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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Cigna Group (CI) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.8
Avg Daily Volume: 1,836,076    Market Cap: 73.3B
Sector: Healthcare    Short Interest: 1.8
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
July 30, 2026 BO 2.7 $296.47 @$297.50 $24.30
($296.47)
8.17% -5.2% I -2.97% I $287.66 $19.15
( $287.66 )
-21.19%
April 30, 2026 BO 2.9 $292.32 @$292.50 $22.25
($292.32)
7.61% -4.17% I -0.59% I $290.58 $14.35
( $290.58 )
-35.51%
Feb. 5, 2026 BO 3.0 $271.71 @$272.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 BO 2.4 $299.12 @$300.00
July 31, 2025 BO 2.2 $297.86 @$297.50
May 2, 2025 BO 2.3 $335.18 @$335.00
Jan. 30, 2025 BO 2.0 $303.31 @$305.00
Oct. 31, 2024 BO 1.8 $312.89 @$315.00
Aug. 1, 2024 BO 1.9 $348.67 @$350.00
May 2, 2024 BO 1.9 $357.18 @$357.50

 
 
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