CI volatilitas 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.35.2%
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.22.3%
HV6025.9%
Selisih IV − HV20
+12.9pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
39
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 15:34 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | DTE | ATM IV | 25Δ skewThe 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 34.2% | +0.2pt | ±2.6% |
| Oct 30, 2026 | 10 | 29.2% | +0.9pt | ±3.9% |
| Nov 06, 2026 | 17 | 40.7% | +2.7pt | ±7.1% |
| Nov 13, 2026 | 24 | 37.9% | +1.2pt | ±7.8% |
| Nov 20, 2026 | 31 | 34.8% | +1.7pt | ±8.1% |
| Nov 27, 2026 | 38 | 34.1% | +4.5pt | ±8.8% |
| Dec 18, 2026 | 59 | 31.6% | +1.9pt | ±10.3% |
| Jan 15, 2027 | 87 | 29.8% | +1.5pt | ±11.7% |
| Mar 19, 2027 | 150 | 30.7% | +2.5pt | ±15.7% |
| Apr 16, 2027 | 178 | 30.4% | +2.6pt | ±16.9% |
| Jun 17, 2027 | 240 | 31.5% | +3.6pt | ±20.2% |
| Sep 17, 2027 | 332 | 31.7% | +3.5pt | ±23.8% |
| Jan 21, 2028 | 458 | 31.8% | +4.0pt | ±27.9% |
Volatility smile — Nov 06, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20