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 ±14.4% (114.90–153.70) · ATM IV 29.9% · P/C open interest 1.85
| 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 | |
| 65.85 | 68.90 | 424 | 46.7% | 0.99 | 0.0005 | 0.000 | 67.5 | 0.0200 | 0.1700 | 3,274 | 49.6% | -0.01 | 0.0005 | -0.003 | ||
| 64.05 | 66.45 | 1,223 | 58.6% | 0.99 | 0.0006 | 0.000 | 70 | 0.0500 | 0.2100 | 10.4K | 49.2% | -0.01 | 0.0006 | -0.004 | ||
| 61.00 | 64.05 | 519 | 47.2% | 0.99 | 0.0007 | 0.000 | 72.5 | 0.0400 | 0.2500 | 890 | 48.8% | -0.01 | 0.0007 | -0.004 | ||
| 58.10 | 62.00 | 691 | 44.1% | 0.99 | 0.0009 | 0.000 | 75 | 0.0600 | 0.2100 | 6,282 | 44.7% | -0.01 | 0.0009 | -0.004 | ||
| 56.15 | 59.20 | 301 | 45.1% | 0.99 | 0.0010 | 0.000 | 77.5 | 0.0700 | 0.2900 | 1,570 | 44.3% | -0.01 | 0.0010 | -0.005 | ||
| 53.85 | 56.75 | 4,468 | 45.2% | 0.98 | 0.0012 | 0.000 | 80 | 0.1000 | 0.3000 | 14.3K | 42.7% | -0.02 | 0.0012 | -0.005 | ||
| 51.30 | 54.35 | 269 | 42.5% | 0.98 | 0.0014 | 0.000 | 82.5 | 0.1400 | 0.3700 | 3,933 | 42.1% | -0.02 | 0.0014 | -0.006 | ||
| 48.75 | 51.20 | 1,117 | 0.98 | 0.0016 | 0.000 | 85 | 0.2100 | 0.4200 | 12.3K | 41.3% | -0.02 | 0.0017 | -0.007 | |||
| 46.50 | 49.10 | 466 | 35.0% | 0.97 | 0.0019 | 0.000 | 87.5 | 0.2800 | 0.4600 | 1,817 | 40.2% | -0.03 | 0.0020 | -0.008 | ||
| 44.25 | 46.40 | 4 | 4,332 | 32.5% | 0.97 | 0.0023 | 0.000 | 90 | 0.3300 | 0.5300 | 11.0K | 39.0% | -0.03 | 0.0023 | -0.009 | |
| 41.75 | 44.35 | 1,993 | 35.0% | 0.96 | 0.0027 | 0.000 | 92.5 | 0.3800 | 0.5900 | 720 | 37.7% | -0.04 | 0.0027 | -0.009 | ||
| 39.55 | 41.75 | 3,675 | 33.9% | 0.95 | 0.0032 | 0.000 | 95 | 0.5700 | 0.7000 | 9 | 6,259 | 37.5% | -0.05 | 0.0032 | -0.011 | |
| 37.05 | 39.70 | 2,377 | 34.4% | 0.95 | 0.0037 | -0.001 | 97.5 | 0.6100 | 0.8500 | 5,214 | 36.3% | -0.06 | 0.0038 | -0.012 | ||
| 34.85 | 37.05 | 66 | 5,064 | 32.7% | 0.94 | 0.0043 | -0.003 | 100 | 0.8500 | 0.9900 | 44 | 18.9K | 36.0% | -0.07 | 0.0044 | -0.013 |
| 30.40 | 32.30 | 2,784 | 31.4% | 0.91 | 0.0058 | -0.008 | 105 | 1.17 | 1.41 | 4,735 | 34.3% | -0.09 | 0.0060 | -0.017 | ||
| 26.85 | 28.70 | 2,508 | 35.6% | 0.87 | 0.0076 | -0.013 | 110 | 1.65 | 2.05 | 19 | 7,974 | 33.1% | -0.13 | 0.0078 | -0.021 | |
| 21.90 | 24.60 | 4,547 | 32.3% | 0.83 | 0.0097 | -0.018 | 115 | 2.56 | 2.80 | 21 | 6,418 | 32.3% | -0.17 | 0.0099 | -0.024 | |
| 19.10 | 20.40 | 20 | 5,707 | 32.9% | 0.77 | 0.0118 | -0.023 | 120 | 3.50 | 4.10 | 34 | 4,115 | 31.6% | -0.23 | 0.0122 | -0.028 |
| 14.75 | 16.20 | 2 | 3,082 | 29.2% | 0.71 | 0.0138 | -0.027 | 125 | 4.60 | 5.65 | 22 | 7,830 | 30.4% | -0.30 | 0.0143 | -0.031 |
| 12.05 | 13.05 | 15 | 3,430 | 29.5% | 0.63 | 0.0154 | -0.031 | 130 | 6.40 | 7.50 | 21 | 7,631 | 29.8% | -0.38 | 0.0161 | -0.034 |
| 9.90 | 10.15 | 100 | 1,495 | 29.6% | 0.55 | 0.0165 | -0.032 | 135 | 8.90 | 9.85 | 20 | 1,306 | 30.1% | -0.46 | 0.0172 | -0.034 |
| 7.45 | 7.75 | 116 | 4,840 | 28.8% | 0.47 | 0.0168 | -0.033 | 140 | 11.75 | 12.55 | 1 | 965 | 29.5% | -0.55 | 0.0176 | -0.033 |
| 5.35 | 6.15 | 35 | 5,156 | 28.5% | 0.39 | 0.0164 | -0.032 | 145 | 14.65 | 15.65 | 593 | 28.8% | -0.63 | 0.0172 | -0.031 | |
| 4.15 | 4.35 | 18 | 7,636 | 28.3% | 0.32 | 0.0154 | -0.029 | 150 | 17.10 | 19.65 | 164 | 27.4% | -0.71 | 0.0160 | -0.027 | |
| 3.00 | 3.30 | 32 | 3,160 | 28.3% | 0.25 | 0.0138 | -0.026 | 155 | 21.25 | 23.60 | 155 | 27.7% | -0.78 | 0.0144 | -0.022 | |
| 2.10 | 2.35 | 26 | 3,913 | 28.0% | 0.20 | 0.0120 | -0.023 | 160 | 25.50 | 28.10 | 51 | 28.4% | -0.84 | 0.0129 | -0.017 | |
| 1.42 | 1.84 | 1 | 4,069 | 28.2% | 0.15 | 0.0101 | -0.019 | 165 | 30.00 | 32.45 | 30 | 28.3% | -0.89 | 0.0116 | -0.014 | |
| 0.9000 | 1.45 | 43 | 1,238 | 28.4% | 0.11 | 0.0083 | -0.016 | 170 | 34.70 | 37.30 | 96 | 29.6% | -0.93 | 0.0117 | -0.011 | |
| 0.7400 | 0.9000 | 1 | 1,231 | 28.3% | 0.09 | 0.0068 | -0.013 | 175 | 39.10 | 42.70 | 31.4% | -0.97 | 0.0099 | -0.015 | ||
| 0.5400 | 0.8600 | 10 | 814 | 29.6% | 0.07 | 0.0055 | -0.011 | 180 | 44.40 | 47.05 | 31.5% | -0.99 | 0.0024 | -0.033 | ||
| 0.3300 | 0.5900 | 570 | 29.2% | 0.05 | 0.0044 | -0.009 | 185 | 49.50 | 52.05 | 35.0% | -1.00 | 0.0000 | -0.038 | |||
| 0.2000 | 0.4700 | 242 | 29.5% | 0.04 | 0.0035 | -0.007 | 190 | 54.30 | 57.25 | 37.3% | -1.00 | 0.0000 | -0.038 | |||
| 0.2000 | 0.4000 | 179 | 30.7% | 0.03 | 0.0028 | -0.006 | 195 | 59.45 | 62.25 | 40.7% | -1.00 | 0.0000 | -0.038 | |||
| 0.0700 | 0.3400 | 227 | 30.6% | 0.02 | 0.0022 | -0.005 | 200 | 64.30 | 67.25 | 41.8% | -1.00 | 0.0000 | -0.038 | |||
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