CI option chain Cigna Corporation
Cboe delayed options data · as of 18:33 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 ±25.0% (212.19–353.49) · ATM IV 31.5% · P/C open interest 9.00
| 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 | |
| 138.50 | 143.00 | 43.0% | 0.97 | 0.0006 | 0.000 | 145 | 0.2000 | 2.10 | 38.3% | -0.03 | 0.0006 | -0.010 | ||||
| 134.00 | 138.50 | 42.4% | 0.97 | 0.0007 | 0.000 | 150 | 1.30 | 2.35 | 40.1% | -0.04 | 0.0007 | -0.011 | ||||
| 129.00 | 134.00 | 40.7% | 0.96 | 0.0008 | 0.000 | 155 | 1.50 | 3.70 | 41.4% | -0.04 | 0.0008 | -0.012 | ||||
| 124.50 | 129.50 | 39.9% | 0.96 | 0.0008 | 0.000 | 160 | 0.9500 | 3.90 | 39.0% | -0.05 | 0.0009 | -0.014 | ||||
| 120.50 | 125.00 | 39.9% | 0.95 | 0.0010 | -0.000 | 165 | 1.15 | 3.40 | 36.8% | -0.05 | 0.0010 | -0.015 | ||||
| 116.00 | 120.50 | 39.0% | 0.95 | 0.0011 | -0.002 | 170 | 2.25 | 3.90 | 134 | 37.7% | -0.06 | 0.0011 | -0.016 | |||
| 111.50 | 116.50 | 38.8% | 0.94 | 0.0012 | -0.004 | 175 | 2.90 | 4.40 | 37.7% | -0.07 | 0.0012 | -0.018 | ||||
| 107.00 | 112.00 | 37.7% | 0.93 | 0.0013 | -0.006 | 180 | 2.20 | 4.90 | 35.7% | -0.08 | 0.0014 | -0.019 | ||||
| 103.00 | 107.20 | 36.9% | 0.92 | 0.0015 | -0.008 | 185 | 2.35 | 5.50 | 35.0% | -0.09 | 0.0015 | -0.021 | ||||
| 99.00 | 102.70 | 36.4% | 0.91 | 0.0016 | -0.010 | 190 | 4.30 | 6.20 | 36.3% | -0.10 | 0.0017 | -0.022 | ||||
| 94.50 | 99.50 | 36.5% | 0.90 | 0.0018 | -0.012 | 195 | 4.10 | 7.80 | 9 | 35.9% | -0.11 | 0.0018 | -0.024 | |||
| 90.50 | 95.50 | 36.2% | 0.89 | 0.0019 | -0.014 | 200 | 5.70 | 7.70 | 1 | 35.6% | -0.12 | 0.0020 | -0.025 | |||
| 82.50 | 86.00 | 34.1% | 0.87 | 0.0022 | -0.018 | 210 | 7.20 | 9.50 | 6 | 34.8% | -0.14 | 0.0023 | -0.028 | |||
| 75.00 | 78.50 | 33.7% | 0.84 | 0.0026 | -0.022 | 220 | 9.30 | 11.50 | 2 | 2 | 34.3% | -0.17 | 0.0027 | -0.031 | ||
| 67.70 | 72.50 | 34.0% | 0.81 | 0.0029 | -0.026 | 230 | 11.50 | 14.10 | 33.7% | -0.20 | 0.0030 | -0.034 | ||||
| 61.00 | 65.50 | 33.4% | 0.77 | 0.0033 | -0.030 | 240 | 13.40 | 17.00 | 32.8% | -0.24 | 0.0034 | -0.037 | ||||
| 54.80 | 59.00 | 1 | 33.1% | 0.73 | 0.0036 | -0.033 | 250 | 17.30 | 20.50 | 32.9% | -0.28 | 0.0037 | -0.039 | |||
| 48.50 | 52.20 | 1 | 32.1% | 0.70 | 0.0039 | -0.036 | 260 | 20.80 | 24.10 | 180 | 32.3% | -0.32 | 0.0041 | -0.041 | ||
| 42.70 | 47.50 | 32.1% | 0.65 | 0.0042 | -0.038 | 270 | 24.60 | 28.50 | 31.9% | -0.36 | 0.0044 | -0.043 | ||||
| 37.50 | 42.00 | 31.6% | 0.61 | 0.0044 | -0.040 | 280 | 28.80 | 33.00 | 31.4% | -0.41 | 0.0046 | -0.043 | ||||
| 33.20 | 37.10 | 13 | 31.4% | 0.57 | 0.0045 | -0.041 | 290 | 33.40 | 38.00 | 30.9% | -0.46 | 0.0048 | -0.044 | |||
| 29.00 | 33.00 | 31.2% | 0.52 | 0.0046 | -0.042 | 300 | 38.90 | 43.50 | 1 | 30.6% | -0.50 | 0.0050 | -0.044 | |||
| 25.00 | 29.00 | 30.9% | 0.48 | 0.0047 | -0.042 | 310 | 44.90 | 49.50 | 30.4% | -0.55 | 0.0051 | -0.043 | ||||
| 21.30 | 25.70 | 1 | 30.6% | 0.44 | 0.0047 | -0.041 | 320 | 51.90 | 56.00 | 30.5% | -0.60 | 0.0051 | -0.042 | |||
| 19.00 | 21.50 | 30.3% | 0.40 | 0.0046 | -0.041 | 330 | 59.00 | 62.50 | 30.3% | -0.64 | 0.0051 | -0.041 | ||||
| 15.50 | 19.60 | 30.1% | 0.36 | 0.0045 | -0.039 | 340 | 65.80 | 70.00 | 30.0% | -0.69 | 0.0051 | -0.039 | ||||
| 14.10 | 16.70 | 30.2% | 0.32 | 0.0043 | -0.038 | 350 | 72.50 | 77.50 | 29.2% | -0.73 | 0.0051 | -0.037 | ||||
| 11.00 | 14.70 | 5 | 29.7% | 0.29 | 0.0041 | -0.036 | 360 | 80.50 | 85.50 | 29.0% | -0.77 | 0.0051 | -0.036 | |||
| 10.30 | 13.20 | 1 | 30.4% | 0.26 | 0.0039 | -0.034 | 370 | 90.20 | 94.00 | 29.8% | -0.82 | 0.0052 | -0.035 | |||
| 8.10 | 11.40 | 29.8% | 0.23 | 0.0037 | -0.032 | 380 | 98.00 | 102.50 | 28.7% | -0.86 | 0.0053 | -0.035 | ||||
| 5.90 | 10.20 | 29.4% | 0.20 | 0.0034 | -0.029 | 390 | 107.90 | 111.50 | 29.3% | -0.90 | 0.0051 | -0.036 | ||||
| 4.50 | 8.50 | 28.8% | 0.18 | 0.0032 | -0.027 | 400 | 116.60 | 121.00 | 28.1% | -0.93 | 0.0044 | -0.035 | ||||
| 3.60 | 7.70 | 28.9% | 0.16 | 0.0029 | -0.025 | 410 | 126.50 | 131.00 | 29.3% | -0.96 | 0.0034 | -0.020 | ||||
| 2.75 | 6.70 | 28.8% | 0.14 | 0.0027 | -0.023 | 420 | 136.00 | 141.00 | 30.8% | -0.98 | 0.0021 | 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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs