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The Cigna Group CI 305.41 9.97 3.37%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $306.54
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±4.7% ±$14.32 $292.22 – $320.86 $288.61 – $324.47 $275.33 – $337.75
2 sessions Earnings ±5.1% ±$15.54 $291.00 – $322.08 $287.20 – $325.88 $272.88 – $340.20
3 sessions Earnings ±5.4% ±$16.65 $289.89 – $323.19 $286.06 – $327.02 $270.83 – $342.25
1 week Earnings ±5.8% ±$17.84 $288.70 – $324.38 $284.41 – $328.67 $269.05 – $344.03
2 weeks Earnings ±6.6% ±$20.11 $286.43 – $326.65 $281.71 – $331.37 $264.18 – $348.90
3 weeks Earnings ±7.2% ±$22.01 $284.53 – $328.55 $279.29 – $333.79 $260.28 – $352.80
1 month Earnings ±7.8% ±$24.06 $282.48 – $330.60 $276.68 – $336.40 $255.96 – $357.12
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CI reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.74%
Average actual move
3.71%
Beyond the implied move
2 / 7
Median IV change
-32.20%
Reaction session Implied Actual Used ATM IV before → after
July 30, 2026 ±5.75% -2.97% 0.52× —
April 30, 2026 ±6.07% -0.60% 0.10× —
February 05, 2026 ±6.24% +4.72% 0.76× —
July 31, 2025 ±5.00% -10.23% 2.05× —
May 02, 2025 ±5.16% -0.13% 0.02× 38.2% → 24.7%
January 30, 2025 ±5.54% -6.70% 1.21× —
October 31, 2024 ±6.44% +0.61% 0.10× 52.7% → 37.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →