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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Citigroup Inc. (C) - NYSE Next Earnings Date: OS Estimate: July 17, 2020 BO
OS Projected Window: July 11, 2020 to July 16, 2020
EVR: 1.3
Avg Daily Volume: 32,666,299    Market Cap: 102.34B
Sector: Financial    Short Interest: 1.51
Live Interactive Chart
Days to Next Earnings: 42 Days
Current 7 Day Implied Movement: 5.99%       Theoretical Expires in 7 days


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 26

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
April 15, 2020 BO $45.42 8.44% 8.54% -4.51% $43.37 $42.86 N/A N/A -6.18% 3.54% 2.46%
Jan. 14, 2020 BO $80.65 3.11% 1.43% 0.68% $81.20 $81.91 N/A N/A 3.05% 3.62% 2.27%
Oct. 15, 2019 BO $70.24 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 15, 2019 BO $71.77
April 15, 2019 BO $67.42
Jan. 14, 2019 BO $56.69
Oct. 12, 2018 BO $68.38
July 13, 2018 BO $68.51
April 13, 2018 BO $72.13
Jan. 16, 2018 BO $76.84

 
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