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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Cigna Group (CI) - NYSE Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.7
Avg Daily Volume: 1,526,498    Market Cap: 76.6B
Sector: Healthcare    Short Interest: 1.49
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
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 $22.10
($271.71)
8.11% 4.89% I 4.71% I $284.53 $18.07
( $284.53 )
-18.24%
Oct. 30, 2025 BO 2.4 $299.12 @$300.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 2, 2024 BO 1.8 $307.32 @$307.50

 
 
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