Citi Trends Inc (CTRN) Implied Volatility

This page breaks down CTRN's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.

Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close
$56.42
52-week range
$29.10 – $90.00
IV rank
30 / 100
Low
Put/call OI
0.00
Call-heavy
Max pain
$22.5
↓ 60.1% below close
Next earnings
Sep 7, 2026

Implied Volatility & Expected Move

37%56%75%94%113%Jan '26Mar '26Apr '26

CTRN 30-day at-the-money implied volatility, past year.

ATM IV — 2 month72.8%
IV rank (1 year)30 / 100
IV percentile (1 year)5%
Historical volatility — 10 day321.8%
Historical volatility — 21 day448.6%
Historical volatility — 30 day389.2%
Historical volatility — 60 day330.2%

An IV rank of 30 places current implied volatility in the lower part of its 52-week range.

CTRN IV Rank History

023477094Feb '26May '26Jul '26

CTRN IV rank (0–100), past year.

IV rank has fallen from 85 in Feb '26 to 30 today. An IV percentile of 5% means implied volatility was lower than today on 5% of trading days in the past year.

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CTRN Options FAQ

Is CTRN implied volatility high or low right now?

By its own 52-week standards, CTRN implied volatility is currently low: IV rank is 30 out of 100 as of Jul 10, 2026.

What is the difference between CTRN's IV rank and IV percentile?

IV rank (currently 30) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 5%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.