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 ±17.5% (102.05–145.20) · ATM IV 28.7% · P/C open interest 2.12

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
57.50	61.05			40.1%	0.99	0.0009	0.000	65	0.1300	0.3300			42.5%	-0.02	0.0010	-0.004
52.70	56.15			36.8%	0.98	0.0013	0.000	70	0.2200	0.4900			41.1%	-0.02	0.0014	-0.004
48.25	50.85			32.8%	0.97	0.0018	0.000	75	0.3400	0.6100			38.8%	-0.03	0.0019	-0.006
43.70	46.15			34.3%	0.96	0.0025	-0.002	80	0.5100	0.8000		2	36.9%	-0.04	0.0026	-0.007
39.00	41.55			33.1%	0.95	0.0034	-0.004	85	0.7600	1.14		70	35.6%	-0.06	0.0036	-0.009
34.80	37.05		3	33.7%	0.92	0.0046	-0.007	90	1.13	1.52		12	34.1%	-0.08	0.0048	-0.011
30.30	32.70			32.2%	0.90	0.0060	-0.010	95	1.64	2.15		5	33.1%	-0.11	0.0063	-0.013
26.10	28.50		1	31.3%	0.86	0.0077	-0.013	100	2.35	2.88		5	32.1%	-0.15	0.0079	-0.016
22.10	24.35			30.0%	0.81	0.0094	-0.016	105	3.30	3.75		28	31.0%	-0.20	0.0097	-0.018
19.10	20.75	1		30.6%	0.76	0.0112	-0.019	110	4.60	4.95		7	30.2%	-0.25	0.0115	-0.021
15.85	17.35			30.0%	0.69	0.0128	-0.021	115	6.05	6.55		2,054	29.4%	-0.32	0.0131	-0.023
12.80	14.20		5	29.1%	0.63	0.0140	-0.023	120	8.10	8.55		28	29.1%	-0.39	0.0145	-0.024
10.15	11.55		168	28.5%	0.55	0.0148	-0.024	125	10.30	11.15		15	28.8%	-0.46	0.0154	-0.025
8.25	8.95		91	28.1%	0.48	0.0151	-0.024	130	13.10	13.95		30	28.6%	-0.54	0.0159	-0.025
6.30	7.40		25	28.1%	0.41	0.0149	-0.023	135	16.10	17.45			28.7%	-0.62	0.0160	-0.024
4.75	5.85	1	470	27.9%	0.34	0.0142	-0.022	140	19.65	21.25		5	29.1%	-0.69	0.0158	-0.023
3.55	4.55		22	27.6%	0.28	0.0131	-0.020	145	23.00	25.15			28.4%	-0.76	0.0154	-0.021
2.80	3.35		4	27.5%	0.23	0.0118	-0.018	150	27.00	29.50			28.6%	-0.82	0.0146	-0.020
2.06	2.76		28	27.8%	0.19	0.0104	-0.016	155	31.20	33.80			28.0%	-0.88	0.0130	-0.017
1.59	2.14			28.0%	0.15	0.0090	-0.014	160	36.00	38.55			29.3%	-0.92	0.0105	-0.013
1.21	1.66		12	28.1%	0.12	0.0077	-0.012	165	40.55	43.40			29.2%	-0.96	0.0075	-0.007
0.8400	1.32			28.1%	0.10	0.0065	-0.010	170	45.25	48.55			30.6%	-0.98	0.0047	-0.002
0.6100	1.05			28.3%	0.08	0.0055	-0.009	175	50.25	53.65			33.5%	-0.99	0.0026	0.000
0.4500	0.8400			28.5%	0.06	0.0046	-0.007	180	55.05	58.40			31.1%	-1.00	0.0013	0.000
0.3200	0.6800		240	28.7%	0.05	0.0039	-0.006	185	60.10	63.15				-1.00	0.0006	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 — May 21, 2027

Volatility page →

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

callsputs

C option chain Citigroup Inc.

Volatility smile — May 21, 2027

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Consumer Defensive