C option chain Citigroup Inc.
Cboe delayed options data · as of 12:34 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 ±11.2% (110.75–138.65) · ATM IV 28.0% · P/C open interest 1.79
| 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 | |
| 60.60 | 64.05 | 837 | 75.3% | 1.00 | 0.0003 | -0.002 | 62.5 | 0 | 0.0500 | 2,596 | 52.0% | -0.00 | 0.0003 | -0.002 | ||
| 58.15 | 61.55 | 2,268 | 71.4% | 1.00 | 0.0004 | -0.002 | 65 | 0 | 0.1500 | 2,692 | 55.7% | -0.00 | 0.0004 | -0.002 | ||
| 55.00 | 59.10 | 423 | 52.8% | 0.99 | 0.0005 | -0.003 | 67.5 | 0 | 0.3500 | 3,274 | 59.2% | -0.01 | 0.0005 | -0.003 | ||
| 53.20 | 56.55 | 100 | 1,260 | 64.0% | 0.99 | 0.0006 | -0.003 | 70 | 0 | 0.1900 | 10.4K | 51.4% | -0.01 | 0.0006 | -0.003 | |
| 50.75 | 54.20 | 473 | 61.8% | 0.99 | 0.0008 | -0.004 | 72.5 | 0.0300 | 0.2300 | 898 | 50.7% | -0.01 | 0.0008 | -0.004 | ||
| 47.75 | 51.70 | 10 | 567 | 49.5% | 0.99 | 0.0010 | -0.004 | 75 | 0 | 0.1900 | 6,516 | 45.9% | -0.01 | 0.0010 | -0.004 | |
| 45.15 | 49.30 | 2 | 298 | 45.4% | 0.99 | 0.0012 | -0.005 | 77.5 | 0 | 0.1700 | 15 | 1,557 | 42.6% | -0.01 | 0.0012 | -0.005 |
| 44.05 | 46.85 | 502 | 4,424 | 59.3% | 0.99 | 0.0014 | -0.005 | 80 | 0 | 0.4200 | 5 | 14.3K | 45.7% | -0.02 | 0.0014 | -0.005 |
| 40.95 | 43.70 | 265 | 41.8% | 0.98 | 0.0017 | -0.006 | 82.5 | 0.0800 | 0.6500 | 3,904 | 47.2% | -0.02 | 0.0017 | -0.006 | ||
| 37.85 | 41.95 | 1,081 | 40.6% | 0.98 | 0.0021 | -0.007 | 85 | 0.0900 | 0.3600 | 12.3K | 40.7% | -0.02 | 0.0021 | -0.007 | ||
| 35.50 | 39.20 | 459 | 35.4% | 0.97 | 0.0026 | -0.008 | 87.5 | 0.0700 | 0.7000 | 1,773 | 41.9% | -0.03 | 0.0026 | -0.008 | ||
| 33.10 | 37.10 | 3,778 | 38.7% | 0.97 | 0.0032 | -0.009 | 90 | 0.2000 | 0.4100 | 11 | 10.9K | 37.4% | -0.03 | 0.0032 | -0.009 | |
| 31.60 | 33.95 | 1,991 | 38.6% | 0.96 | 0.0039 | -0.011 | 92.5 | 0.0100 | 0.5500 | 723 | 34.2% | -0.04 | 0.0039 | -0.011 | ||
| 28.40 | 31.75 | 2 | 3,681 | 31.7% | 0.95 | 0.0047 | -0.012 | 95 | 0.3500 | 0.6500 | 106 | 6,393 | 35.6% | -0.05 | 0.0048 | -0.012 |
| 25.95 | 29.10 | 2,357 | 27.5% | 0.94 | 0.0058 | -0.014 | 97.5 | 0.4800 | 0.7200 | 75 | 4,848 | 34.2% | -0.06 | 0.0058 | -0.014 | |
| 24.55 | 26.50 | 8 | 4,974 | 32.4% | 0.92 | 0.0070 | -0.016 | 100 | 0.6700 | 0.8900 | 31 | 18.5K | 33.5% | -0.08 | 0.0071 | -0.016 |
| 19.95 | 22.90 | 103 | 2,797 | 34.1% | 0.88 | 0.0101 | -0.021 | 105 | 0.9600 | 1.36 | 577 | 4,996 | 31.2% | -0.12 | 0.0103 | -0.022 |
| 15.25 | 18.90 | 1 | 2,559 | 31.4% | 0.82 | 0.0138 | -0.027 | 110 | 1.87 | 2.27 | 224 | 7,749 | 31.0% | -0.18 | 0.0142 | -0.028 |
| 12.25 | 13.55 | 350 | 4,503 | 28.5% | 0.74 | 0.0177 | -0.033 | 115 | 2.90 | 3.30 | 704 | 7,996 | 29.4% | -0.27 | 0.0182 | -0.034 |
| 9.35 | 10.35 | 18 | 5,620 | 29.1% | 0.64 | 0.0210 | -0.036 | 120 | 4.55 | 4.90 | 161 | 5,790 | 28.5% | -0.37 | 0.0218 | -0.038 |
| 6.85 | 7.25 | 45 | 4,887 | 28.3% | 0.53 | 0.0229 | -0.038 | 125 | 6.70 | 7.10 | 81 | 7,916 | 27.7% | -0.48 | 0.0241 | -0.040 |
| 4.60 | 5.00 | 273 | 5,259 | 27.6% | 0.42 | 0.0230 | -0.036 | 130 | 9.50 | 9.95 | 46 | 6,932 | 27.1% | -0.60 | 0.0246 | -0.039 |
| 2.99 | 3.30 | 121 | 2,298 | 27.2% | 0.31 | 0.0212 | -0.032 | 135 | 11.95 | 14.15 | 362 | 1,817 | 26.0% | -0.72 | 0.0231 | -0.035 |
| 1.87 | 2.10 | 159 | 5,571 | 26.9% | 0.22 | 0.0180 | -0.027 | 140 | 16.25 | 18.50 | 1 | 957 | 27.7% | -0.82 | 0.0196 | -0.029 |
| 1.09 | 1.32 | 227 | 5,233 | 26.7% | 0.15 | 0.0142 | -0.021 | 145 | 20.80 | 22.75 | 6 | 654 | 28.0% | -0.90 | 0.0148 | -0.022 |
| 0.6400 | 0.9000 | 514 | 7,041 | 27.1% | 0.10 | 0.0106 | -0.016 | 150 | 24.20 | 28.25 | 169 | 25.0% | -0.94 | 0.0098 | -0.015 | |
| 0.3400 | 0.5300 | 246 | 3,055 | 26.9% | 0.07 | 0.0078 | -0.012 | 155 | 29.70 | 33.10 | 187 | 31.6% | -0.97 | 0.0059 | -0.009 | |
| 0.2000 | 0.4600 | 186 | 4,053 | 28.3% | 0.05 | 0.0057 | -0.009 | 160 | 34.75 | 37.95 | 55 | 34.2% | -0.99 | 0.0034 | -0.005 | |
| 0.1400 | 0.4500 | 137 | 4,513 | 30.5% | 0.04 | 0.0043 | -0.007 | 165 | 39.70 | 42.95 | 17 | 37.0% | -0.99 | 0.0020 | -0.003 | |
| 0.1000 | 0.2900 | 224 | 1,176 | 30.9% | 0.03 | 0.0033 | -0.006 | 170 | 43.90 | 47.40 | 96 | -1.00 | 0.0012 | -0.002 | ||
| 0.0500 | 0.6400 | 1 | 1,257 | 36.6% | 0.02 | 0.0026 | -0.005 | 175 | 49.70 | 53.00 | 43.6% | -1.00 | 0.0008 | -0.002 | ||
| 0 | 0.2100 | 55 | 1,002 | 32.6% | 0.02 | 0.0021 | -0.005 | 180 | 54.65 | 57.90 | 45.0% | -1.00 | 0.0006 | -0.001 | ||
| 0 | 0.1900 | 44 | 717 | 34.2% | 0.01 | 0.0018 | -0.004 | 185 | 59.65 | 62.90 | 47.8% | -1.00 | 0.0004 | -0.001 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs