Independent options-market research
Menu
Stocks Expected Moves Volatility Earnings Market Dashboard Options Activity Screener News
Learn & Tools Learn Ask the Data AI Agents Methodology ★ Saved API
About About us Contact Disclaimer
View options
Dark mode

🧭 Guided View
New to markets — prices, yields, YTD, market cap? We explain every term as you browse, in plain English. Same data, with the help built in.

⚡ Expert View
You already know the market. Just the data — clean, fast and compact, with no extra explanations. This is the default view.

Interface language
DATA API

Free read-only JSON access to summary metrics, rate-limited.

CI earnings & options Cigna Corporation

Next reportOct 29, 2026
EPS estimate7.46
Options-implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. recorded at the close before the report
Hist. avg |reaction|4.7%
Median3.7%
Largest18.3%

Implied vs actual, past reports

Definitions →

Solid bars: the actual two-session reaction around each report (signed value printed below). Amber outlines: the move options priced beforehand — recorded from August 2026 onward, so older reports show the actual only.

Nov 22+0.4%Feb 23-4.3%May 23+8.6%Aug 23-4.3%Nov 23+0.4%Feb 24+4.5%May 24-4.4%Aug 24-3.3%Oct 24+1.2%Jan 25-3.0%May 25-0.6%Jul 25-12.0%Oct 25-18.3%Feb 26+7.5%Apr 26-3.2%Jul 26-5.9%
implied (when recorded)actual reaction

Report-by-report record

Report dateEPS act / estRevenue act / estReactionImpliedIV30 before → after
Jul 30, 2026 7.78 / 7.60 71.67B / 70.14B -5.9% not recorded
Apr 30, 2026 7.79 / 7.60 68.49B / 66.29B -3.2% not recorded
Feb 05, 2026 8.08 / 7.88 72.47B / 70.31B +7.5% not recorded
Oct 30, 2025 7.83 / 7.64 69.75B / 67.58B -18.3% not recorded
Jul 31, 2025 7.20 / 7.16 67.23B / 62.91B -12.0% not recorded
May 02, 2025 6.74 / 6.35 65.50B / 60.20B -0.6% not recorded
Jan 30, 2025 6.64 / 7.84 65.72B / 63.44B -3.0% not recorded
Oct 31, 2024 7.51 / 7.23 62.77B / 59.47B +1.2% not recorded
Aug 01, 2024 6.72 / 6.41 60.48B / 58.26B -3.3% not recorded
May 02, 2024 6.47 / 6.22 57.25B / 56.60B -4.4% not recorded
Feb 02, 2024 6.79 / 6.54 51.08B / 48.91B +4.5% not recorded
Nov 02, 2023 6.77 / 6.66 49.03B / 48.20B +0.4% not recorded
Aug 03, 2023 6.13 / 6.02 48.61B / 47.19B -4.3% not recorded
May 05, 2023 5.41 / 5.22 46.46B / 45.53B +8.6% not recorded
Feb 03, 2023 4.96 / 4.86 45.76B / 45.88B -4.3% not recorded
Nov 03, 2022 6.04 / 5.70 45.20B / 44.77B +0.4% not recorded

Reaction = close before the report date to the close of the session after it (report timing is not published by the source; this two-session window contains the reaction either way). Implied moves are recorded live before each report from August 2026 onward — never reconstructed. Earnings data: Financial Modeling Prep.

Consumer Cyclical

ABNB · Airbnb, Inc.AMZN · Amazon.com, Inc.AZO · AutoZone, Inc.BABA · Alibaba Group Holding…BBY · Best Buy Co., Inc.BYD · Boyd Gaming CorporationCAVA · CAVA Group, Inc.CCL · Carnival Corporation & plc

ETF

ARKK · ARK Innovation ETFBITO · ProShares Bitcoin ETFDIA · State Street SPDR Dow…EEM · iShares MSCI Emerging…EFA · iShares MSCI EAFE ETFEWZ · iShares MSCI Brazil ETFFXI · iShares China Large-Cap ETFGDX · VanEck Gold Miners ETF

Technology

AAPL · Apple Inc.ADBE · Adobe Inc.AI · C3.ai, Inc.AMAT · Applied Materials, Inc.AMD · Advanced Micro Device…APP · AppLovin CorporationARM · Arm Holdings plc Amer…ASML · ASML Holding N.V.

Financial Services

AFRM · Affirm Holdings, Inc.ALL · The Allstate CorporationALLY · Ally Financial Inc.AXP · American Express CompanyBAC · Bank of America CorporationBLK · BlackRock, Inc.BX · Blackstone Inc.C · Citigroup Inc.

Industrials

AAL · American Airlines Gro…BA · The Boeing CompanyCAT · Caterpillar Inc.CMI · Cummins Inc.DAL · Delta Air Lines, Inc.DE · Deere & CompanyEMR · Emerson Electric Co.ETN · Eaton Corporation plc

Energy

BKR · Baker Hughes CompanyCCJ · Cameco CorporationCOP · ConocoPhillipsCVX · Chevron CorporationDVN · Devon Energy CorporationENPH · Enphase Energy, Inc.EOG · EOG Resources, Inc.ET · Energy Transfer LP