C option chain Citigroup Inc.
Cboe delayed options data · as of 00:33 UTC
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 ±8.2% (123.35–145.25) · ATM IV 29.3% · P/C open interest 1.46
| 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 | |
| 63.20 | 66.10 | 107 | 1.00 | 0.0001 | 0.000 | 70 | 0 | 0.0400 | 65 | 68.9% | -0.00 | 0.0001 | -0.001 | |||
| 58.40 | 60.90 | 1.00 | 0.0002 | 0.000 | 75 | 0 | 0.0500 | 152 | 63.5% | -0.00 | 0.0002 | -0.002 | ||||
| 53.45 | 56.00 | 31 | 1.00 | 0.0003 | 0.000 | 80 | 0 | 0.0700 | 10 | 503 | 59.1% | -0.00 | 0.0003 | -0.002 | ||
| 48.45 | 51.00 | 3 | 1.00 | 0.0005 | 0.000 | 85 | 0 | 0.0700 | 195 | 52.8% | -0.00 | 0.0005 | -0.003 | |||
| 43.30 | 46.25 | 13 | 0.99 | 0.0008 | 0.000 | 90 | 0 | 0.1500 | 300 | 51.4% | -0.01 | 0.0008 | -0.004 | |||
| 38.45 | 41.80 | 200 | 55.1% | 0.99 | 0.0013 | 0.000 | 95 | 0.0300 | 0.1200 | 127 | 45.2% | -0.01 | 0.0013 | -0.006 | ||
| 33.00 | 36.90 | 160 | 39.0% | 0.98 | 0.0020 | -0.003 | 100 | 0.0600 | 0.1500 | 12 | 1,261 | 41.2% | -0.02 | 0.0020 | -0.008 | |
| 28.75 | 31.20 | 199 | 33.2% | 0.97 | 0.0033 | -0.007 | 105 | 0.0500 | 0.2800 | 3,231 | 37.9% | -0.03 | 0.0034 | -0.012 | ||
| 23.85 | 26.40 | 263 | 32.7% | 0.96 | 0.0056 | -0.013 | 110 | 0.2700 | 0.3600 | 60 | 1,691 | 35.9% | -0.04 | 0.0056 | -0.018 | |
| 19.80 | 21.05 | 271 | 32.2% | 0.92 | 0.0092 | -0.022 | 115 | 0.4900 | 0.7200 | 56 | 4,461 | 34.3% | -0.08 | 0.0093 | -0.026 | |
| 15.35 | 16.60 | 11 | 338 | 31.5% | 0.86 | 0.0143 | -0.034 | 120 | 1.06 | 1.16 | 93 | 10.6K | 32.7% | -0.14 | 0.0145 | -0.037 |
| 11.35 | 12.20 | 15 | 634 | 29.8% | 0.78 | 0.0204 | -0.047 | 125 | 1.90 | 2.07 | 1,708 | 8,531 | 31.3% | -0.22 | 0.0207 | -0.049 |
| 8.20 | 8.50 | 294 | 1,942 | 29.9% | 0.66 | 0.0259 | -0.057 | 130 | 3.30 | 3.45 | 210 | 4,754 | 30.1% | -0.34 | 0.0263 | -0.059 |
| 5.30 | 5.65 | 528 | 2,472 | 29.2% | 0.52 | 0.0289 | -0.061 | 135 | 5.35 | 5.60 | 380 | 2,037 | 29.4% | -0.48 | 0.0296 | -0.063 |
| 3.25 | 3.45 | 617 | 5,215 | 28.6% | 0.38 | 0.0282 | -0.058 | 140 | 8.20 | 8.55 | 127 | 3,406 | 28.8% | -0.63 | 0.0292 | -0.059 |
| 1.79 | 1.99 | 326 | 3,502 | 28.3% | 0.26 | 0.0240 | -0.048 | 145 | 11.75 | 12.80 | 499 | 30.5% | -0.76 | 0.0254 | -0.049 | |
| 0.9800 | 1.13 | 110 | 3,537 | 28.6% | 0.16 | 0.0181 | -0.036 | 150 | 15.95 | 17.10 | 72 | 31.7% | -0.87 | 0.0196 | -0.037 | |
| 0.4100 | 0.6100 | 71 | 3,328 | 28.2% | 0.10 | 0.0125 | -0.026 | 155 | 20.25 | 21.70 | 19 | 31.4% | -0.94 | 0.0151 | -0.027 | |
| 0.1700 | 0.3400 | 23 | 3,849 | 28.5% | 0.06 | 0.0082 | -0.017 | 160 | 25.00 | 26.40 | 29.9% | -0.99 | 0.0088 | -0.027 | ||
| 0.1300 | 0.2500 | 639 | 30.9% | 0.03 | 0.0052 | -0.012 | 165 | 29.50 | 32.05 | 37.2% | -1.00 | 0.0002 | -0.023 | |||
| 0 | 0.2200 | 307 | 31.8% | 0.02 | 0.0034 | -0.008 | 170 | 34.50 | 37.25 | 43.8% | -1.00 | 0.0000 | -0.023 | |||
| 0.0100 | 0.1800 | 318 | 34.4% | 0.01 | 0.0023 | -0.006 | 175 | 39.30 | 42.30 | 46.1% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 0.1000 | 769 | 34.5% | 0.01 | 0.0016 | -0.004 | 180 | 44.30 | 47.20 | 48.5% | -1.00 | 0.0000 | -0.023 | |||
| 0.0100 | 0.0500 | 249 | 35.3% | 0.01 | 0.0011 | -0.003 | 185 | 49.30 | 52.20 | 52.2% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 0.0400 | 514 | 36.3% | 0.01 | 0.0009 | -0.003 | 190 | 54.30 | 57.20 | 55.7% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 0.0500 | 15 | 39.6% | 0.00 | 0.0007 | -0.002 | 195 | 59.30 | 62.30 | 60.8% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 0.0300 | 72 | 40.0% | 0.00 | 0.0005 | -0.002 | 200 | 64.30 | 67.20 | 62.4% | -1.00 | 0.0000 | -0.023 | |||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs