Citigroup Inc. (C)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of Sep 02, 21:49 UTC · Figures derived from the full chain (1,286 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (16 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±4.5% (range 128.26–140.34) by Sep 18, 2026. ATM straddle: 6.04 @ strike 134 · ATM IV: 26.8%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 120.87 | -10% | 96.8% | 3.2% |
| 127.59 | -5% | 81.2% | 18.8% |
| 134.30 | +0% | 48.9% | 51.1% |
| 141.02 | +5% | 18.4% | 81.6% |
| 147.73 | +10% | 4.2% | 95.8% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | ±1.7% | 29.0% | 28.0K |
| Sep 11, 2026 | 9 | ±3.2% | 25.7% | 6,019 |
| Sep 18, 2026 | 16 | ±4.5% | 26.8% | 132.2K |
| Sep 25, 2026 | 23 | ±5.4% | 26.7% | 5,768 |
| Oct 02, 2026 | 30 | ±6.1% | 26.6% | 11.6K |
| Oct 09, 2026 | 37 | ±6.8% | 26.4% | 1,035 |
| Oct 16, 2026 | 44 | ±8.2% | 29.3% | 71.1K |
| Nov 20, 2026 | 79 | ±10.8% | 29.1% | 44.6K |
| Dec 18, 2026 | 107 | ±12.5% | 28.8% | 150.8K |
| Jan 15, 2027 | 135 | ±14.4% | 29.9% | 267.5K |
| Mar 19, 2027 | 198 | ±17.2% | 29.4% | 41.1K |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 120 P · 20.6K140 C · 15.4K125 P · 13.9K130 P · 12.8K135 C · 12.7K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 3.4% · median 2.9% (20 reports) — two-session close-to-close window; definition
About Citigroup Inc.
Citigroup, Inc. is a holding company, which engages in the provision of financial products and services. It operates through the following segments: Services, Markets, Banking, Wealth, U.S. Personal Banking (USPB), and All Other. The Services segment includes Treasury and Trade Solutions (TTS) which provides an integrated suite of tailored cash management, trade, and working capital solutions to multinational corporations, financial institutions and public sector organizations, and Securities Services, which offers cross-border support for clients, providing on-the-ground local market expertise, post-trade technologies, customized data solutions, and a wide range of securities services solutions that can be tailored to meet client needs. The Markets segment provides corporate, institutional, and public sector clients around the world with a full range of sales and trading services across equities, foreign exchange, rates, spread products, and commodities. The Banking segment offers Investment Banking and Corporate Lending services. The Wealth segment includes Private Bank, Wealth at Work, and Citigold and provides financial services to a range of client segments through banking, le
Financial Services · Banks - Diversified · NYSE · Profile: Financial Modeling Prep
Related securities — Financial Services
SOFI · IV 47.4%HOOD · IV 60.7%MARA · IV 81.7%COIN · IV 61.6%NU · IV 39.8%BAC · IV 20.8%