CI volatiliteit 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.35.8%
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.23.5%
HV6026.4%
IV − HV20 spreiding
+12.3pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
42
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 dagen vastgelegd
Cboe delayed options data · per 21:51 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 32.4% | +5.0pt | ±2.4% |
| Oct 30, 2026 | 10 | 31.6% | +0.3pt | ±4.2% |
| Nov 06, 2026 | 17 | 39.7% | +3.5pt | ±6.9% |
| Nov 13, 2026 | 24 | 38.0% | +3.1pt | ±7.8% |
| Nov 20, 2026 | 31 | 35.5% | +2.8pt | ±8.3% |
| Nov 27, 2026 | 38 | 33.8% | +4.5pt | ±8.7% |
| Dec 18, 2026 | 59 | 31.4% | +0.7pt | ±10.2% |
| Jan 15, 2027 | 87 | 29.1% | +1.8pt | ±11.5% |
| Mar 19, 2027 | 150 | 31.0% | +2.4pt | ±15.9% |
| Apr 16, 2027 | 178 | 30.8% | +2.3pt | ±17.2% |
| Jun 17, 2027 | 240 | 31.2% | +3.0pt | ±20.2% |
| Sep 17, 2027 | 332 | 31.5% | +3.4pt | ±23.7% |
| Jan 21, 2028 | 458 | 31.9% | +3.4pt | ±28.0% |
Volatiliteitsglimlach — Nov 06, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20