Historical Volatility (Close-to-Close) (180-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Cigna Group (CI) had 180-Day Historical Volatility (Close-to-Close) of 0.3124 for 2024-05-06.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3124
Historical Volatility (Parkinson)	0.2044
Implied Volatility (Calls)	0.2245
Implied Volatility (Puts)	0.2508
Implied Volatility (Mean)	0.2377
Put-Call Implied Volatility Ratio	1.1173
Implied Volatility Skew	0.0129
Option Statistics
Put-Call Ratio (Volume)	0.0893
Put-Call Ratio (Open Interest)	1.7076
Forward Price	348.92
Call Breakeven Price	386.55
Put Breakeven Price	297.00
Option Breakeven Price	329.95