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 ±12.5% (117.55–151.05) · ATM IV 28.8% · P/C open interest 2.17
| 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 | |
| 65.25 | 69.25 | 374 | 1.00 | 0.0004 | 0.000 | 67.5 | 0 | 0.3500 | 1,020 | 60.1% | -0.01 | 0.0004 | -0.003 | |||
| 62.80 | 66.75 | 2,919 | 0.99 | 0.0004 | 0.000 | 70 | 0.0500 | 0.3000 | 3 | 893 | 57.3% | -0.01 | 0.0005 | -0.003 | ||
| 60.30 | 64.30 | 2,146 | 0.99 | 0.0005 | 0.000 | 72.5 | 0 | 0.3700 | 280 | 54.9% | -0.01 | 0.0006 | -0.004 | |||
| 57.90 | 61.80 | 2,687 | 0.99 | 0.0006 | 0.000 | 75 | 0 | 0.3200 | 2 | 772 | 51.2% | -0.01 | 0.0007 | -0.004 | ||
| 56.10 | 58.70 | 46 | 39.0% | 0.99 | 0.0008 | 0.000 | 77.5 | 0.0400 | 0.2800 | 5 | 680 | 48.6% | -0.01 | 0.0008 | -0.004 | |
| 52.95 | 56.90 | 3,076 | 38.2% | 0.99 | 0.0009 | 0.000 | 80 | 0.0600 | 0.2100 | 599 | 1,111 | 45.0% | -0.01 | 0.0010 | -0.005 | |
| 50.45 | 53.85 | 52 | 0.99 | 0.0011 | 0.000 | 82.5 | 0.0100 | 0.4000 | 169 | 45.4% | -0.02 | 0.0012 | -0.006 | |||
| 48.00 | 52.00 | 3 | 898 | 37.9% | 0.98 | 0.0013 | 0.000 | 85 | 0.0600 | 0.2900 | 1,230 | 41.9% | -0.02 | 0.0014 | -0.006 | |
| 45.60 | 49.55 | 361 | 38.8% | 0.98 | 0.0016 | 0.000 | 87.5 | 0.0800 | 0.3500 | 766 | 40.9% | -0.02 | 0.0017 | -0.007 | ||
| 43.15 | 47.10 | 2,128 | 37.7% | 0.98 | 0.0019 | 0.000 | 90 | 0.2100 | 0.3300 | 55 | 1,641 | 40.0% | -0.03 | 0.0020 | -0.008 | |
| 41.45 | 43.85 | 157 | 35.6% | 0.97 | 0.0023 | 0.000 | 92.5 | 0.2100 | 0.4500 | 15 | 469 | 39.1% | -0.03 | 0.0024 | -0.009 | |
| 38.85 | 41.50 | 1,097 | 33.5% | 0.97 | 0.0028 | 0.000 | 95 | 0.3500 | 0.4600 | 26 | 1,964 | 38.7% | -0.04 | 0.0028 | -0.010 | |
| 36.60 | 39.05 | 258 | 34.5% | 0.96 | 0.0033 | 0.000 | 97.5 | 0.3500 | 0.5900 | 20 | 1,744 | 36.9% | -0.04 | 0.0034 | -0.011 | |
| 34.20 | 36.70 | 1,352 | 34.0% | 0.95 | 0.0040 | -0.000 | 100 | 0.4600 | 0.7100 | 1,840 | 36.1% | -0.05 | 0.0040 | -0.013 | ||
| 29.55 | 31.60 | 728 | 30.5% | 0.93 | 0.0056 | -0.006 | 105 | 0.6400 | 0.9900 | 500 | 2,295 | 33.9% | -0.08 | 0.0057 | -0.016 | |
| 25.05 | 27.30 | 1,435 | 31.2% | 0.89 | 0.0077 | -0.011 | 110 | 1.20 | 1.61 | 28 | 4,170 | 33.7% | -0.11 | 0.0078 | -0.021 | |
| 20.90 | 22.70 | 1,485 | 29.9% | 0.85 | 0.0101 | -0.018 | 115 | 1.85 | 2.12 | 1,532 | 31.9% | -0.16 | 0.0103 | -0.025 | ||
| 16.95 | 18.75 | 1,176 | 29.5% | 0.79 | 0.0128 | -0.024 | 120 | 2.88 | 3.05 | 20 | 4,840 | 31.1% | -0.22 | 0.0131 | -0.030 | |
| 13.45 | 15.40 | 2 | 659 | 29.8% | 0.72 | 0.0154 | -0.030 | 125 | 4.15 | 4.40 | 32 | 3,575 | 30.2% | -0.29 | 0.0158 | -0.034 |
| 10.70 | 11.75 | 5 | 1,331 | 29.3% | 0.63 | 0.0176 | -0.034 | 130 | 5.90 | 6.20 | 15 | 1,987 | 29.5% | -0.38 | 0.0180 | -0.037 |
| 8.30 | 8.65 | 102 | 1,750 | 28.7% | 0.54 | 0.0188 | -0.036 | 135 | 8.15 | 8.40 | 39 | 921 | 28.9% | -0.47 | 0.0194 | -0.037 |
| 5.85 | 6.40 | 34 | 1,824 | 27.9% | 0.45 | 0.0191 | -0.036 | 140 | 10.85 | 11.20 | 20 | 448 | 28.5% | -0.57 | 0.0196 | -0.035 |
| 4.10 | 4.60 | 19 | 1,318 | 27.5% | 0.36 | 0.0182 | -0.034 | 145 | 13.95 | 14.95 | 62 | 28.9% | -0.66 | 0.0187 | -0.032 | |
| 2.81 | 3.25 | 15 | 6,414 | 27.4% | 0.28 | 0.0165 | -0.030 | 150 | 16.55 | 19.15 | 53 | 27.6% | -0.74 | 0.0169 | -0.026 | |
| 1.89 | 2.25 | 26 | 1,178 | 27.3% | 0.21 | 0.0142 | -0.026 | 155 | 20.70 | 23.30 | 23 | 28.0% | -0.81 | 0.0148 | -0.020 | |
| 1.29 | 1.65 | 1,649 | 27.8% | 0.15 | 0.0117 | -0.021 | 160 | 25.15 | 27.70 | 19 | 28.5% | -0.87 | 0.0130 | -0.015 | ||
| 0.9600 | 1.08 | 100 | 592 | 28.1% | 0.11 | 0.0093 | -0.017 | 165 | 29.75 | 32.40 | 29.3% | -0.92 | 0.0118 | -0.011 | ||
| 0.5800 | 0.8300 | 1 | 1,020 | 28.4% | 0.08 | 0.0073 | -0.014 | 170 | 34.60 | 37.20 | 2 | 30.8% | -0.97 | 0.0118 | -0.010 | |
| 0.3700 | 0.5900 | 15 | 868 | 28.6% | 0.06 | 0.0056 | -0.011 | 175 | 38.75 | 42.70 | 31.1% | -0.99 | 0.0033 | -0.033 | ||
| 0.2300 | 0.4300 | 20 | 455 | 29.0% | 0.04 | 0.0043 | -0.009 | 180 | 44.50 | 47.05 | 1 | 34.9% | -1.00 | 0.0000 | -0.046 | |
| 0.1200 | 0.3300 | 466 | 29.2% | 0.03 | 0.0033 | -0.007 | 185 | 49.50 | 52.05 | 37.5% | -1.00 | 0.0000 | -0.048 | |||
| 0.1000 | 0.3000 | 2 | 133 | 30.8% | 0.02 | 0.0026 | -0.005 | 190 | 54.50 | 57.05 | 40.1% | -1.00 | 0.0000 | -0.048 | ||
| 0.0600 | 0.2000 | 3 | 144 | 30.7% | 0.02 | 0.0020 | -0.004 | 195 | 59.50 | 62.05 | 42.6% | -1.00 | 0.0000 | -0.048 | ||
| 0 | 0.2400 | 63 | 32.2% | 0.01 | 0.0016 | -0.004 | 200 | 64.50 | 67.05 | 45.0% | -1.00 | 0.0000 | -0.048 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs