QuantWheel

Free CI GEX Heatmap - Cigna Gamma Exposure

Use free CI GEX Heatmap to compare modeled gamma exposure across strikes and expirations for Cigna. Generate the grid, then review call wall, put wall, gamma flip and expiration structure alongside business context that includes product demand, regulatory decisions, clinical developments, and reimbursement trends.

CI key levelsSpot$268.27Call wall$300Put wall$260Gamma flip$280.20Net GEX-$16K negativeData as of

How to use the CI GEX Heatmap

  1. Confirm CI

    CI is already entered. Keep it or search another ticker.

  2. Choose the formula

    Keep the default formula or select the available calculation view.

  3. Generate the Heatmap

    Create the grid, then compare exposure across strikes and expirations.

Visualize gamma exposure across strike prices and expirations. Green = positive (call-heavy), purple = negative (put-heavy).

Free uses remaining today: 2 / 2
Enter a ticker to generate the GEX heatmap
Displays net gamma exposure per $1 move for each strike across expiration dates

Key levels

CI GEX heatmap levels in detail

Data as of

Spot

$268.27

Call wall

$300

11.8% above spot

Put wall

$260

3.1% below spot

Gamma flip

$280.20

4.4% above spot

Net GEX

-$16K

negative gamma

Since the previous session (Sep 24)

  • Spot up 0.7% ($266.44 to $268.27)
  • Call wall $280 to $300
  • Put wall unchanged at $260
  • Net GEX -$20K to -$16K

These are the levels across every expiration in the latest snapshot. The heatmap below breaks the same exposure out strike by strike and expiration by expiration, so you can see which expiry carries each level.

Reviewed by the QuantWheel research team. Modeled from listed CI options data; not observed dealer inventory and not a forecast. Read how we compute CI GEX heatmap levels.

Build your CI GEX workspace

Add CI Heatmap, Max Pain and other GEX views to a custom multi-ticker workspace.

Understanding the CI GEX heatmap

The CI options chain represents Cigna. Evaluate its open-interest distribution alongside business context that includes product demand, regulatory decisions, clinical developments, and reimbursement trends. Use the heatmap to compare modeled exposure by strike and expiration instead of reading one cell without the surrounding grid.

For CI, compare nearby expiration columns with later expirations before interpreting the call wall, put wall or gamma flip. Changes in open interest and included contracts can alter the modeled grid. The result describes selected options data and does not predict where Cigna will trade.

CI Heatmap methodology and limitations

The grid applies the selected formula to available CI options data and organizes the modeled result by strike and expiration. The call wall, put wall and gamma flip summarize that model across the displayed data.

The heatmap does not observe market-maker positions, identify who owns a contract or predict the next CI move. Use it as positioning context and compare the model with price, liquidity and your own risk plan.

CI GEX heatmap FAQ

What is a CI GEX heatmap?

A CI GEX heatmap is a grid of QuantWheel's modeled gamma exposure. Rows represent strikes, columns represent expirations, and color intensity represents the direction and relative size of the modeled exposure in each cell.

How do I read the CI GEX heatmap?

Start with strikes near the CI price, then compare the nearest expiration columns with later expirations. Read down one column to examine one expiration and across one row to see whether modeled exposure at a strike appears in several expirations.

What do the CI GEX heatmap colors show?

Green cells show positive modeled net gamma and purple cells show negative modeled net gamma. Stronger color indicates a larger modeled value. The colors describe the calculation and are not guaranteed bullish, bearish, support, or resistance signals.

How are the CI call wall, put wall and gamma flip modeled?

QuantWheel derives the displayed CI levels from the selected formula and available options data. The call wall marks the largest positive modeled exposure, the put wall marks the largest negative modeled exposure, and the gamma flip estimates where aggregate modeled gamma changes sign.

How is the CI GEX heatmap different from the CI GEX chart?

The CI heatmap separates modeled exposure by strike and expiration. The CI GEX chart provides a strike-level profile in a chart view. Use the heatmap when the expiration breakdown matters and the chart when you want a simpler strike profile.

Is the CI GEX heatmap free?

Yes. QuantWheel provides a limited number of free CI GEX heatmap calculations. The tool shows the remaining free uses before you generate another heatmap.

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