Symbol:    
Citigroup Inc 
Options Root:  Open Help    C  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days17.73%32.25%20.17%44.85% - 16-Aug8.74% - 16-Jul
20 days23.98%25.72%15.28%37.75% - 09-Sep12.56% - 02-Jan
30 days22.18%23.11%16.22%36.31% - 12-Sep13.64% - 31-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help20.84%22.69%19.06%33.23% - 14-Aug16.95% - 17-Jan
IV Index put Open Help20.71%22.17%18.76%33.89% - 02-Oct17.16% - 17-Jan
IV Index mean Open Help20.77%22.43%18.91%32.76% - 14-Aug17.06% - 17-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days83.06%84.67%76.81%90.00% - 06-Sep43.45% - 17-Jul
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
20.25%61.42% 1.7050-0.25
(-12.79)
1.705Feb 28, 2020 78.0140.865-0.03
(-3.35)
0.8650-38.66%20.20%
19.73%55.23% 1.3900-0.23
(-14.20)
1.390Feb 28, 2020 78.5141.050-0.02
(-1.87)
1.0500-44.90%19.70%
19.20%48.61% 1.1050-0.24
(-17.84)
1.105Feb 28, 2020 79.0141.265-0.01
(-0.78)
1.2650-51.58%19.14%
18.84%41.79% 0.8650-0.21
(-19.91)
0.865Feb 28, 2020 79.5141.5300.01
(0.99)
1.5300-58.42%18.85%
21.48%59.49% 2.0800-0.28
(-11.68)
2.080Mar 06, 2020 78.0211.210-0.05
(-3.97)
1.2100-40.60%21.37%
21.08%54.67% 1.7750-0.25
(-12.56)
1.775Mar 06, 2020 78.5211.415-0.02
(-1.39)
1.4150-45.49%21.08%
20.56%49.61% 1.4850-0.25
(-14.66)
1.485Mar 06, 2020 79.0211.620-0.02
(-1.52)
1.6200-50.60%20.48%
20.36%44.45% 1.2450-0.23
(-15.59)
1.245Mar 06, 2020 79.5211.870-0.03
(-1.84)
1.8700-55.87%20.16%
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