C option chain Citigroup Inc.
Cboe delayed options data · as of 09:34 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 ±13.2% (107.89–140.63) · ATM IV 28.1% · P/C open interest 1.19
| 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 | |
| 58.20 | 61.05 | 30 | 45.6% | 1.00 | 0.0005 | -0.002 | 65 | 0 | 0.5600 | 57.0% | -0.01 | 0.0006 | -0.003 | |||
| 53.30 | 56.75 | 55.4% | 0.99 | 0.0007 | -0.003 | 70 | 0 | 0.5900 | 51.7% | -0.01 | 0.0008 | -0.004 | ||||
| 47.85 | 51.85 | 42.2% | 0.99 | 0.0011 | -0.004 | 75 | 0.0500 | 0.4200 | 2 | 44.5% | -0.02 | 0.0012 | -0.004 | |||
| 42.95 | 47.00 | 39.5% | 0.98 | 0.0016 | -0.005 | 80 | 0 | 0.8800 | 44.2% | -0.02 | 0.0018 | -0.006 | ||||
| 38.15 | 42.10 | 3 | 36.9% | 0.97 | 0.0024 | -0.007 | 85 | 0.1900 | 0.6000 | 1 | 38.2% | -0.03 | 0.0026 | -0.008 | ||
| 33.45 | 37.20 | 34.7% | 0.96 | 0.0036 | -0.009 | 90 | 0.0100 | 0.9500 | 34.8% | -0.05 | 0.0038 | -0.010 | ||||
| 28.80 | 32.80 | 1 | 34.9% | 0.94 | 0.0052 | -0.012 | 95 | 0.5800 | 0.9100 | 4 | 18 | 33.1% | -0.07 | 0.0055 | -0.013 | |
| 24.40 | 27.60 | 31.0% | 0.90 | 0.0074 | -0.016 | 100 | 0.6300 | 1.36 | 67 | 30.4% | -0.10 | 0.0077 | -0.017 | |||
| 19.95 | 23.20 | 29.5% | 0.86 | 0.0101 | -0.020 | 105 | 1.43 | 2.38 | 18 | 119 | 31.3% | -0.15 | 0.0104 | -0.021 | ||
| 16.45 | 19.25 | 1 | 30.4% | 0.80 | 0.0131 | -0.025 | 110 | 2.69 | 3.00 | 48 | 298 | 30.2% | -0.21 | 0.0133 | -0.025 | |
| 13.05 | 15.10 | 2 | 4 | 29.0% | 0.72 | 0.0160 | -0.029 | 115 | 3.90 | 4.30 | 1 | 59 | 29.1% | -0.29 | 0.0161 | -0.029 |
| 10.25 | 11.60 | 102 | 124 | 28.6% | 0.64 | 0.0183 | -0.031 | 120 | 5.25 | 6.70 | 3 | 151 | 28.8% | -0.38 | 0.0185 | -0.032 |
| 7.80 | 8.45 | 101 | 14 | 27.8% | 0.54 | 0.0197 | -0.032 | 125 | 7.85 | 8.65 | 3 | 29 | 28.3% | -0.47 | 0.0200 | -0.033 |
| 5.70 | 6.15 | 22 | 74 | 27.5% | 0.44 | 0.0199 | -0.032 | 130 | 9.70 | 12.05 | 2 | 62 | 27.4% | -0.57 | 0.0206 | -0.033 |
| 4.00 | 4.40 | 6 | 58 | 27.2% | 0.35 | 0.0189 | -0.029 | 135 | 12.85 | 15.50 | 125 | 27.1% | -0.67 | 0.0202 | -0.031 | |
| 2.71 | 3.05 | 9 | 134 | 26.9% | 0.27 | 0.0169 | -0.025 | 140 | 16.60 | 19.25 | 6 | 26.9% | -0.76 | 0.0188 | -0.028 | |
| 1.83 | 2.24 | 15 | 178 | 27.2% | 0.20 | 0.0144 | -0.021 | 145 | 21.20 | 23.05 | 4 | 27.0% | -0.84 | 0.0164 | -0.025 | |
| 1.19 | 1.45 | 31 | 7 | 26.9% | 0.14 | 0.0117 | -0.017 | 150 | 25.25 | 28.50 | 29.1% | -0.90 | 0.0128 | -0.019 | ||
| 0.7500 | 1.08 | 10 | 85 | 27.3% | 0.10 | 0.0092 | -0.014 | 155 | 29.20 | 33.25 | 25.7% | -0.95 | 0.0090 | -0.013 | ||
| 0.0700 | 1.10 | 14 | 27.1% | 0.08 | 0.0072 | -0.011 | 160 | 34.05 | 38.10 | 22.5% | -0.97 | 0.0057 | -0.009 | |||
| 0.0800 | 1.00 | 18 | 29.1% | 0.06 | 0.0055 | -0.009 | 165 | 39.65 | 42.50 | 26.0% | -0.99 | 0.0034 | -0.005 | |||
| 0.0200 | 0.6100 | 20 | 28.5% | 0.04 | 0.0043 | -0.007 | 170 | 44.65 | 47.95 | 35.5% | -0.99 | 0.0019 | -0.003 | |||
| 0 | 0.6900 | 26 | 31.1% | 0.03 | 0.0034 | -0.006 | 175 | 48.90 | 52.45 | -1.00 | 0.0011 | -0.002 | ||||
| 0 | 0.4800 | 31.3% | 0.03 | 0.0027 | -0.005 | 180 | 54.65 | 57.45 | 32.9% | -1.00 | 0.0006 | -0.001 | ||||
| 0 | 0.4400 | 32.7% | 0.02 | 0.0022 | -0.004 | 185 | 59.60 | 63.00 | 43.2% | -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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs