← Back to Stock / ETF implied volatility screenerC - Citigroup
C - Citigroup
Implied Volatility Analysis
Implied Volatility:
40.6%
40.6%
Put/Call-Ratio:
0.99
0.99
Citigroup has an Implied Volatility (IV) of 40.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for C is 57 and the Implied Volatility Percentile (IVP) is 80. The current Implied Volatility Index for C is 0.85 standard deviations away from its 1 year mean.
| Market Cap | $87.04B |
|---|---|
| Dividend Yield | 4.49% ($2.01) |
| Next Earnings Date | 4/14/2023 (16d) |
| Implied Volatility (IV) 30d | 40.56 |
| Implied Volatility Rank (IVR) 1y | 57.46 |
| Implied Volatility Percentile (IVP) 1y | 79.76 |
| Historical Volatility (HV) 30d | 46.94 |
| IV / HV | 0.86 |
| Open Interest | 2.45M |
| Option Volume | 87.42K |
| Put/Call Ratio (Volume) | 0.99 |
Data was calculated after the 3/28/2023 closing.
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