C · Cash-Secured-Puts
Citigroup, Inc. Common Stock (C) cash-secured puts
A modelled cash-secured put from the published implied volatility, with breakeven and buffer.
- Modelled strike
- $120.00
- Modelled premium
- $0.24
- Cash required
- $12,000.00
- Breakeven
- $119.76
- Downside buffer
- 6.8%
- Period return
- 0.2%
- Annualized return
- 11.0%
- Days to expiration
- 7
Update time unavailable
Loading graph — the exact table is available below.
$64.26Expiration P/L -$5,550.00Update time unavailable
Event / reference markers
- Spot: $128.52
- Expiry breakeven $119.76: $119.76
- sell put strike $120.00: $120.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$5,550.00 | Update time unavailable | ||
| -$5,421.48 | Update time unavailable | ||
| -$5,292.96 | Update time unavailable | ||
| -$5,164.44 | Update time unavailable | ||
| -$5,035.92 | Update time unavailable | ||
| -$4,907.40 | Update time unavailable | ||
| -$4,778.88 | Update time unavailable | ||
| -$4,650.36 | Update time unavailable | ||
| -$4,521.84 | Update time unavailable | ||
| -$4,393.32 | Update time unavailable | ||
| -$4,264.80 | Update time unavailable | ||
| -$4,136.28 | Update time unavailable | ||
| -$4,007.76 | Update time unavailable | ||
| -$3,879.24 | Update time unavailable | ||
| -$3,750.72 | Update time unavailable | ||
| -$3,622.20 | Update time unavailable | ||
| -$3,493.68 | Update time unavailable | ||
| -$3,365.16 | Update time unavailable | ||
| -$3,236.64 | Update time unavailable | ||
| -$3,108.12 | Update time unavailable | ||
| -$2,979.60 | Update time unavailable | ||
| -$2,851.08 | Update time unavailable | ||
| -$2,722.56 | Update time unavailable | ||
| -$2,594.04 | Update time unavailable | ||
| -$2,465.52 | Update time unavailable | ||
| -$2,337.00 | Update time unavailable | ||
| -$2,208.48 | Update time unavailable | ||
| -$2,079.96 | Update time unavailable | ||
| -$1,951.44 | Update time unavailable | ||
| -$1,822.92 | Update time unavailable | ||
| -$1,694.40 | Update time unavailable | ||
| -$1,565.88 | Update time unavailable | ||
| -$1,437.36 | Update time unavailable | ||
| -$1,308.84 | Update time unavailable | ||
| -$1,180.32 | Update time unavailable | ||
| -$1,051.80 | Update time unavailable | ||
| -$923.28 | Update time unavailable | ||
| -$794.76 | Update time unavailable | ||
| -$666.24 | Update time unavailable | ||
| -$537.72 | Update time unavailable | ||
| -$409.20 | Update time unavailable | ||
| -$280.68 | Update time unavailable | ||
| -$152.16 | Update time unavailable | ||
| -$23.64 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Spot reference | Update time unavailable | |
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable | ||
| $24.00 | Update time unavailable |
Black-Scholes from the published at-the-money implied volatility (one expected move out of the money). If assigned you buy 100 shares at the strike, an effective $119.76 per share after premium; the shares can keep falling.
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 6, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.