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Citigroup Inc. C

FINANCIAL SERVICES · BANKS - DIVERSIFIED
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Market dataready · fetched 2026-10-15T20:33:16.117Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:29:14.284686433Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T20:33:14.701683+00:00

Share price$123.20
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$120.72$122.56$124.40$126.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $123.20OPTION PRICELive C spot · $123.20C PRICE$0.23$0.31$0.40$0.48$0.58$0.68$0.78$0.89$1.13$1.36$1.59$1.91$2.25$0.23$0.30$0.38$0.46$0.55$0.63$0.76$0.88$1.01$1.14$1.40$1.73$2.11
PutsCheap0.53×
CallsCheap0.89×
SkewBullish-2.75 pp
Implied moveBalanced±$1.54
TiltBullish4.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ125.0032.3%1.6%121.4831.5%1.6%
25Δ124.6832.2%1.5%121.8631.1%1.3%
30Δ124.3532.1%1.3%122.1730.6%1.1%
35Δ124.0332.0%1.1%122.4529.9%1.0%
40Δ123.7631.5%0.9%122.7229.2%0.8%
45Δ123.5030.9%0.8%123.0028.5%0.7%
50Δ123.2430.4%0.7%123.2328.3%0.6%
55Δ122.9830.0%0.5%123.4628.2%0.5%
60Δ122.6731.6%0.5%123.6928.1%0.4%
65Δ122.3633.2%0.4%123.9327.9%0.3%
70Δ122.0534.7%0.4%124.2629.2%0.3%
75Δ121.6535.7%0.3%124.6531.2%0.2%
80Δ121.2336.5%0.2%125.0833.6%0.2%

20Δ

Calls
Pseudo strike
125.00
IV
32.3%
B/E move
1.6%
Puts
Pseudo strike
121.48
IV
31.5%
B/E move
1.6%

25Δ

Calls
Pseudo strike
124.68
IV
32.2%
B/E move
1.5%
Puts
Pseudo strike
121.86
IV
31.1%
B/E move
1.3%

30Δ

Calls
Pseudo strike
124.35
IV
32.1%
B/E move
1.3%
Puts
Pseudo strike
122.17
IV
30.6%
B/E move
1.1%

35Δ

Calls
Pseudo strike
124.03
IV
32.0%
B/E move
1.1%
Puts
Pseudo strike
122.45
IV
29.9%
B/E move
1.0%

40Δ

Calls
Pseudo strike
123.76
IV
31.5%
B/E move
0.9%
Puts
Pseudo strike
122.72
IV
29.2%
B/E move
0.8%

45Δ

Calls
Pseudo strike
123.50
IV
30.9%
B/E move
0.8%
Puts
Pseudo strike
123.00
IV
28.5%
B/E move
0.7%

50Δ

Calls
Pseudo strike
123.24
IV
30.4%
B/E move
0.7%
Puts
Pseudo strike
123.23
IV
28.3%
B/E move
0.6%

55Δ

Calls
Pseudo strike
122.98
IV
30.0%
B/E move
0.5%
Puts
Pseudo strike
123.46
IV
28.2%
B/E move
0.5%

60Δ

Calls
Pseudo strike
122.67
IV
31.6%
B/E move
0.5%
Puts
Pseudo strike
123.69
IV
28.1%
B/E move
0.4%

65Δ

Calls
Pseudo strike
122.36
IV
33.2%
B/E move
0.4%
Puts
Pseudo strike
123.93
IV
27.9%
B/E move
0.3%

70Δ

Calls
Pseudo strike
122.05
IV
34.7%
B/E move
0.4%
Puts
Pseudo strike
124.26
IV
29.2%
B/E move
0.3%

75Δ

Calls
Pseudo strike
121.65
IV
35.7%
B/E move
0.3%
Puts
Pseudo strike
124.65
IV
31.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
121.23
IV
36.5%
B/E move
0.2%
Puts
Pseudo strike
125.08
IV
33.6%
B/E move
0.2%