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Citigroup Inc. C

i

Market datapartial · fetched 2026-11-03T18:47:45.943Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T18:47:47.047848678Z

FundamentalsAlpha Vantage · unavailable

Share price$122.07
1D-0.4%
$121.36$121.73$122.09$122.46$122.825:30 AM6:30 AM9:00 AM1:00 PMC
Sold putSold call

Citigroup Inc. options

Live interpolated C call and put midpoint premiums by absolute delta.Citigroup Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.00%
Daily close
C23.2%30.6%38.1%2026-08-05: 30.39%2026-08-06: 30.47%2026-08-07: 27.67%2026-08-10: 29.18%2026-08-11: 28.60%2026-08-12: 26.27%2026-08-13: 26.39%2026-08-14: 25.05%2026-08-17: 28.37%2026-08-18: 28.00%2026-08-19: 29.10%2026-08-20: 28.62%2026-08-21: 27.37%2026-08-24: 28.39%2026-08-25: 28.38%2026-08-26: 26.98%2026-08-27: 25.98%2026-08-28: 24.20%2026-08-31: 25.84%2026-09-01: 27.22%2026-09-02: 27.12%2026-09-03: 26.26%2026-09-04: 25.12%2026-09-08: 29.69%2026-09-09: 30.20%2026-09-10: 31.25%2026-09-11: 27.92%2026-09-14: 32.04%2026-09-15: 32.40%2026-09-16: 33.16%2026-09-17: 29.95%2026-09-18: 28.57%2026-09-21: 30.31%2026-09-22: 31.68%2026-09-23: 31.53%2026-09-24: 31.22%2026-09-25: 30.17%2026-09-28: 32.93%2026-09-29: 34.67%2026-09-30: 32.19%2026-10-01: 34.58%2026-10-02: 31.76%2026-10-05: 32.72%2026-10-06: 32.33%2026-10-07: 32.98%2026-10-08: 33.77%2026-10-09: 32.99%2026-10-12: 37.03%2026-10-13: 31.25%2026-10-14: 31.13%2026-10-15: 28.22%2026-10-16: 28.70%2026-10-19: 29.27%2026-10-20: 29.20%2026-10-21: 28.11%2026-10-22: 30.59%2026-10-23: 28.92%2026-10-26: 30.94%2026-10-27: 29.26%2026-10-28: 30.25%2026-10-29: 29.24%2026-10-30: 32.00%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
30.39%
30.47%
27.67%
29.18%
28.60%
26.27%
26.39%
25.05%
28.37%
28.00%
29.10%
28.62%
27.37%
28.39%
28.38%
26.98%
25.98%
24.20%
25.84%
27.22%
27.12%
26.26%
25.12%
29.69%
30.20%
31.25%
27.92%
32.04%
32.40%
33.16%
29.95%
28.57%
30.31%
31.68%
31.53%
31.22%
30.17%
32.93%
34.67%
32.19%
34.58%
31.76%
32.72%
32.33%
32.98%
33.77%
32.99%
37.03%
31.25%
31.13%
28.22%
28.70%
29.27%
29.20%
28.11%
30.59%
28.92%
30.94%
29.26%
30.25%
29.24%
32.00%