The probability of Cigna Group (CI) stock moving a given amount from its current price, estimated from at-the-money implied volatility.
For the latest figures, see CI implied volatility.
Option traders can use implied volatility from the option markets to develop an estimate for the expected price range of a stock over a period of time. We use the closest expiring options to develop a one-day expected price move (up or down) each day, and then compare those numbers to the actual price moves that occur. Below is a chart for the last 20 days, if available.
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