Cigna Group options tape
Read from CBOE's delayed chain on 23 September 2026, with Cigna Group at $274.02: open interest within 90 days was 6,916 call and 13,332 put contracts, a put/call ratio of 1.93; the day's volume was 886 calls and 789 puts (0.89). The most call open interest sits at the $300.00 strike (1,276 contracts) and the most put open interest at $260.00 (3,979). The at-the-money straddle for 25 September 2026, 2 days out, was priced at 2.3% of spot. For 16 October 2026, implied volatility was 29.6% at the put 5% below spot and 28.4% at the call 5% above, +1.2 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $300.00 | 1,276 |
| Puts | $260.00 | 3,979 |
The strike with the most open interest on each side, across expiries within 90 days.
Strikes where the day's volume was at least twice the open interest
| Contract | Volume | Open interest before | Premium traded |
|---|---|---|---|
| 2 October 2026 put at $275.00 | 263 | 32 | $172,265 |
Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.
Source
CBOE delayed quotes for CI, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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