C (Citigroup Inc.)
Expected Move & Straddle Price History
The expected move for C is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current C Expected Move
30-Day Straddle
$10.55
7-Day Straddle
$4.52
Avg IV
0.4%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to C's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
C Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260702 | $10.55 | $4.52 | 0.4% | 7% |
| 20260701 | $10.62 | $5.04 | 0.4% | 12% |
| 20260630 | $11.05 | $5.54 | 0.4% | 12% |
| 20260629 | $10.85 | $3.46 | 0.4% | 10% |
| 20260626 | $9.75 | $4.04 | 0.4% | 5% |
| 20260625 | $10.30 | $4.33 | 0.4% | 13% |
| 20260624 | $11.05 | $5.25 | 0.5% | 16% |
| 20260623 | $10.68 | $5.41 | 0.4% | 4% |
| 20260622 | $10.88 | $3.87 | 0.4% | 6% |
| 20260618 | $10.18 | $4.61 | 1.1% | 100% |
| 20260617 | $10.60 | $5.24 | 1.1% | 100% |
| 20260616 | $10.57 | $5.37 | 0.8% | 74% |
| 20260615 | $10.75 | $3.39 | 1.0% | 100% |
| 20260613 | $9.15 | $4.34 | 0.4% | 17% |
| 20260612 | $9.30 | $4.34 | 0.4% | 21% |
| 20260611 | $9.97 | $5.17 | 0.4% | 8% |
| 20260610 | $10.38 | $5.83 | 0.4% | 15% |
| 20260609 | $10.40 | $6.30 | 0.4% | 13% |
| 20260608 | $10.30 | $4.72 | 0.4% | 16% |
| 20260605 | $10.20 | $5.11 | 0.4% | 6% |
| 20260604 | $9.48 | $4.94 | 0.4% | 15% |
| 20260603 | $9.25 | $5.24 | 0.4% | 12% |
| 20260602 | $9.62 | $5.71 | 0.4% | 14% |
| 20260601 | $9.77 | $4.14 | 0.4% | 6% |
| 20260529 | $8.22 | $4.17 | 0.4% | 7% |
| 20260528 | $8.77 | $4.50 | 0.4% | 9% |
| 20260527 | $8.95 | $5.00 | 0.4% | 7% |
| 20260526 | $9.22 | $5.44 | 0.4% | 6% |
| 20260510 | $9.60 | $4.19 | 0.3% | 0% |
| 20260508 | $8.50 | $4.19 | 0.4% | 3% |
| 20260507 | $8.70 | $4.56 | 0.4% | 5% |
| 20260506 | $9.40 | $6.12 | 0.4% | 13% |
| 20260505 | $9.65 | $6.28 | 0.4% | 13% |
| 20260504 | $9.82 | $5.36 | 0.4% | 12% |
| 20260502 | $9.07 | $5.38 | 0.4% | 18% |
| 20260501 | $9.03 | $5.36 | 0.4% | 11% |
| 20260430 | $8.95 | $5.38 | 0.4% | 9% |
| 20260429 | $9.23 | $6.04 | 0.4% | 7% |
| 20260428 | $9.72 | $6.52 | 0.4% | 12% |
| 20260427 | $10.10 | $3.83 | 0.4% | 13% |
| 20260424 | $9.12 | $4.25 | 0.4% | 16% |
| 20260423 | $9.78 | $4.76 | 0.4% | 15% |
| 20260422 | $9.88 | $5.18 | 0.4% | 18% |
| 20260421 | $10.50 | $6.22 | 0.4% | 17% |
| 20260420 | $10.20 | $3.76 | 0.4% | 14% |
| 20260417 | $9.30 | $4.08 | 0.6% | 43% |
| 20260416 | $9.70 | $4.53 | 0.7% | 56% |
| 20260415 | $10.23 | $5.24 | 0.7% | 56% |
| 20260414 | $9.53 | $5.42 | 0.7% | 49% |
| 20260413 | $10.38 | $4.73 | 0.6% | 36% |
| 20260410 | $10.10 | $5.48 | 0.5% | 19% |
| 20260409 | $9.88 | $5.92 | 0.5% | 21% |
| 20260408 | $10.57 | $6.70 | 0.5% | 24% |
| 20260407 | $11.38 | $7.63 | 0.6% | 34% |
| 20260406 | $10.95 | $4.04 | 0.5% | 19% |
| 20260402 | $10.40 | $4.85 | 0.5% | 22% |
| 20260401 | $10.30 | $5.39 | 0.5% | 21% |
| 20260331 | $11.15 | $6.01 | 0.5% | 24% |
| 20260330 | $11.60 | $3.83 | 0.5% | 26% |
| 20260327 | $11.02 | $5.05 | 0.5% | 27% |