CI volatility Cigna Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.26.2%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.22.7%
HV6028.0%
IV − HV20 spread
+3.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
30
स्वयं-इतिहास पर्सेंटाइलWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 दिन रिकॉर्ड किए गए
Cboe delayed options data · के अनुसार 18:33 UTC · इनकी गणना कैसे की जाती है
IV term structure
प्रत्येक सूचीबद्ध एक्सपायरी के लिए at-the-money इम्प्लाइड वोलैटिलिटी, शेष दिनों के अनुसार प्लॉट की गई।
| समाप्त होती है | DTE | ATM IV | 25Δ स्क्यूThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 30.2% | +8.7pt | ±1.8% |
| Sep 11, 2026 | 8 | 23.0% | +5.2pt | ±3.0% |
| Sep 18, 2026 | 15 | 26.3% | +4.8pt | ±4.4% |
| Sep 25, 2026 | 22 | 26.5% | +3.1pt | ±5.4% |
| Oct 02, 2026 | 29 | 26.2% | +2.0pt | ±6.1% |
| Oct 09, 2026 | 36 | 26.3% | +3.3pt | ±6.8% |
| Oct 16, 2026 | 43 | 27.2% | +2.9pt | ±7.5% |
| Dec 18, 2026 | 106 | 29.8% | +2.2pt | ±12.8% |
| Jan 15, 2027 | 134 | 29.8% | +3.0pt | ±14.4% |
| Mar 19, 2027 | 197 | 30.4% | +3.1pt | ±17.7% |
| Apr 16, 2027 | 225 | 30.2% | +3.3pt | ±18.7% |
| Jun 17, 2027 | 287 | 31.0% | +3.0pt | ±21.6% |
| Sep 17, 2027 | 379 | 31.5% | +2.5pt | ±25.0% |
| Jan 21, 2028 | 505 | 31.9% | +3.8pt | ±28.9% |
Volatility smile — Sep 18, 2026
strike के अनुसार implied volatility। puts की ओर झुकाव (बाईं ओर अधिक) skew है: downside protection की कीमत upside से अधिक।
callsputs
Implied बनाम realized, दैनिक रिकॉर्ड
IV30HV20