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 ±8.4% (126.70–150.00) · ATM IV 28.5% · P/C open interest —
| 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 | |
| 19.00 | 20.55 | 33.1% | 0.90 | 0.0106 | -0.017 | 120 | 0.5300 | 1.20 | 3 | 32.9% | -0.10 | 0.0107 | -0.029 | |||
| 18.15 | 19.65 | 32.9% | 0.89 | 0.0115 | -0.019 | 121 | 0.5400 | 1.30 | 1 | 32.1% | -0.11 | 0.0116 | -0.031 | |||
| 17.25 | 18.70 | 32.2% | 0.88 | 0.0124 | -0.022 | 122 | 0.6500 | 1.43 | 31.9% | -0.12 | 0.0126 | -0.033 | ||||
| 16.40 | 17.80 | 31.8% | 0.86 | 0.0134 | -0.025 | 123 | 0.7700 | 1.57 | 31.6% | -0.14 | 0.0136 | -0.035 | ||||
| 15.50 | 16.95 | 31.4% | 0.85 | 0.0145 | -0.027 | 124 | 0.9100 | 1.63 | 8 | 31.0% | -0.15 | 0.0146 | -0.036 | |||
| 14.70 | 16.20 | 31.7% | 0.84 | 0.0155 | -0.030 | 125 | 1.06 | 1.89 | 31.2% | -0.17 | 0.0157 | -0.039 | ||||
| 13.90 | 15.35 | 31.4% | 0.82 | 0.0166 | -0.032 | 126 | 1.23 | 2.07 | 31.0% | -0.18 | 0.0168 | -0.041 | ||||
| 13.10 | 14.40 | 2 | 30.6% | 0.80 | 0.0177 | -0.035 | 127 | 1.41 | 2.27 | 30.7% | -0.20 | 0.0180 | -0.043 | |||
| 12.35 | 13.65 | 30.7% | 0.79 | 0.0188 | -0.037 | 128 | 1.62 | 2.50 | 30.6% | -0.22 | 0.0191 | -0.045 | ||||
| 11.60 | 12.90 | 30.6% | 0.77 | 0.0199 | -0.040 | 129 | 1.79 | 2.83 | 30.5% | -0.24 | 0.0202 | -0.046 | ||||
| 10.85 | 12.15 | 30.3% | 0.75 | 0.0210 | -0.042 | 130 | 2.01 | 3.15 | 30.4% | -0.26 | 0.0213 | -0.048 | ||||
| 10.15 | 11.50 | 30.4% | 0.72 | 0.0220 | -0.044 | 131 | 2.31 | 3.40 | 30.2% | -0.28 | 0.0224 | -0.050 | ||||
| 9.45 | 10.70 | 29.9% | 0.70 | 0.0230 | -0.046 | 132 | 2.67 | 3.25 | 29.1% | -0.30 | 0.0234 | -0.051 | ||||
| 8.60 | 10.00 | 29.2% | 0.68 | 0.0238 | -0.048 | 133 | 3.00 | 3.60 | 29.0% | -0.33 | 0.0243 | -0.053 | ||||
| 8.00 | 9.30 | 29.1% | 0.65 | 0.0247 | -0.050 | 134 | 3.30 | 4.45 | 29.9% | -0.35 | 0.0252 | -0.054 | ||||
| 7.40 | 8.50 | 28.5% | 0.63 | 0.0254 | -0.051 | 135 | 3.55 | 4.85 | 29.5% | -0.38 | 0.0260 | -0.055 | ||||
| 6.85 | 7.95 | 28.6% | 0.60 | 0.0261 | -0.053 | 136 | 3.95 | 5.25 | 29.3% | -0.40 | 0.0267 | -0.056 | ||||
| 6.30 | 7.50 | 5 | 28.8% | 0.58 | 0.0266 | -0.054 | 137 | 4.35 | 5.70 | 30 | 29.2% | -0.43 | 0.0272 | -0.056 | ||
| 5.80 | 6.90 | 28.7% | 0.55 | 0.0270 | -0.054 | 138 | 5.00 | 5.60 | 16 | 28.3% | -0.46 | 0.0277 | -0.056 | |||
| 5.45 | 6.00 | 28.0% | 0.52 | 0.0272 | -0.055 | 139 | 5.45 | 6.10 | 28.2% | -0.49 | 0.0280 | -0.056 | ||||
| 5.05 | 5.50 | 14 | 28.1% | 0.49 | 0.0274 | -0.055 | 140 | 5.95 | 7.05 | 28.9% | -0.51 | 0.0282 | -0.056 | |||
| 4.60 | 5.00 | 7 | 27.9% | 0.47 | 0.0274 | -0.055 | 141 | 6.30 | 7.80 | 28.8% | -0.54 | 0.0283 | -0.055 | |||
| 4.10 | 4.60 | 27.7% | 0.44 | 0.0273 | -0.054 | 142 | 7.00 | 8.20 | 2 | 28.6% | -0.57 | 0.0282 | -0.054 | |||
| 3.65 | 4.20 | 27.5% | 0.41 | 0.0270 | -0.054 | 143 | 7.60 | 8.80 | 2 | 28.5% | -0.60 | 0.0281 | -0.053 | |||
| 3.15 | 3.95 | 27.5% | 0.39 | 0.0266 | -0.053 | 144 | 8.00 | 9.75 | 28.6% | -0.63 | 0.0277 | -0.052 | ||||
| 3.05 | 3.45 | 1 | 27.6% | 0.36 | 0.0261 | -0.052 | 145 | 8.60 | 10.45 | 28.5% | -0.65 | 0.0273 | -0.050 | |||
| 2.57 | 3.15 | 2 | 27.2% | 0.34 | 0.0255 | -0.050 | 146 | 9.45 | 10.90 | 28.2% | -0.68 | 0.0268 | -0.049 | |||
| 2.33 | 3.00 | 3 | 27.7% | 0.31 | 0.0248 | -0.049 | 147 | 9.90 | 11.65 | 27.6% | -0.70 | 0.0261 | -0.046 | |||
| 1.98 | 2.93 | 50 | 27.9% | 0.29 | 0.0240 | -0.047 | 148 | 10.60 | 12.45 | 27.6% | -0.73 | 0.0254 | -0.044 | |||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.