Cigna CI (news,
chart,
quote) - CI option implied volatitliy increases to 36 on AET price weakness of 20%
CI is down 11.88 to 106.64 after AET sold off 20.4% on margin concerns. CI May option implied volatility of 36 its 26-week average of 25. CI May option implied volatitliy of CI call option volume of 5,063 contracts compares to put volume of 5,469 contracts. Above average option implied volatility suggests larger price fluctuations.
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