Citigroup (C) rounds out the July 14 mega-cap bank cluster — a modest average mover with a slightly firmer two-year regime (±5.1% vs ±4.0% over ten years). Data as of July 2026, last ~16 reports.
C earnings at a glance
Citigroup’s decade average earnings move is about ±4.0%, with the last two years at ±5.1%. The 95th-percentile tail is about ±7.8%. As of early July 2026 the live implied move has been near ±5.5%.
Does C beat its implied move?
The implied move ahead of July 14, 2026 has been pricing near ±5.5% — above Citigroup’s ±4.0% decade average and close to its ±5.1% two-year pace. Whether the stock clears that figure is in the per-report history in the app.
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How C’s moves are distributed
The distribution is tight-to-moderate: most moves stay under ±5.9%, with tail risk near ±7.8%. Recent quarters have skewed slightly above the decade average.
Recent C earnings
Citigroup’s last peak move was about ±3.7% — a modest reaction in a firmer two-year regime. See all five banks on the July 14 calendar.
IV rush and IV crush on C
Like the rest of the bank cluster, C sees an IV rush into the BMO print and an IV crush after. The modest average move does not guarantee a small outcome any single quarter.
What C’s earnings data means for options
Reference only, not a signal. Citigroup averages ±4.0% over ten years (±5.1% over two) with a ±7.8% tail — test structures against the full history in the EarningsWatcher app.
Frequently asked questions
How much does C move on earnings?
Over its last ~16 reports (as of July 2026), Citigroup's average earnings-day peak move was about plus or minus 4.0% over ten years and plus or minus 5.1% over the last two years. The 95th-percentile move is about plus or minus 7.8%.
Does Citigroup usually beat its implied move?
It varies by quarter. See the implied-vs-actual history for C in the EarningsWatcher app.
What is C's implied move for earnings?
Citigroup reports July 14, 2026 (before the open); as of early July 2026 the live implied move has been near plus or minus 5.5%.
When does Citigroup (C) report earnings in July 2026?
Citigroup is scheduled for July 14, 2026, before the market open, with the other mega-cap banks.