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CI - Cigna
Implied Volatility Analysis

Implied Volatility:
32.6%
Put/Call-Ratio:
1.09

Cigna has an Implied Volatility (IV) of 32.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CI is 54 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for CI is 0.30 standard deviations away from its 1 year mean.

Market Cap$84.46B
Dividend Yield1.58% ($4.21)
Next Earnings Date8/4/2022 (35d)
Implied Volatility (IV) 30d
32.56
Implied Volatility Rank (IVR) 1y
53.57
Implied Volatility Percentile (IVP) 1y
65.61
Historical Volatility (HV) 30d
29.74
IV / HV
1.09
Open Interest
135.72K
Option Volume
2.80K
Put/Call Ratio (Volume)
1.09

Data was calculated after the 6/29/2022 closing.

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