CFG Gamma Exposure, IV Rank & Implied Volatility
Citizens Financial Group (CFG) options data — GEX, IV rank, options chain & Greeks
CFG options trade with implied volatility typically in the 22% - 50% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar.
An IV rank near 62.8 (the value shown here is illustrative) would mean implied volatility is in roughly the 62.8th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live CFG IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real CFG IV history on the live platform →
Comprehensive options market data for Citizens Financial Group (CFG).
CFG Options at a Glance
What's Covered in This Guide
1 About Citizens Financial Group (CFG)
Citizens Financial Group (CFG) is a regional banking company listed on NYSE.
Company Profile
Key Dates
Citizens Financial Group is a Regional Banking) company in the Finance sector.
2 CFG Options Market Overview
CFG options provide trading opportunities for options traders.
Liquidity Assessment: Good
CFG options provide trading opportunities across multiple expirations.
3 CFG Implied Volatility & IV Rank
CFG implied volatility patterns reflect the regional banking sector dynamics.
Earnings Impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short CFG options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
CFG IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
CFG Gamma Exposure (GEX)
Gamma Exposure analysis for CFG reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: CFG tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common CFG Options Strategies
These are strategies commonly used by traders on CFG options, based on typical market characteristics. This is not investment advice.
Popular for CFG shareholders seeking additional income.
Defined-risk directional exposure on CFG.
Range-bound strategy for CFG between events.
Key Considerations for CFG Options
- Monitor CFG earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- CFG options liquidity varies by expiration - prefer near-term and monthly expirations
Frequently Asked Questions: CFG Options
What is CFG's typical implied volatility?
CFG implied volatility typically ranges from 22% - 50%. IV patterns are influenced by earnings, sector events, and market conditions.
Does CFG have weekly options?
Check with your broker, CFG may offer weekly options expirations.
What is CFG's options trading profile?
CFG (Citizens Financial Group) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 22% - 50% range. The position sits in the Finance category for portfolio diversification and options strategy design.
How does CFG implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on CFG?
Popular strategies on CFG options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 22% - 50% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is CFG's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence CFG's intraday price action. CFG tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live CFG GEX levels and the gamma-flip point on ApexVol.
What is CFG's IV rank?
CFG's IV rank shows where CFG's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. CFG implied volatility typically ranges from 22% - 50%. Check CFG's live IV rank and percentile on ApexVol's IV analytics.
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CFG Analytics
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