Citigroup Inc (C) Expected Move

Tracking the C expected move helps you see how far Citigroup Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Citigroup Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the C expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For C, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The C expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Citigroup Inc is unlikely to go.

Citigroup Inc., a diversified financial services holding company, provides various financial products and services to consumers, corporations, governments, and institutions in North America, Latin America, Asia, Europe, the Middle East, and Africa. The company operates in two segments, Global Consumer Banking (GCB) and Institutional Clients Group (ICG). The GCB segment offers traditional banking services to retail customers through retail banking, Citi-branded cards, and Citi retail services. It also provides various banking, credit card, lending, and investment services through a network of local branches, offices, and electronic delivery systems.

The ICG segment offers wholesale banking products and services, including fixed income and equity sales and trading, foreign exchange, prime brokerage, derivative, equity and fixed income research, corporate lending, investment banking and advisory, private banking, cash management, trade finance, and securities services to corporate, institutional, public sector, and high-net-worth clients. As of December 31, 2020, it operated 2,303 branches primarily in the United States, Mexico, and Asia. Citigroup Inc. was founded in 1812 and is headquartered in New York, New York.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the C expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Citigroup Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about C.