Citigroup Inc. (C) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

Snapshot as of Apr 21, 2026.

Spot Price

$131.51

ATM IV

34.7%

IV Skew 25Δ

0.04

As of Apr 21, 2026, Citigroup Inc. (C) at-the-money implied volatility is 34.7%. The 25-delta skew is +0.035 — calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.