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Citigroup Inc C 124.74 2.03 1.65%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $124.63
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$1.61 $123.02 – $126.23 $122.71 – $126.54 $121.19 – $128.06
2 sessions ±1.8% ±$2.23 $122.39 – $126.86 $121.92 – $127.33 $119.81 – $129.44
3 sessions ±2.3% ±$2.84 $121.78 – $127.47 $121.24 – $128.01 $118.58 – $130.67
1 week ±2.9% ±$3.63 $120.99 – $128.26 $120.18 – $129.07 $116.87 – $132.38
2 weeks ±4.1% ±$5.15 $119.48 – $129.77 $118.26 – $130.99 $113.63 – $135.62
3 weeks ±5.0% ±$6.28 $118.34 – $130.91 $116.81 – $132.44 $111.35 – $137.90
1 month ±5.9% ±$7.37 $117.26 – $131.99 $115.44 – $133.81 $109.02 – $140.23
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.38%
Average actual move
4.19%
Beyond the implied move
3 / 7
Median IV change
-17.15%
Reaction session Implied Actual Used ATM IV before → after
October 13, 2026 ±4.09% -5.60% 1.37× —
July 14, 2026 ±4.21% -5.29% 1.26× —
April 14, 2026 ±4.38% +2.61% 0.60× —
October 14, 2025 ±4.71% +3.89% 0.83× 41.7% → 36.2%
July 15, 2025 ±4.25% +3.68% 0.87× 36.6% → 29.2%
April 15, 2025 ±5.01% +1.76% 0.35× 49.1% → 42.2%
January 15, 2025 ±4.03% +6.49% 1.61× 31.9% → 24.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →