CINYSEHospital & Medical Service Plans

Cigna Group (CI) earnings date, market-implied expected move, and options open interest by expiry

305.43

+9.99 · +3.38%

post 305.99 +0.18%

After hours18:46 ETdelayed

Open298.49Volume1.9MMkt cap$78.1BP/E12.59EPS24.30Div yield2.10%

Day294.50 – 306.6994%52-wk249.86 – 316.2785%

Cigna Group

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

News

26dThe Cigna Group's Third Quarter 2026 Earnings Release Details
33dOAC Calls on Cigna to Listen to Employees and Restore GLP-1 Coverage
35dThe Cigna Group Hosts 2026 Investor Day; Introduces "Lead to One" to Drive Durable Growth Through Complex Care Leadership and Differentiated Capabilities

News

Next report

Last report

−2.97%

vs ±5.9% implied · ×0.51

shaded = implied · ▲▼ = realized

Jul 30 '26 · confirmed

Implied vs realized

Linked news

10hCNC · customerCencora reorganizes reporting structure, furnishes revised segment results
48dNTRA · supplierNatera Stock Has Excellent Technical ‘DNA’ as NTRA Sets a New All-Time High

News

Largest filed tie

13F top-10 QoQ

−1.90%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

1,701 managers

Top fund weight

1.27%

CI weight · XLV

N-PORTJun 30 '26

10 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

No upcoming report date for Cigna (CI). No implied move. 3 of the last 8 reports moved at least as far as the implied move.

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±4.9%
avg realized: ±5.4%

Oct 31 '24Oct 31 '24confirmed±5.2%▲+0.61%×0.12

Jan 30 '25Jan 30 '25confirmed±4.5%▼−6.70%×1.49

May 2 '25May 2 '25confirmed±4.2%▼−0.13%×0.03

Jul 31 '25Jul 31 '25confirmed±4.2%▼−10.23%×2.44

Oct 30 '25Oct 30 '25confirmed±4.4%▼−17.39%×3.98

Feb 5 '26Feb 5 '26confirmed±5.7%▲+4.72%×0.82

Q1 FY26Apr 30 '26confirmed±5.2%▼−0.60%×0.12

Q2 FY26Jul 30 '26confirmed±5.9%▼−2.97%×0.51

quarterimplied−20%0+20%realized×

Q2 FY26±5.9%▼−2.97%×0.51

Q1 FY26±5.2%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 10 expiries · Oct 30 close

0.17OI · 10 expiries · Oct 30 closeP/C open interest · Nov 6 · nearest expiry

PUTS · chgexpiry · days · P/CCALLS · chgP/C

561+30%Nov 62d3,213+3%

507−10%Nov 139d3.27155+7%3.27

1,897−1%Nov 2016d0.862,2100%0.86

97+45%Nov 2723d0.66146+115%0.66

15+7%Dec 430d5.003+50%5.00

5 later expiries

2—Dec 1137d—0——

3,7120%Dec 1844d1.20

ExpiryPutsCallsP/C

Nov 62d561+30%3,213+3%0.17

Nov 139d507−10%155+7%3.27

Nov 2016d1,897−1%2,2100%0.86

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

2.62%as filednet margin · revenue +4.13% QoQ · +6.51% YoY

Revenue$71.6B+4.13%

Pre-tax income$2.3B−0.57%

Net income$1.9B2.62%+0.75%

Tax$382M−6.60%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 18:45 ET

Intraday

Event sensitivity

NFP ×1.71· ±2.1% vs ±1.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.1%6 of 10×1.71

PCEpersonal income & outlays±1.7%12 of 20×1.38

GDPgross domestic product±1.6%10 of 20×1.28

CPIconsumer prices±1.3%6 of 11×1.01

FOMCrate decision±1.2%14 of 24×1.00

CPROFcorporate profits±1.2%7 of 12×0.99

PPIproducer prices±0.9%7 of 11×0.75

Bar = avg |move| to ±3% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 6.29 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	6.29	—
Q1 FY26	Apr 30 '26 · confirmed	6.26	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod