
| 48.50 | 51.10 | 7 | 31.8% | 0.77 | 0.0045 | -0.047 | 270 | 9.60 | 11.30 | 1 | 32.2% | -0.23 | 0.0046 | -0.057 | ||
| 41.70 | 44.00 | 24 | 31.3% | 0.72 | 0.0050 | -0.054 | 280 | 12.40 | 14.10 | 4 | 8 | 31.5% | -0.29 | 0.0051 | -0.062 | |
| 35.40 | 37.70 | 1 | 17 | 30.9% | 0.66 | 0.0055 | -0.060 | 290 | 16.10 | 18.30 | 6 | 31.5% | -0.34 | 0.0056 | -0.066 | |
| 29.80 | 32.10 | 17 | 30.6% | 0.61 | 0.0059 | -0.064 | 300 | 19.30 | 23.00 | 2 | 30.9% | -0.40 | 0.0061 | -0.068 | ||
| 24.70 | 27.50 | 21 | 30.6% | 0.55 | 0.0061 | -0.067 | 310 | 24.60 | 28.10 | 1 | 31.0% | -0.46 | 0.0063 | -0.069 | ||
| 19.90 | 23.80 | 10 | 30.5% | 0.49 | 0.0062 | -0.067 | 320 | 30.10 | 32.80 | 30.3% | -0.53 | 0.0065 | -0.069 | |||
| 15.90 | 19.90 | 4 | 30.2% | 0.43 | 0.0061 | -0.067 | 330 | 36.00 | 38.90 | 29.9% | -0.59 | 0.0065 | -0.066 | |||
| 13.00 | 16.40 | 1 | 30.1% | 0.37 | 0.0060 | -0.064 | 340 | 43.10 | 45.60 | 30.0% | -0.65 | 0.0064 | -0.063 | |||
| 10.10 | 13.40 | 2 | 29.8% | 0.32 | 0.0057 | -0.061 | 350 | 50.50 | 53.20 | 30.2% | -0.71 | 0.0061 | -0.058 | |||
| 7.80 | 11.40 | 29.9% | 0.27 | 0.0053 | -0.057 | 360 | 58.00 | 60.90 | 29.8% | -0.76 | 0.0057 | -0.051 | ||||
| 6.00 | 9.10 | 29.6% | 0.23 | 0.0048 | -0.052 | 370 | 65.80 | 69.30 | 29.6% | -0.80 | 0.0052 | -0.044 | ||||
| 4.70 | 7.10 | 29.4% | 0.19 | 0.0044 | -0.047 | 380 | 74.40 | 78.00 | 29.6% | -0.85 | 0.0047 | -0.035 | ||||
| 3.00 | 6.20 | 29.2% | 0.16 | 0.0039 | -0.042 | 390 | 83.30 | 86.90 | 29.5% | -0.88 | 0.0041 | -0.026 | ||||
| 3.00 | 5.10 | 30.2% | 0.13 | 0.0034 | -0.037 | 400 | 92.60 | 96.20 | 29.8% | -0.91 | 0.0037 | -0.019 | ||||
| 1.50 | 3.40 | 28.2% | 0.11 | 0.0030 | -0.032 | 410 | 102.10 | 105.80 | 30.4% | -0.94 | 0.0040 | -0.016 | ||||
| 1.20 | 3.50 | 29.7% | 0.09 | 0.0026 | -0.028 | 420 | 111.40 | 115.50 | 29.9% | -0.97 | 0.0041 | -0.021 | ||||
| 1.35 | 2.20 | 29.5% | 0.07 | 0.0022 | -0.024 | 430 | 121.50 | 125.40 | 31.8% | -0.99 | 0.0016 | -0.054 | ||||
| 0.9500 | 1.80 | 29.5% | 0.06 | 0.0019 | -0.021 | 440 | 131.30 | 135.30 | -1.00 | 0.0000 | -0.070 | |||||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.