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 ±20.0% (98.92–148.32) · ATM IV 29.2% · P/C open interest 0.59

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
57.85	60.75			33.3%	0.98	0.0011	0.000	65	0.2500	0.4700		6	41.2%	-0.02	0.0012	-0.004
53.35	56.45			39.5%	0.97	0.0016	0.000	70	0.3700	0.6000		4	39.1%	-0.03	0.0016	-0.005
49.15	51.75			39.8%	0.96	0.0021	0.000	75	0.5800	0.8000			37.7%	-0.04	0.0022	-0.006
44.15	47.20			36.1%	0.95	0.0028	0.000	80	0.7700	1.11			36.1%	-0.05	0.0029	-0.007
39.70	42.65			34.6%	0.93	0.0037	-0.002	85	1.12	1.55			35.0%	-0.07	0.0038	-0.009
35.35	38.10			32.9%	0.91	0.0048	-0.005	90	1.61	2.01	1	208	33.8%	-0.10	0.0049	-0.011
31.15	33.75		3	31.6%	0.88	0.0060	-0.008	95	2.23	2.69	1	21	32.8%	-0.13	0.0062	-0.013
27.35	29.85		3	31.5%	0.84	0.0073	-0.010	100	3.20	3.70	22	56	32.4%	-0.17	0.0076	-0.015
23.55	26.00			30.6%	0.80	0.0087	-0.013	105	4.15	4.80	60	183	31.4%	-0.21	0.0090	-0.017
20.25	22.90			30.9%	0.75	0.0100	-0.016	110	5.40	6.30		99	30.7%	-0.27	0.0104	-0.019
17.55	19.00			30.1%	0.69	0.0112	-0.018	115	7.30	8.05		328	30.5%	-0.32	0.0117	-0.021
14.55	16.45		23	29.9%	0.63	0.0121	-0.019	120	9.25	10.05	1	11	29.9%	-0.39	0.0128	-0.021
12.00	13.35		40	28.9%	0.57	0.0128	-0.020	125	11.60	12.45	1	15	29.6%	-0.45	0.0136	-0.022
9.70	11.25		67	28.6%	0.51	0.0132	-0.021	130	14.25	15.15	5	40	29.1%	-0.52	0.0142	-0.022
7.80	9.10		76	28.1%	0.44	0.0132	-0.021	135	17.00	18.50		3	28.9%	-0.59	0.0144	-0.021
6.25	7.45		1,293	28.0%	0.39	0.0129	-0.020	140	20.30	21.75			28.4%	-0.65	0.0144	-0.020
5.20	5.85		10	27.9%	0.33	0.0123	-0.019	145	24.20	25.65			28.9%	-0.72	0.0143	-0.019
4.25	4.65		29	27.9%	0.28	0.0114	-0.018	150	27.40	29.90			28.1%	-0.78	0.0141	-0.018
3.35	3.75		6	27.9%	0.24	0.0105	-0.016	155	31.80	34.25			28.6%	-0.84	0.0134	-0.016
2.62	2.97		57	27.8%	0.20	0.0094	-0.014	160	36.20	38.60			28.2%	-0.89	0.0120	-0.013
2.02	2.56		1	28.1%	0.16	0.0084	-0.013	165	40.65	43.55			28.6%	-0.93	0.0097	-0.009
1.48	2.08		1	28.0%	0.14	0.0074	-0.011	170	45.80	48.25			30.2%	-0.96	0.0070	-0.003
1.16	1.77			28.3%	0.11	0.0065	-0.010	175	50.10	53.50			29.7%	-0.98	0.0044	0.000
0.9300	1.39			28.4%	0.09	0.0056	-0.009	180	55.05	58.45			30.7%	-0.99	0.0025	0.000
0.7300	1.14			28.5%	0.08	0.0049	-0.008	185	60.30	63.40			34.2%	-1.00	0.0013	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 — Jul 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 — Jul 16, 2027

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