C option chain Citigroup Inc.

Expiration 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 ±16.1% (104.26–144.26) · ATM IV 28.5% · P/C open interest 0.79

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
58.35	61.85			51.1%	0.99	0.0008	-0.000	65	0	0.4400		1	46.2%	-0.01	0.0008	-0.003
53.50	56.40			38.9%	0.99	0.0011	-0.002	70	0	0.5000			42.4%	-0.02	0.0011	-0.004
48.20	51.65			22.4%	0.98	0.0016	-0.003	75	0	0.8000			41.1%	-0.02	0.0016	-0.005
43.60	47.20			36.0%	0.97	0.0022	-0.004	80	0.0100	1.11			39.1%	-0.03	0.0022	-0.006
39.30	41.80			32.5%	0.96	0.0031	-0.006	85	0.2800	0.9400		2	35.3%	-0.05	0.0032	-0.008
34.25	38.20			34.5%	0.94	0.0043	-0.009	90	0.5700	1.29	208	3	34.2%	-0.07	0.0044	-0.011
30.15	33.50			33.7%	0.91	0.0058	-0.012	95	0.8000	1.75		310	32.3%	-0.09	0.0059	-0.013
25.75	29.30			32.4%	0.87	0.0075	-0.015	100	1.72	2.34	20	71	32.2%	-0.13	0.0078	-0.016
22.05	24.60			30.8%	0.83	0.0095	-0.018	105	2.42	3.75	28	13	32.1%	-0.18	0.0098	-0.020
18.45	21.05		1	30.8%	0.77	0.0115	-0.021	110	3.80	4.25	125	32	30.5%	-0.24	0.0119	-0.023
14.95	17.55		1	29.9%	0.71	0.0133	-0.024	115	4.60	6.45	16	3	29.8%	-0.30	0.0139	-0.025
12.45	13.85		12	29.2%	0.64	0.0149	-0.026	120	5.95	8.70		12	29.0%	-0.38	0.0155	-0.027
9.90	10.80	20	58	28.4%	0.56	0.0159	-0.027	125	8.95	10.35	1	156	28.6%	-0.46	0.0167	-0.028
7.65	8.55	5	30	28.1%	0.48	0.0163	-0.026	130	11.85	13.20		23	28.7%	-0.54	0.0173	-0.028
5.80	6.50	134	180	27.6%	0.40	0.0160	-0.025	135	14.95	15.90			27.7%	-0.63	0.0173	-0.027
4.30	5.65		100	28.4%	0.33	0.0152	-0.024	140	17.60	20.35		37	27.5%	-0.71	0.0169	-0.026
2.44	4.55		138	27.4%	0.27	0.0138	-0.021	145	21.45	24.20			27.1%	-0.78	0.0160	-0.024
2.21	2.92	16	24	27.2%	0.21	0.0122	-0.019	150	26.00	28.15		3	27.1%	-0.85	0.0144	-0.021
1.24	2.40		219	26.9%	0.17	0.0105	-0.016	155	30.20	33.05		1	27.4%	-0.90	0.0120	-0.017
0.7000	2.28		30	27.9%	0.13	0.0089	-0.014	160	34.55	38.10			27.5%	-0.94	0.0090	-0.012
0.8600	1.64		9	28.9%	0.10	0.0074	-0.011	165	39.35	43.05			28.3%	-0.97	0.0060	-0.007
0.4500	1.03	1		27.5%	0.08	0.0060	-0.009	170	44.65	48.05			32.7%	-0.98	0.0037	-0.003
0.2800	1.12		2	29.1%	0.06	0.0050	-0.008	175	49.60	52.50			29.3%	-0.99	0.0020	-0.001
0.1600	0.6700	37	20	28.0%	0.05	0.0041	-0.007	180	54.60	57.90			36.1%	-1.00	0.0010	0.000
0.0700	0.6400	12		28.9%	0.04	0.0033	-0.006	185	59.55	62.90			37.9%	-1.00	0.0005	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 — Apr 16, 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 — Apr 16, 2027

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