Citigroup (C) implied volatility
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C IV rank, percentile and one-year IV chart
- IV rank
- 16
- IV percentile
- 29
- 52-week high
- 61% · 2026-03-09
- 52-week low
- 23% · 2026-07-14
IV30 at-the-money implied volatility · HV30 30-day realized · dashed lines: 52-week IV high and low
Daily ATM IV30 (the expiration nearest 30 days, call/put average) stored every session since 2025-10-24; 252 sessions in the window. Rank = (today − low) ÷ (high − low); percentile = share of sessions below today.
More C: expected move · put/call ratio · option chain · earnings date · all C options data · definition · pricing calculator
Frequently asked questions
- What is C implied volatility?
- The annualized volatility the options market is pricing into Citigroup (C) options, backed out of their prices. 40% IV means the market expects the stock to move about 40% over a year, or roughly 2.5% on a typical day (40% ÷ √252). Each expiration has its own at-the-money IV; the list of them is the term structure.
- What does IV versus realized volatility tell me?
- Realized (historical) volatility is what the stock actually did over the last 30 trading days; implied is what options are charging for the next 30. IV above HV is a volatility premium that favors premium sellers; IV well below HV is rare and favors buyers.
- What is the 25-delta skew?
- The IV of the 25-delta put minus the IV of the 25-delta call on the same expiration. Positive skew (the usual case in stocks) means downside protection is priced richer than upside calls; a widening skew signals demand for hedges.
- What does the C IV chart show?
- One year of daily 30-day implied volatility (blue) against 30-day realized volatility (amber), with the 52-week IV high and low marked. When blue sits above amber, options are pricing more movement than C has delivered; the gap is the premium that option sellers collect.
- What is C's IV rank and how is it different from IV percentile?
- IV rank places today's 30-day implied volatility within its own range over the past year: 0 at the 52-week low, 100 at the high. IV percentile is the share of days in that year with lower IV. A single spike drags rank down for months while percentile keeps counting, so read the two together; both come from the daily ATM IV OptionScout stores for C every session.
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