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CI - Cigna
Implied Volatility Analysis

Implied Volatility:
25.3%
Put/Call-Ratio:
1.04

Cigna has an Implied Volatility (IV) of 25.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CI is 10 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for CI is -1.53 standard deviations away from its 1 year mean.

Market Cap$100.78B
Dividend Yield1.35% ($4.46)
Next Earnings Date2/2/2023 (56d)
Implied Volatility (IV) 30d
25.28
Implied Volatility Rank (IVR) 1y
9.95
Implied Volatility Percentile (IVP) 1y
6.32
Historical Volatility (HV) 30d
28.69
IV / HV
0.88
Open Interest
124.56K
Option Volume
2.43K
Put/Call Ratio (Volume)
1.04

Data was calculated after the 12/7/2022 closing.

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