C option chain Citigroup Inc.

Expiration Cboe delayed options data · as of 15:34 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 ±14.6% (105.58–141.68) · ATM IV 28.4% · P/C open interest 1.17

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
57.20	60.50		14	36.5%	0.99	0.0006	0.000	65	0	0.2100		35	45.0%	-0.01	0.0007	-0.003
52.35	55.70		118	42.4%	0.99	0.0010	0.000	70	0.0400	0.2500		437	42.2%	-0.01	0.0010	-0.004
47.50	50.25		34		0.98	0.0014	0.000	75	0.1200	0.3300		314	40.2%	-0.02	0.0015	-0.005
42.85	45.55		4,978	34.8%	0.97	0.0020	-0.002	80	0.2200	0.4700		1,011	38.4%	-0.03	0.0021	-0.006
38.35	40.75		14	36.3%	0.96	0.0030	-0.004	85	0.3600	0.6400		418	36.4%	-0.04	0.0030	-0.008
33.75	36.25		51	36.2%	0.94	0.0042	-0.007	90	0.5800	0.9600		2,721	35.0%	-0.06	0.0043	-0.010
29.15	31.50		84	33.4%	0.92	0.0059	-0.010	95	0.9100	1.30	1	993	33.3%	-0.09	0.0060	-0.013
24.50	26.90		452	30.6%	0.88	0.0080	-0.014	100	1.41	1.89		2,467	32.0%	-0.12	0.0081	-0.017
20.95	22.20		97	30.0%	0.83	0.0103	-0.018	105	2.29	2.64		1,592	31.2%	-0.17	0.0105	-0.021
16.65	18.90		388	29.4%	0.77	0.0127	-0.022	110	3.35	3.75		6,049	30.2%	-0.23	0.0130	-0.024
13.35	15.60		220	29.5%	0.70	0.0150	-0.025	115	4.75	5.10	1,001	2,530	29.2%	-0.31	0.0154	-0.027
10.75	11.70	10	1,214	28.2%	0.62	0.0168	-0.028	120	6.65	7.05		1,818	28.7%	-0.39	0.0173	-0.029
8.55	9.10		473	28.5%	0.53	0.0178	-0.029	125	8.90	9.55	2	3,430	28.3%	-0.48	0.0184	-0.029
6.40	6.90	1	2,834	28.0%	0.45	0.0180	-0.028	130	11.80	12.15	707	2,474	27.7%	-0.57	0.0188	-0.029
4.70	4.95	1	2,033	27.5%	0.36	0.0172	-0.026	135	14.90	15.85		774	27.9%	-0.66	0.0185	-0.027
3.35	3.65	44	1,533	27.3%	0.29	0.0158	-0.024	140	18.50	20.05		640	28.5%	-0.74	0.0177	-0.025
2.27	2.88		1,524	27.5%	0.22	0.0139	-0.021	145	22.10	24.15		224	27.5%	-0.82	0.0162	-0.022
1.57	1.88		1,610	27.0%	0.17	0.0117	-0.018	150	26.50	28.90		76	28.7%	-0.88	0.0138	-0.018
1.03	1.53		1,334	27.5%	0.13	0.0097	-0.015	155	30.75	33.55		18	27.7%	-0.93	0.0105	-0.013
0.7600	1.13	2	606	28.0%	0.10	0.0078	-0.012	160	35.75	38.35		10	29.4%	-0.96	0.0070	-0.007
0.3100	0.8400		578	27.2%	0.07	0.0063	-0.010	165	40.30	43.30			24.8%	-0.98	0.0042	-0.002
0.3300	0.6400		760	28.4%	0.06	0.0050	-0.008	170	45.20	48.45		15	29.6%	-0.99	0.0023	0.000
0.2200	0.4900		2,548	28.8%	0.04	0.0040	-0.007	175	50.05	53.40		4		-1.00	0.0011	0.000
0.1300	0.4000		424	29.2%	0.03	0.0032	-0.006	180	55.05	58.40				-1.00	0.0006	0.000
0.0500	0.3400		99	29.5%	0.03	0.0026	-0.005	185	60.05	63.35				-1.00	0.0002	0.000

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 — Mar 19, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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C option chain Citigroup Inc.

Volatility smile — Mar 19, 2027

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