C · Expected-Move

Citigroup, Inc. Common Stock (C) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$128.52

Expected move: $6.19
Expected move %: 4.8%
Lower boundary: $122.34
Upper boundary: $134.71
Median historical move: 3.0%
Method: ATM_STRADDLE_MIDPOINT

Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Select observation

Loading graph — the exact table is available below.

2023-10-12Realized move 0.241%Implied move UnavailableSigned actual 0.241% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
Realized move (%)	Implied move (%)	Context	Updated
0.241%	Unavailable	Signed actual 0.241% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.0368%	Unavailable	Signed actual 1.0368% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.6967%	Unavailable	Signed actual 1.6967% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.8111%	Unavailable	Signed actual 1.8111% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
5.1054%	Unavailable	Signed actual 5.1054% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
6.4898%	Unavailable	Signed actual 6.4898% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.7557%	Unavailable	Signed actual 1.7557% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.68%	Unavailable	Signed actual 3.68% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.8919%	Unavailable	Signed actual 3.8919% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.3448%	Unavailable	Signed actual 3.3448% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
2.6132%	Unavailable	Signed actual 2.6132% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
5.2874%	Unavailable	Signed actual 5.2874% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable

Next steps

Calculator

Run the numbers

Open the calculator that uses the same formulas as this page.

Open tool →Guide

Understand the strategy

Learn the risk, the payoff and the common mistakes.

Read guide →

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.