IntraAlpha
Create free account Start free

Citigroup Inc. C

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-10-17T00:59:24.206Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:00:00.002631725Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-17T00:59:23.409192+00:00

Share price$124.26
1D+0.5%
AH$123$124$125$126$1275:30 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.$0.70$4.21$7.72$11.24$14.75$106.80$115.79$124.79$133.79$142.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive C spot · $124.26C PRICE$1.08$1.45$1.82$2.30$2.82$3.34$3.87$4.56$5.28$6.00$6.73$8.39$10.04$1.43$1.90$2.37$2.94$3.59$4.24$4.96$5.95$6.94$7.94$9.44$10.93$13.73
PutsCheap0.85×
CallsCheap0.85×
SkewBearish+4.67 pp
Implied moveBearish±$8.82
TiltBearish13.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.8925.5%8.6%115.3531.6%8.3%
25Δ132.2125.6%7.6%117.2431.1%7.2%
30Δ130.5225.7%6.5%119.1330.5%6.0%
35Δ129.0925.8%5.7%120.8030.3%5.1%
40Δ127.7826.0%5.1%122.2930.2%4.5%
45Δ126.4626.2%4.5%123.7930.2%3.8%
50Δ125.1526.4%3.8%125.2930.2%3.2%
55Δ123.8526.3%3.3%126.8730.5%2.7%
60Δ122.5626.2%2.9%128.4430.7%2.2%
65Δ121.2726.0%2.4%130.0231.0%1.8%
70Δ119.9626.0%2.0%131.9931.2%1.4%
75Δ117.9627.5%1.7%133.9531.4%1.0%
80Δ115.9529.0%1.4%137.1433.8%0.7%

20Δ

Calls
Pseudo strike
133.89
IV
25.5%
B/E move
8.6%
Puts
Pseudo strike
115.35
IV
31.6%
B/E move
8.3%

25Δ

Calls
Pseudo strike
132.21
IV
25.6%
B/E move
7.6%
Puts
Pseudo strike
117.24
IV
31.1%
B/E move
7.2%

30Δ

Calls
Pseudo strike
130.52
IV
25.7%
B/E move
6.5%
Puts
Pseudo strike
119.13
IV
30.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
129.09
IV
25.8%
B/E move
5.7%
Puts
Pseudo strike
120.80
IV
30.3%
B/E move
5.1%

40Δ

Calls
Pseudo strike
127.78
IV
26.0%
B/E move
5.1%
Puts
Pseudo strike
122.29
IV
30.2%
B/E move
4.5%

45Δ

Calls
Pseudo strike
126.46
IV
26.2%
B/E move
4.5%
Puts
Pseudo strike
123.79
IV
30.2%
B/E move
3.8%

50Δ

Calls
Pseudo strike
125.15
IV
26.4%
B/E move
3.8%
Puts
Pseudo strike
125.29
IV
30.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
123.85
IV
26.3%
B/E move
3.3%
Puts
Pseudo strike
126.87
IV
30.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
122.56
IV
26.2%
B/E move
2.9%
Puts
Pseudo strike
128.44
IV
30.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
121.27
IV
26.0%
B/E move
2.4%
Puts
Pseudo strike
130.02
IV
31.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
119.96
IV
26.0%
B/E move
2.0%
Puts
Pseudo strike
131.99
IV
31.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
117.96
IV
27.5%
B/E move
1.7%
Puts
Pseudo strike
133.95
IV
31.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
115.95
IV
29.0%
B/E move
1.4%
Puts
Pseudo strike
137.14
IV
33.8%
B/E move
0.7%