C as of Nov 2 · 04:22 ET

CNYSENational Commercial Banks

Citigroup Inc · Brief

Next report

72 days

Jan 13est.

Earnings

Expected move

Inputs

±1.6%implied · report alone

120.69124.59

straddle ±9.1%

spot 122.64exp Jan 15ATM strike 125ATM straddle 13.20IV 29%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

3 of 5≥ implied

avg implied: ±3.5%
avg realized: ±4.1%

Jan 15 '25—▲+6.49%—

Apr 15 '25—▲+1.76%—

Jul 15 '25—▲+3.68%—

Q3 FY25±4.1%▲+3.89%×0.95

Jan 14 '26±3.3%▼−3.34%×1.01

Q1 FY26±3.2%▲+2.61%×0.82

Q2 FY26±3.6%▼−5.29%×1.48

Oct 13 '26±3.4%▼−5.60%×1.63

quarterimplied−10%0+10%realized×

Oct '26±3.4%▼−5.60%×1.63

Q2 FY26±3.6%▼−5.29%×1.48

Q1 FY26±3.2%▲+2.61%×0.82

Jan '26±3.3%▼−3.34%×1.01

Q3 FY25±4.1%▲+3.89%×0.95

Jul '25—▲+3.68%—

2 older reports

Apr '25—▲+1.76%—

Jan '25—▲+6.49%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Jan 13 report · est.

Bull2 of 3

9customers disclosing company as a supplierSEC filings

10tracked funds holding company sharesN-PORT · Aug 31 '26

Bear2 of 4

2 of 5recent reports where the move came in under the options implied rangeEarnings history

72managers holding four fifths of reported value13F · Jun 30 '26

AI captions · Oct 19 '26once per report · top 2 per case

Linked exposure

C report session

Customers 4

ASXASE Technology Holding×0.56 DDSDillard's×0.43 ADSKAutodesk×0.29 SEVNSeven Hills Realty Trust×0.27

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

No changes.

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.