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Citigroup Inc. C

FINANCIAL SERVICES · BANKS - DIVERSIFIED
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Market dataready · fetched 2026-10-15T20:02:34.822Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.584191116Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T20:02:33.973077+00:00

Share price$123.22
1D+0.3%
AH$120.18$121.10$122.02$122.94$123.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMC
Sold putSold callAH

Citigroup Inc. options

Live interpolated C call and put midpoint premiums by absolute delta.Citigroup Inc.$0.17$0.73$1.29$1.85$2.41$118.88$120.73$122.58$124.44$126.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $123.22OPTION PRICELive C spot · $123.22C PRICE$0.23$0.31$0.40$0.48$0.58$0.68$0.78$0.88$1.10$1.33$1.56$1.86$2.19$0.24$0.31$0.39$0.47$0.55$0.64$0.77$0.90$1.03$1.16$1.45$1.79$2.25
PutsCheap0.54×
CallsCheap0.88×
SkewBullish-1.66 pp
Implied moveBalanced±$1.54
TiltBalanced1.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ125.0132.1%1.6%121.4931.7%1.6%
25Δ124.6831.9%1.4%121.8731.4%1.3%
30Δ124.3631.8%1.2%122.1930.8%1.2%
35Δ124.0531.7%1.1%122.4630.1%1.0%
40Δ123.7831.2%0.9%122.7429.5%0.8%
45Δ123.5230.6%0.8%123.0128.8%0.7%
50Δ123.2730.1%0.7%123.2528.7%0.6%
55Δ123.0129.5%0.5%123.4928.6%0.5%
60Δ122.7130.9%0.5%123.7228.5%0.4%
65Δ122.4032.4%0.4%123.9628.4%0.3%
70Δ122.0933.9%0.4%124.3230.2%0.3%
75Δ121.7134.8%0.3%124.7232.3%0.2%
80Δ121.3035.5%0.2%125.2335.6%0.2%

20Δ

Calls
Pseudo strike
125.01
IV
32.1%
B/E move
1.6%
Puts
Pseudo strike
121.49
IV
31.7%
B/E move
1.6%

25Δ

Calls
Pseudo strike
124.68
IV
31.9%
B/E move
1.4%
Puts
Pseudo strike
121.87
IV
31.4%
B/E move
1.3%

30Δ

Calls
Pseudo strike
124.36
IV
31.8%
B/E move
1.2%
Puts
Pseudo strike
122.19
IV
30.8%
B/E move
1.2%

35Δ

Calls
Pseudo strike
124.05
IV
31.7%
B/E move
1.1%
Puts
Pseudo strike
122.46
IV
30.1%
B/E move
1.0%

40Δ

Calls
Pseudo strike
123.78
IV
31.2%
B/E move
0.9%
Puts
Pseudo strike
122.74
IV
29.5%
B/E move
0.8%

45Δ

Calls
Pseudo strike
123.52
IV
30.6%
B/E move
0.8%
Puts
Pseudo strike
123.01
IV
28.8%
B/E move
0.7%

50Δ

Calls
Pseudo strike
123.27
IV
30.1%
B/E move
0.7%
Puts
Pseudo strike
123.25
IV
28.7%
B/E move
0.6%

55Δ

Calls
Pseudo strike
123.01
IV
29.5%
B/E move
0.5%
Puts
Pseudo strike
123.49
IV
28.6%
B/E move
0.5%

60Δ

Calls
Pseudo strike
122.71
IV
30.9%
B/E move
0.5%
Puts
Pseudo strike
123.72
IV
28.5%
B/E move
0.4%

65Δ

Calls
Pseudo strike
122.40
IV
32.4%
B/E move
0.4%
Puts
Pseudo strike
123.96
IV
28.4%
B/E move
0.3%

70Δ

Calls
Pseudo strike
122.09
IV
33.9%
B/E move
0.4%
Puts
Pseudo strike
124.32
IV
30.2%
B/E move
0.3%

75Δ

Calls
Pseudo strike
121.71
IV
34.8%
B/E move
0.3%
Puts
Pseudo strike
124.72
IV
32.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
121.30
IV
35.5%
B/E move
0.2%
Puts
Pseudo strike
125.23
IV
35.6%
B/E move
0.2%