C · Covered-Calls
Citigroup, Inc. Common Stock (C) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $135.00
- Modelled premium
- $0.59
- Premium yield
- 0.5%
- Annualized premium yield
- 27.1%
- Breakeven
- $127.93
- Downside protection
- 0.5%
- Days to expiration
- 7
Update time unavailable
Loading graph — the exact table is available below.
$64.26Expiration P/L -$6,367.00Update time unavailable
Event / reference markers
- Spot: $128.52
- Expiry breakeven $127.93: $127.93
- sell call strike $135.00: $135.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$6,367.00 | Update time unavailable | ||
| -$6,238.48 | Update time unavailable | ||
| -$6,109.96 | Update time unavailable | ||
| -$5,981.44 | Update time unavailable | ||
| -$5,852.92 | Update time unavailable | ||
| -$5,724.40 | Update time unavailable | ||
| -$5,595.88 | Update time unavailable | ||
| -$5,467.36 | Update time unavailable | ||
| -$5,338.84 | Update time unavailable | ||
| -$5,210.32 | Update time unavailable | ||
| -$5,081.80 | Update time unavailable | ||
| -$4,953.28 | Update time unavailable | ||
| -$4,824.76 | Update time unavailable | ||
| -$4,696.24 | Update time unavailable | ||
| -$4,567.72 | Update time unavailable | ||
| -$4,439.20 | Update time unavailable | ||
| -$4,310.68 | Update time unavailable | ||
| -$4,182.16 | Update time unavailable | ||
| -$4,053.64 | Update time unavailable | ||
| -$3,925.12 | Update time unavailable | ||
| -$3,796.60 | Update time unavailable | ||
| -$3,668.08 | Update time unavailable | ||
| -$3,539.56 | Update time unavailable | ||
| -$3,411.04 | Update time unavailable | ||
| -$3,282.52 | Update time unavailable | ||
| -$3,154.00 | Update time unavailable | ||
| -$3,025.48 | Update time unavailable | ||
| -$2,896.96 | Update time unavailable | ||
| -$2,768.44 | Update time unavailable | ||
| -$2,639.92 | Update time unavailable | ||
| -$2,511.40 | Update time unavailable | ||
| -$2,382.88 | Update time unavailable | ||
| -$2,254.36 | Update time unavailable | ||
| -$2,125.84 | Update time unavailable | ||
| -$1,997.32 | Update time unavailable | ||
| -$1,868.80 | Update time unavailable | ||
| -$1,740.28 | Update time unavailable | ||
| -$1,611.76 | Update time unavailable | ||
| -$1,483.24 | Update time unavailable | ||
| -$1,354.72 | Update time unavailable | ||
| -$1,226.20 | Update time unavailable | ||
| -$1,097.68 | Update time unavailable | ||
| -$969.16 | Update time unavailable | ||
| -$840.64 | Update time unavailable | ||
| -$712.12 | Update time unavailable | ||
| -$583.60 | Update time unavailable | ||
| -$455.08 | Update time unavailable | ||
| -$326.56 | Update time unavailable | ||
| -$198.04 | Update time unavailable | ||
| -$69.52 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| $59.00 | Spot reference | Update time unavailable | |
| $59.00 | Update time unavailable | ||
| $187.52 | Update time unavailable | ||
| $316.04 | Update time unavailable | ||
| $444.56 | Update time unavailable | ||
| $573.08 | Update time unavailable | ||
| $701.60 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable | ||
| $707.00 | Update time unavailable |
Black-Scholes from the published at-the-money implied volatility (one expected move above spot). Requires 100 shares per contract; above the strike the shares are called away.
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.