← Back to Stock / ETF implied volatility screenerCI - Cigna
CI - Cigna
Implied Volatility Analysis
Implied Volatility:
28.6%
28.6%
Put/Call-Ratio:
0.24
0.24
Cigna has an Implied Volatility (IV) of 28.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CI is 32 and the Implied Volatility Percentile (IVP) is 43. The current Implied Volatility Index for CI is -0.35 standard deviations away from its 1 year mean.
| Market Cap | $77.76B |
|---|---|
| Dividend Yield | 1.74% ($4.57) |
| Next Earnings Date | 5/5/2023 (37d) |
| Implied Volatility (IV) 30d | 28.62 |
| Implied Volatility Rank (IVR) 1y | 32.47 |
| Implied Volatility Percentile (IVP) 1y | 43.46 |
| Historical Volatility (HV) 30d | 26.24 |
| IV / HV | 1.09 |
| Open Interest | 72.11K |
| Option Volume | 28.13K |
| Put/Call Ratio (Volume) | 0.24 |
Data was calculated after the 3/28/2023 closing.
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