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Citi Credit Options Snapshot - 7/21/2026-20260721
花旗· 2026-07-21 22:25
IG Citi Credit Options Snapshot - 7/21/2026 HY MA XO 0% 5% 10% 15% 20% 25% 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% Feb-25 May-25 Aug-25 Dec-25 Mar-26 Jun-26 Oct-26 3M Implied Volatility History ATM 25% Put 25-50 Skew (RHS) 0% 5% 10% 15% 20% 25% 30% 35% 40% 45% 50% 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% Feb-25 May-25 Aug-25 Dec-25 Mar-26 Jun-26 Oct-26 3M Implied Skew History 25% Call 25% Put 25% RR (RHS) 10% 30% 50% 70% 90% Feb-25 May-25 Aug-25 Dec-25 Mar-26 Jun-26 Oct-26 Realized Volatility 30D 90D ...