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 ±10.8% (119.75–148.85) · ATM IV 29.1% · P/C open interest 1.13
| 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 | |
| 62.80 | 66.75 | 33 | 1.00 | 0.0002 | 0.000 | 70 | 0 | 0.1700 | 123 | 60.2% | -0.00 | 0.0003 | -0.002 | |||
| 57.75 | 61.80 | 2,238 | 1.00 | 0.0004 | 0.000 | 75 | 0 | 0.2200 | 221 | 56.2% | -0.01 | 0.0005 | -0.003 | |||
| 53.60 | 56.15 | 34 | 32.8% | 0.99 | 0.0006 | 0.000 | 80 | 0.0500 | 0.1300 | 2 | 917 | 49.3% | -0.01 | 0.0007 | -0.004 | |
| 47.95 | 51.90 | 69 | 37.8% | 0.99 | 0.0009 | 0.000 | 85 | 0.0500 | 0.2100 | 3 | 398 | 46.4% | -0.01 | 0.0011 | -0.005 | |
| 43.00 | 46.95 | 117 | 35.7% | 0.99 | 0.0014 | -0.002 | 90 | 0 | 0.2700 | 552 | 41.5% | -0.02 | 0.0016 | -0.007 | ||
| 38.10 | 42.10 | 319 | 37.5% | 0.98 | 0.0021 | -0.004 | 95 | 0.1800 | 0.3200 | 10 | 800 | 40.3% | -0.02 | 0.0023 | -0.009 | |
| 33.90 | 36.45 | 280 | 34.1% | 0.97 | 0.0032 | -0.007 | 100 | 0.2900 | 0.3900 | 19 | 2,805 | 37.3% | -0.04 | 0.0034 | -0.012 | |
| 29.10 | 31.65 | 74 | 33.2% | 0.95 | 0.0048 | -0.012 | 105 | 0.4500 | 0.6500 | 3 | 2,730 | 35.5% | -0.06 | 0.0051 | -0.016 | |
| 24.50 | 26.30 | 141 | 27.9% | 0.92 | 0.0072 | -0.018 | 110 | 0.8400 | 0.9900 | 16 | 1,728 | 34.2% | -0.09 | 0.0075 | -0.021 | |
| 20.05 | 21.85 | 402 | 28.9% | 0.88 | 0.0103 | -0.025 | 115 | 1.37 | 1.53 | 14 | 2,755 | 32.8% | -0.13 | 0.0106 | -0.027 | |
| 16.55 | 17.90 | 232 | 31.8% | 0.82 | 0.0139 | -0.032 | 120 | 2.18 | 2.36 | 44 | 2,648 | 31.7% | -0.19 | 0.0140 | -0.034 | |
| 12.75 | 13.65 | 428 | 29.7% | 0.74 | 0.0175 | -0.039 | 125 | 3.35 | 3.55 | 27 | 1,195 | 30.6% | -0.28 | 0.0176 | -0.040 | |
| 9.60 | 10.25 | 25 | 1,297 | 29.3% | 0.64 | 0.0205 | -0.044 | 130 | 5.00 | 5.45 | 62 | 2,207 | 30.3% | -0.37 | 0.0205 | -0.044 |
| 7.05 | 7.35 | 27 | 2,116 | 28.9% | 0.53 | 0.0221 | -0.046 | 135 | 7.20 | 7.50 | 37 | 2,504 | 29.2% | -0.48 | 0.0221 | -0.046 |
| 4.90 | 5.10 | 93 | 1,713 | 28.5% | 0.42 | 0.0221 | -0.044 | 140 | 9.95 | 10.60 | 13 | 636 | 29.3% | -0.59 | 0.0220 | -0.043 |
| 3.25 | 3.45 | 672 | 2,198 | 28.2% | 0.32 | 0.0204 | -0.040 | 145 | 12.70 | 14.40 | 205 | 28.7% | -0.69 | 0.0203 | -0.039 | |
| 1.93 | 2.26 | 27 | 4,744 | 27.6% | 0.23 | 0.0174 | -0.033 | 150 | 16.90 | 18.05 | 130 | 29.1% | -0.78 | 0.0177 | -0.032 | |
| 1.33 | 1.44 | 146 | 955 | 28.1% | 0.16 | 0.0140 | -0.027 | 155 | 20.95 | 22.80 | 40 | 30.5% | -0.85 | 0.0150 | -0.027 | |
| 0.8100 | 0.9200 | 24 | 946 | 28.2% | 0.11 | 0.0107 | -0.021 | 160 | 25.50 | 27.35 | 31.8% | -0.91 | 0.0129 | -0.022 | ||
| 0.4600 | 0.6000 | 16 | 1,123 | 28.3% | 0.07 | 0.0079 | -0.015 | 165 | 29.60 | 32.25 | 30.8% | -0.96 | 0.0115 | -0.023 | ||
| 0.2300 | 0.4700 | 10 | 532 | 28.9% | 0.05 | 0.0058 | -0.012 | 170 | 34.50 | 37.05 | 31.9% | -0.99 | 0.0059 | -0.013 | ||
| 0.0900 | 0.3500 | 283 | 29.3% | 0.03 | 0.0042 | -0.009 | 175 | 39.50 | 42.05 | 35.0% | -1.00 | 0.0000 | -0.013 | |||
| 0.0500 | 0.2800 | 133 | 30.4% | 0.02 | 0.0030 | -0.007 | 180 | 44.00 | 47.70 | 39.2% | -1.00 | 0.0000 | -0.013 | |||
| 0.0500 | 0.3600 | 131 | 33.9% | 0.02 | 0.0022 | -0.005 | 185 | 48.80 | 52.70 | 41.0% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.3300 | 40 | 35.1% | 0.01 | 0.0017 | -0.004 | 190 | 53.80 | 57.70 | 43.9% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.1900 | 236 | 34.6% | 0.01 | 0.0013 | -0.003 | 195 | 59.50 | 62.05 | 46.6% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.2400 | 72 | 37.7% | 0.01 | 0.0010 | -0.003 | 200 | 63.80 | 67.70 | 49.3% | -1.00 | 0.0000 | -0.013 | |||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.