C · Expected Move
Citigroup Inc.
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).
C straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current C Expected Move
30-Day Straddle
$9.28
7-Day Straddle
$4.10
30-Day ATM IV
31.8%
IV Rank
72%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $9.28 | $4.10 | 31.8% | 72% |
| 20261001 | $9.60 | $4.52 | 33.7% | 93% |
| 20260930 | $9.50 | $4.67 | 32.1% | 75% |
| 20260929 | $9.95 | $5.54 | 33.0% | 85% |
| 20260928 | $10.22 | $3.55 | 33.0% | 85% |
| 20260925 | $10.07 | $4.04 | 33.0% | 85% |
| 20260924 | $9.82 | $4.53 | 33.1% | 87% |
| 20260923 | $10.00 | $4.88 | 33.3% | 89% |
| 20260922 | $10.15 | $5.34 | 33.1% | 87% |
| 20260921 | $10.07 | $3.50 | 31.9% | 73% |
| 20260918 | $9.48 | $3.99 | 31.2% | 65% |
| 20260917 | $9.45 | $4.46 | 31.1% | 64% |
| 20260916 | $10.12 | $4.99 | 32.9% | 84% |
| 20260915 | $10.38 | $5.67 | 32.0% | 74% |
| 20260914 | $10.48 | $4.00 | 31.8% | 71% |
| 20260911 | $8.57 | $4.36 | 28.9% | 39% |
| 20260910 | $8.88 | $5.04 | 29.1% | 40% |
| 20260909 | $8.88 | $5.21 | 28.2% | 30% |
| 20260908 | $9.15 | $5.33 | 28.8% | 37% |
| 20260904 | $7.92 | $3.38 | 26.3% | 9% |
| 20260903 | $8.35 | $4.00 | 26.9% | 15% |
| 20260902 | $8.22 | $4.35 | 26.6% | 12% |
| 20260901 | $8.15 | $4.67 | 26.5% | 11% |
| 20260831 | $8.00 | $2.87 | 25.7% | 2% |
| 20260828 | $7.45 | $3.45 | 25.5% | 0% |
| 20260827 | $7.83 | $4.00 | 26.4% | 4% |
| 20260826 | $8.18 | $4.45 | 26.7% | 4% |
| 20260825 | $8.68 | $4.95 | 27.9% | 11% |
| 20260824 | $8.50 | $3.34 | 27.4% | 9% |
| 20260821 | $8.25 | $3.95 | 27.8% | 11% |
| 20260820 | $8.10 | $4.38 | 27.8% | 11% |
| 20260819 | $8.53 | $4.70 | 27.6% | 8% |
| 20260818 | $8.60 | $5.04 | 26.4% | 2% |
| 20260817 | $9.05 | $3.56 | 27.3% | 7% |
| 20260814 | $8.00 | $3.66 | 25.9% | 0% |
| 20260813 | $8.25 | $4.20 | 26.6% | 1% |
| 20260812 | $8.32 | $4.46 | 26.4% | 0% |
| 20260811 | $8.60 | $5.12 | 27.4% | 0% |
| 20260810 | $9.03 | $3.47 | 28.2% | 0% |
| 20260807 | — | — | 28.3% | 0% |
| 20260806 | $9.10 | $4.83 | 29.5% | 3% |
| 20260805 | $9.20 | $5.12 | 29.4% | 2% |
| 20260804 | $9.50 | $5.60 | 30.0% | 6% |
| 20260803 | $9.10 | $3.63 | 29.0% | 0% |
| 20260731 | $8.62 | $4.34 | 29.7% | 3% |
| 20260730 | $9.40 | $4.76 | 31.3% | 12% |
| 20260729 | $9.55 | $5.24 | 32.8% | 20% |
| 20260728 | $9.35 | $5.62 | 30.3% | 6% |
| 20260727 | $9.55 | $3.94 | 30.6% | 8% |
| 20260724 | $8.65 | $4.38 | 29.7% | 3% |
| 20260723 | $8.88 | $4.80 | 30.1% | 5% |
| 20260722 | $9.12 | $5.13 | 30.0% | 5% |
| 20260721 | $9.30 | $5.34 | 30.1% | 5% |
| 20260720 | $9.27 | $3.88 | 30.7% | 9% |
| 20260716 | $9.03 | $4.80 | 30.0% | 5% |
| 20260715 | $9.57 | $5.39 | 31.2% | 11% |
| 20260714 | $9.93 | $6.21 | 32.0% | 16% |
| 20260713 | $10.97 | $5.92 | 32.6% | 19% |
| 20260710 | $10.38 | $6.40 | 32.9% | 21% |
| 20260709 | $10.82 | $6.95 | 34.0% | 27% |
More on C
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.