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C - Citigroup
Implied Volatility Analysis

Implied Volatility:
41.3%
Put/Call-Ratio:
0.34

Citigroup has an Implied Volatility (IV) of 41.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for C is 56 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for C is 1.61 standard deviations away from its 1 year mean.

Market Cap$94.81B
Dividend Yield4.21% ($2.01)
Next Earnings Date7/15/2022 (17d)
Implied Volatility (IV) 30d
41.33
Implied Volatility Rank (IVR) 1y
56.30
Implied Volatility Percentile (IVP) 1y
91.67
Historical Volatility (HV) 30d
35.29
IV / HV
1.17
Open Interest
2.64M
Option Volume
113.76K
Put/Call Ratio (Volume)
0.34

Data was calculated after the 6/27/2022 closing.

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