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 days23.73%26.83%41.49%44.93% - 04-Jan8.74% - 16-Jul
20 days27.09%29.06%36.03%38.19% - 15-Jan13.49% - 18-Mar
30 days31.47%34.62%30.59%38.29% - 16-Jan16.12% - 14-Mar
  IMPLIED VOLATILITY Open Help
IV Index call Open Help25.67%23.13%26.89%55.23% - 24-Dec17.91% - 24-Jul
IV Index put Open Help25.33%23.25%26.71%54.57% - 24-Dec17.61% - 26-Jul
IV Index mean Open Help25.50%23.19%26.80%54.90% - 24-Dec17.80% - 24-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days81.46%84.00%89.18%90.00% - 06-Sep35.68% - 09-Oct
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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
24.21%61.81% 1.8050-0.26
(-12.80)
1.805Oct 04, 2019 68.5140.8950.09
(11.87)
0.8950-38.22%24.04%
23.74%55.93% 1.4950-0.24
(-13.58)
1.495Oct 04, 2019 69.0141.0900.12
(12.95)
1.0900-44.19%23.68%
23.37%49.72% 1.2200-0.20
(-14.08)
1.220Oct 04, 2019 69.5141.3050.15
(12.50)
1.3050-50.48%23.09%
22.59%43.22% 0.9550-0.18
(-16.23)
0.955Oct 04, 2019 70.0141.5650.19
(13.41)
1.5650-56.93%22.79%
24.06%60.38% 2.0950-0.23
(-9.89)
2.095Oct 11, 2019 68.5211.1600.12
(12.08)
1.1600-39.72%23.94%
23.50%55.53% 1.7800-0.22
(-11.00)
1.780Oct 11, 2019 69.0211.3500.14
(12.03)
1.3500-44.64%23.46%
23.10%50.41% 1.5000-0.19
(-11.24)
1.500Oct 11, 2019 69.5211.5600.16
(11.43)
1.5600-49.83%22.88%
22.61%45.11% 1.2400-0.17
(-12.37)
1.240Oct 11, 2019 70.0211.8050.19
(11.42)
1.8050-55.21%22.46%
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