ReportGem ReportGem 中文

REAL-TIME GLOBAL RESEARCH

Citi Credit Options Snapshot

Published: 2026-08-06Institution: CitiPages: 8Original language: English

Research evidence excerpt

Citi Credit Options Snapshot - 8/06/2026

IG

HY

Implied Volatility Surface (by Put Delta)

MA

Implied Volatility Surface (by Put Delta)

90%

1M

90%

80%

70%

60%

50%

40%

30%

20%

0%

3M

ATM

25% Put

70%

75%

25% Put

50%

1M

25%

20%

15%

10%

90%

25%

0%

3M

0%

Oct-26

3M Implied Volatility History

25%

20%

70%

15%

60%

50%

10%

50%

45%

40%

35%

30%

25%

20%

15%

10%

5%

0%

Oct-26

30%

20%

0%

Feb-25 May-25 Aug-25 Dec-25 Mar-26 Jun-26 Oct-26

90%

25% Put

3M Implied Skew History

50%

45%

40%

70%

35%

30%

60%

25%

50%

20%

15%

40%

10%

30%

5%

20%

0%

Feb-25 May-25 Aug-25 Dec-25 Mar-26 Jun-26 Oct-26

25% Call

65%

25% Put

50%

0%

3M

ATM

25% Put

25% Call

90%

25% Put

20%

100%

75%

6M

50%

1M

90%

0%

3M

6M

3M Implied Volatility History

25%

20%

70%

60%

15%

50%

40%

10%

30%

20%

5%

10%

0%

Feb-25 May-25 Aug-25 Dec-25 Mar-26 Jun-26 Oct-26

ATM

90%

25% Put

25-50 Skew (RHS)

3M Implied Skew History

35%

80%

30%

70%

25%

60%

50%

20%

40%

15%

30%

10%

20%

5%

10%

0%

Feb-25 May-25 Aug-25 Dec-25 Mar-26 Jun-26 Oct-26

25% RR (RHS)

25% Call

Realized Volatility

25%

80%

25-50 Skew (RHS)

3M Implied Skew History

100%

80%

90%

70%

80%

60%

70%

60%

50%

40%

30%

20%

10%

0%

Feb-25 May-25 Aug-25 Dec-25 Mar-26 Jun-26 Oct-26

25% RR (RHS)

Realized Volatility

25%

3M Implied Volatility History

100%

25%

90%

80%

20%

70%

60%

15%

50%

40%

10%

30%

20%

5%

10%

0%

Feb-25 May-25 Aug-25 Dec-25 Mar-26 Jun-26 Oct-26

25-50 Skew (RHS)

80%

25% RR (RHS)

Realized Volatility

5%

ATM

75%

1M

40%

5%

20%

100%

6M

80%

25-50 Skew (RHS)

3M Implied Skew History

100%

90%

80%

70%

60%

50%

40%

30%

20%

10%

0%

Feb-25 May-25 Aug-25 Dec-25 Mar-26 Jun-26

25% Call

100%

6M

3M Implied Volatility History

100%

90%

80%

70%

60%

50%

40%

30%

20%

10%

0%

Feb-25 May-25 Aug-25 Dec-25 Mar-26 Jun-26

100%

80%

50%

25%

Implied Volatility Surface (by Put Delta)

90%

60%

50%

100%

90%

70%

75%

Implied Volatility Surface (by Put Delta)

100%

80%

100%

XO

70%

25% Put

25% RR (RHS)

Realized Volatility

70%

50%

45%

30%

25%

50%

30%

10%

Feb-25 May-25 Aug-25 Dec-25 Mar-26

30D

Jun-26

90D

Oct-26

5%

Feb-25 May-25 Aug-25 Dec-25 Mar-26

30D

Jun-26

90D

Oct-26

10%

Feb-25 May-25 Aug-25 Dec-25 Mar-26

30D

Jun-26

90D

Oct-26

10%

Feb-25 May-25 Aug-25 Dec-25 Mar-26

30D

Jun-26

Oct-26

90D

Analyst: Philip Dobrinov.…

The English excerpt is extracted automatically from the cited source page and may contain layout or recognition errors. It is never batch translated.

Open report viewer