I have CIGNA, but was denied by them 3 times, and thus I am now scheduled to for surgery in Mexico this week. My BMI is 36 and I don't have co-mobities that CIGNA recognizes. (I do have asthma and arthritis in hips and knees.) First denial took over 30 days after I called and bugged them about the 30 day time frame. The next denial took 15 days after I submitted additional info, and then final denial took 15 days. They say I am "too healthy" to have the surgery.
CIGNA will likely ask for you to show documentation that your BMI has been 40+ for the past 5 years. It would be a good idea to contact all doctors (even OB/GYN) and get copies of your medical records to prove your weight history.
Also, CIGNA is SUPER STRICT about the doctor supervised diet. It has to run for at least 6 months, and you MUST visit the doctor every 30 days to document your progress. Commercial programs such as Weight Watchers and Jenny Craig don't count as supervised programs. You doc meeds to diagnose you with "Morbid Obesity" (not just Obesity) and put you on a diet plan. You will then need to submit all those doc records of the diet plan.
Good luck!