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C - Citigroup
Implied Volatility Analysis

Implied Volatility:
33.8%
Put/Call-Ratio:
8.77

Citigroup has an Implied Volatility (IV) of 33.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for C is 26 and the Implied Volatility Percentile (IVP) is 52. The current Implied Volatility Index for C is -0.23 standard deviations away from its 1 year mean.

Market Cap$87.12B
Dividend Yield4.46% ($2.01)
Next Earnings Date1/13/2023 (36d)
Implied Volatility (IV) 30d
33.75
Implied Volatility Rank (IVR) 1y
26.11
Implied Volatility Percentile (IVP) 1y
51.78
Historical Volatility (HV) 30d
34.46
IV / HV
0.98
Open Interest
3.08M
Option Volume
289.89K
Put/Call Ratio (Volume)
8.77

Data was calculated after the 12/7/2022 closing.

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