Cigna Group (CI) Expected Move

Tracking the CI expected move helps you see how far Cigna Group's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Cigna Group's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the CI expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For CI, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The CI expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Cigna Group is unlikely to go.

The Cigna Group provides insurance and related products and services in the United States. Its Evernorth segment provides a range of coordinated and point solution health services, including pharmacy, benefits management, care delivery and management, and intelligence solutions to health plans, employers, government organizations, and health care providers. The company's Cigna Healthcare segment offers medical, pharmacy, behavioral health, dental, vision, health advocacy programs, and other products and services for insured and self-insured customers; Medicare Advantage, Medicare Supplement, and Medicare Part D plans for seniors, as well as individual health insurance plans to on and off the public exchanges; and health care coverage in its international markets, as well as health care benefits for mobile individuals and employees of multinational organizations.

The company also offers permanent insurance contracts sold to corporations to provide coverage on the lives of certain employees for financing employer-paid future benefit obligations. It distributes its products and services through insurance brokers and consultants; directly to employers, unions and other groups, or individuals; and private and public exchanges. The company was founded in 1792 and is headquartered in Bloomfield, Connecticut.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the CI expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Cigna Group expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about CI.