Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.1355 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)	0.1355
Historical Volatility (Parkinson)	0.1603
Implied Volatility (Calls)	0.1824
Implied Volatility (Puts)	0.2074
Implied Volatility (Mean)	0.1949
Put-Call Implied Volatility Ratio	1.1367
Implied Volatility Skew	-0.0134
Option Statistics
Put-Call Ratio (Volume)	0.9857
Put-Call Ratio (Open Interest)	1.2627
Forward Price	344.11
Call Breakeven Price	360.64
Put Breakeven Price	287.05
Option Breakeven Price	319.50