C · expected move by expiry
Citigroup is priced to move 3.4% by 2026-Sep-04.
Options price a ±3.41% move (about $4.54) by 2026-Sep-04 (Fri), a range of 127.46 to 136.53 from the last price of 132.90. Max pain for that expiry is 134.00.
C
Citigroup Inc.
Last
132.90 +0.22 (0.2%)
Next expiry move
±3.41% 6 days
Vol regime
Low
Put / call
0.91
Weekend
Fetched 2026-08-30, 02:46:54 AM ET
Fetched 2026-08-30, 02:46:54 AM ET
expected range last price 132.90 max painAxis 118 to 144, shared by every row
Expiry
Expected range (1 SD)
Expected move
Max pain
Odds inside
2026-Sep-04Fri, 6 days
127.46
136.53
Expected move±3.41%±$4.54
Max pain134.000.8% above last price
Odds of closing inside70%put/call 0.91
2026-Sep-11Fri, 13 days
125.08
138.13
Expected move±4.91%±$6.53
Max pain134.000.8% above last price
Odds of closing inside68%put/call 2.15
2026-Sep-18Fri, 20 days
123.24
139.34
Expected move±6.06%±$8.05
Max pain130.002.2% below last price
Odds of closing inside68%put/call 0.59
2026-Sep-25Fri, 27 days
121.93
141.69
Expected move±7.43%±$9.88
Max pain133.000.1% above last price
Odds of closing inside68%put/call 1.27
2026-Oct-02Fri, 34 days
119.79
142.94
Expected move±8.71%±$11.58
Max pain132.000.7% below last price
Odds of closing inside68%put/call 2.32
Options flow, nearest expiry
Caution
Lean bearish - moderate negative flow Score -0.37 on a -1 to +1 scale.
Key levels from open interest
131.00 / 135.00
Heaviest put open interest sits at 131.00 and heaviest call open interest at 135.00. Price tends to gravitate toward large open interest into expiry.
Setup
Technical Breakout / Breakdown
Read from implied volatility, momentum and breakout signals across the chain. Descriptive, not a forecast.
Reading the C expected move table
Each row is one expiry. The shaded band is the one-standard-deviation range the option chain implies for C on that date: the market gives roughly a two-in-three chance that C closes inside it and a one-in-three chance it closes outside. The black tick is the last traded price, 132.90. The diamond is max pain, the strike where option holders would collect the least if the stock settled there.
The range widens with time because uncertainty compounds with the square root of time: the 2026-Oct-02 range (±8.71%) is wider than the 2026-Sep-04 range (±3.41%) even though the daily volatility behind both is the same. Read the methodology for the formulas, or the guide to what the expected move means in practice.
Figures are derived from delayed public option data and recalculated through the trading day. Nothing on this page is investment advice. Machine-readable version: /api/expected-move/C.
Other tickers