C option chain Citigroup Inc.
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±6.8% (125.22–143.38) · ATM IV 26.4% · P/C open interest 0.75
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 57.65 | 61.65 | 58.1% | 1.00 | 0.0002 | 0.000 | 75 | 0 | 2.13 | 121.3% | -0.00 | 0.0002 | -0.002 | ||||
| 53.00 | 56.25 | 1.00 | 0.0003 | 0.000 | 80 | 0 | 2.13 | 110.0% | -0.00 | 0.0003 | -0.002 | |||||
| 48.10 | 51.25 | 1.00 | 0.0004 | 0.000 | 85 | 0 | 2.13 | 99.3% | -0.00 | 0.0004 | -0.003 | |||||
| 43.10 | 46.30 | 1.00 | 0.0006 | 0.000 | 90 | 0 | 2.13 | 89.1% | -0.00 | 0.0006 | -0.004 | |||||
| 38.15 | 41.30 | 0.99 | 0.0010 | -0.001 | 95 | 0 | 0.7300 | 63.1% | -0.01 | 0.0010 | -0.005 | |||||
| 33.20 | 36.35 | 34.1% | 0.99 | 0.0016 | -0.003 | 100 | 0 | 0.9500 | 58.2% | -0.01 | 0.0016 | -0.007 | ||||
| 28.25 | 31.40 | 33.3% | 0.98 | 0.0026 | -0.006 | 105 | 0 | 1.45 | 55.3% | -0.02 | 0.0027 | -0.009 | ||||
| 23.05 | 26.85 | 33.6% | 0.97 | 0.0045 | -0.011 | 110 | 0.0100 | 0.3400 | 328 | 34.9% | -0.03 | 0.0046 | -0.013 | |||
| 18.50 | 22.05 | 34.5% | 0.95 | 0.0080 | -0.018 | 115 | 0.1700 | 0.4400 | 2 | 3 | 31.8% | -0.05 | 0.0080 | -0.020 | ||
| 14.85 | 15.85 | 27.9% | 0.90 | 0.0138 | -0.029 | 120 | 0.4300 | 0.8000 | 1 | 29 | 29.6% | -0.10 | 0.0140 | -0.031 | ||
| 13.95 | 15.10 | 28.7% | 0.88 | 0.0153 | -0.032 | 121 | 0.5100 | 1.05 | 10 | 12 | 30.1% | -0.12 | 0.0155 | -0.034 | ||
| 13.05 | 14.05 | 27.4% | 0.87 | 0.0169 | -0.035 | 122 | 0.6800 | 1.20 | 1 | 30.2% | -0.13 | 0.0171 | -0.036 | |||
| 12.20 | 13.15 | 27.1% | 0.85 | 0.0186 | -0.037 | 123 | 0.7100 | 1.27 | 13 | 11 | 29.0% | -0.15 | 0.0188 | -0.039 | ||
| 11.35 | 12.30 | 27.0% | 0.83 | 0.0203 | -0.040 | 124 | 0.8500 | 1.50 | 1 | 1 | 29.0% | -0.17 | 0.0206 | -0.042 | ||
| 10.55 | 11.50 | 27.0% | 0.81 | 0.0221 | -0.043 | 125 | 0.9700 | 1.71 | 1 | 15 | 28.7% | -0.19 | 0.0223 | -0.045 | ||
| 9.80 | 10.85 | 1 | 27.7% | 0.79 | 0.0238 | -0.046 | 126 | 1.18 | 1.93 | 3 | 28.6% | -0.21 | 0.0242 | -0.048 | ||
| 9.00 | 10.20 | 27.9% | 0.76 | 0.0256 | -0.049 | 127 | 1.42 | 2.13 | 28.3% | -0.24 | 0.0259 | -0.051 | ||||
| 8.60 | 9.45 | 1 | 28.9% | 0.74 | 0.0272 | -0.052 | 128 | 1.75 | 2.42 | 4 | 3 | 28.5% | -0.27 | 0.0277 | -0.053 | |
| 7.60 | 8.70 | 1 | 27.6% | 0.71 | 0.0288 | -0.054 | 129 | 1.91 | 2.71 | 8 | 2 | 27.9% | -0.29 | 0.0293 | -0.056 | |
| 6.90 | 7.95 | 4 | 27.2% | 0.68 | 0.0303 | -0.056 | 130 | 2.20 | 3.05 | 2 | 4 | 28.1% | -0.32 | 0.0308 | -0.058 | |
| 6.45 | 7.30 | 6 | 27.7% | 0.65 | 0.0316 | -0.058 | 131 | 2.45 | 3.45 | 1 | 27.4% | -0.36 | 0.0322 | -0.060 | ||
| 5.70 | 6.45 | 3 | 26.5% | 0.62 | 0.0327 | -0.060 | 132 | 3.00 | 3.85 | 5 | 27.9% | -0.39 | 0.0334 | -0.061 | ||
| 5.20 | 6.00 | 4 | 2 | 27.0% | 0.58 | 0.0336 | -0.061 | 133 | 2.88 | 4.25 | 2 | 7 | 27.6% | -0.42 | 0.0344 | -0.062 |
| 4.60 | 5.25 | 10 | 26.2% | 0.55 | 0.0343 | -0.061 | 134 | 3.70 | 4.60 | 2 | 26.7% | -0.46 | 0.0351 | -0.063 | ||
| 4.10 | 4.90 | 11 | 426 | 26.6% | 0.51 | 0.0348 | -0.061 | 135 | 4.30 | 5.20 | 9 | 27.3% | -0.49 | 0.0356 | -0.063 | |
| 3.60 | 4.20 | 2 | 4 | 25.8% | 0.48 | 0.0349 | -0.061 | 136 | 4.60 | 5.75 | 1 | 26.6% | -0.53 | 0.0359 | -0.063 | |
| 3.15 | 3.90 | 2 | 26.1% | 0.45 | 0.0348 | -0.060 | 137 | 5.15 | 6.35 | 26.6% | -0.56 | 0.0358 | -0.062 | |||
| 2.80 | 3.55 | 5 | 2 | 26.3% | 0.41 | 0.0344 | -0.059 | 138 | 5.90 | 6.90 | 2 | 26.8% | -0.60 | 0.0356 | -0.061 | |
| 2.41 | 3.20 | 4 | 26.2% | 0.38 | 0.0338 | -0.058 | 139 | 6.30 | 7.65 | 2 | 26.4% | -0.63 | 0.0350 | -0.059 | ||
| 2.09 | 2.82 | 6 | 81 | 26.1% | 0.34 | 0.0329 | -0.056 | 140 | 7.20 | 8.15 | 2 | 26.5% | -0.67 | 0.0342 | -0.057 | |
| 1.77 | 2.52 | 26.0% | 0.31 | 0.0318 | -0.053 | 141 | 7.55 | 9.10 | 26.1% | -0.70 | 0.0332 | -0.055 | ||||
| 1.53 | 2.24 | 2 | 26.1% | 0.28 | 0.0304 | -0.051 | 142 | 8.65 | 9.55 | 5 | 26.3% | -0.73 | 0.0319 | -0.052 | ||
| 1.26 | 1.91 | 2 | 1 | 25.7% | 0.25 | 0.0289 | -0.048 | 143 | 9.15 | 10.70 | 3 | 26.8% | -0.76 | 0.0305 | -0.050 | |
| 1.05 | 1.61 | 19 | 25.3% | 0.23 | 0.0273 | -0.045 | 144 | 9.90 | 11.50 | 26.6% | -0.79 | 0.0289 | -0.047 | |||
| 0.8600 | 1.56 | 7 | 3 | 25.9% | 0.20 | 0.0255 | -0.042 | 145 | 10.75 | 12.30 | 26.7% | -0.82 | 0.0272 | -0.044 | ||
| 0.7000 | 1.26 | 1 | 25.3% | 0.18 | 0.0237 | -0.039 | 146 | 11.75 | 13.20 | 27.7% | -0.84 | 0.0254 | -0.041 | |||
| 0.6200 | 1.22 | 6 | 1 | 26.2% | 0.16 | 0.0219 | -0.036 | 147 | 12.50 | 14.10 | 27.5% | -0.86 | 0.0237 | -0.038 | ||
| 0.3400 | 0.7200 | 6 | 8 | 25.7% | 0.11 | 0.0168 | -0.028 | 150 | 15.45 | 16.75 | 29.1% | -0.92 | 0.0193 | -0.029 | ||
| 0.2300 | 0.6000 | 6 | 26.8% | 0.08 | 0.0131 | -0.022 | 152.5 | 17.80 | 19.10 | 30.0% | -0.96 | 0.0171 | -0.028 | |||
| 0.0700 | 0.4700 | 21 | 26.9% | 0.06 | 0.0100 | -0.018 | 155 | 19.15 | 22.25 | -0.98 | 0.0114 | -0.025 | ||||
| 0.0200 | 0.2100 | 6 | 1 | 27.2% | 0.03 | 0.0059 | -0.011 | 160 | 24.40 | 27.10 | 33.4% | -1.00 | 0.0003 | -0.014 | ||
| 0 | 0.7500 | 38.4% | 0.02 | 0.0036 | -0.008 | 165 | 29.40 | 32.10 | 38.1% | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 1.35 | 48.4% | 0.01 | 0.0024 | -0.006 | 170 | 33.80 | 37.75 | 42.4% | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 1.91 | 57.2% | 0.01 | 0.0017 | -0.004 | 175 | 38.70 | 42.70 | 46.7% | -1.00 | 0.0000 | -0.014 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.