C option chain Citigroup Inc.
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 ±24.2% (102.38–167.58) · ATM IV 30.3% · P/C open interest 0.94
| 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 | |
| 64.10 | 68.00 | 40.1% | 0.97 | 0.0013 | 0.000 | 70 | 0.7600 | 0.9700 | 41.2% | -0.03 | 0.0014 | -0.005 | ||||
| 59.80 | 63.00 | 37.9% | 0.96 | 0.0017 | 0.000 | 75 | 0.9900 | 1.25 | 1 | 39.7% | -0.04 | 0.0018 | -0.006 | |||
| 55.90 | 58.40 | 9 | 38.6% | 0.95 | 0.0022 | -0.001 | 80 | 1.29 | 1.61 | 3 | 38.4% | -0.06 | 0.0022 | -0.007 | ||
| 51.00 | 54.05 | 36.0% | 0.93 | 0.0027 | -0.003 | 85 | 1.68 | 2.05 | 117 | 37.3% | -0.07 | 0.0028 | -0.009 | |||
| 47.00 | 49.70 | 2 | 35.7% | 0.91 | 0.0033 | -0.004 | 90 | 2.16 | 2.60 | 14 | 541 | 36.2% | -0.09 | 0.0034 | -0.010 | |
| 42.80 | 45.55 | 34.8% | 0.89 | 0.0040 | -0.006 | 95 | 2.90 | 3.15 | 483 | 35.2% | -0.11 | 0.0041 | -0.012 | |||
| 38.90 | 41.50 | 327 | 34.1% | 0.87 | 0.0047 | -0.008 | 100 | 3.40 | 4.35 | 605 | 34.6% | -0.14 | 0.0048 | -0.013 | ||
| 35.00 | 37.70 | 2 | 33.4% | 0.84 | 0.0055 | -0.010 | 105 | 4.35 | 5.10 | 137 | 33.5% | -0.17 | 0.0057 | -0.015 | ||
| 30.90 | 34.00 | 3 | 3 | 32.1% | 0.80 | 0.0063 | -0.012 | 110 | 5.00 | 6.65 | 3 | 534 | 32.7% | -0.20 | 0.0065 | -0.016 |
| 28.10 | 30.55 | 32.4% | 0.77 | 0.0071 | -0.014 | 115 | 6.95 | 8.05 | 7 | 280 | 32.9% | -0.24 | 0.0073 | -0.017 | ||
| 25.00 | 27.95 | 1,003 | 32.7% | 0.73 | 0.0078 | -0.016 | 120 | 7.70 | 9.70 | 6 | 1,201 | 31.5% | -0.28 | 0.0081 | -0.018 | |
| 22.00 | 24.25 | 15 | 31.5% | 0.68 | 0.0085 | -0.017 | 125 | 10.15 | 11.55 | 93 | 31.7% | -0.33 | 0.0089 | -0.019 | ||
| 19.20 | 20.90 | 14 | 30.4% | 0.64 | 0.0091 | -0.018 | 130 | 12.45 | 13.70 | 1 | 258 | 31.6% | -0.37 | 0.0095 | -0.020 | |
| 16.70 | 18.30 | 10 | 19 | 30.1% | 0.59 | 0.0095 | -0.019 | 135 | 14.75 | 15.45 | 10 | 48 | 30.6% | -0.42 | 0.0101 | -0.021 |
| 15.15 | 16.50 | 1 | 135 | 30.1% | 0.55 | 0.0098 | -0.019 | 140 | 17.25 | 18.10 | 70 | 30.3% | -0.47 | 0.0106 | -0.021 | |
| 12.90 | 13.55 | 4 | 1,065 | 29.6% | 0.50 | 0.0100 | -0.019 | 145 | 20.10 | 20.95 | 47 | 30.0% | -0.53 | 0.0109 | -0.021 | |
| 10.80 | 12.40 | 94 | 208 | 29.8% | 0.46 | 0.0100 | -0.019 | 150 | 23.10 | 24.30 | 43 | 29.9% | -0.58 | 0.0111 | -0.020 | |
| 9.35 | 10.05 | 9 | 168 | 29.0% | 0.41 | 0.0099 | -0.019 | 155 | 25.65 | 27.75 | 105 | 29.1% | -0.63 | 0.0112 | -0.020 | |
| 8.20 | 8.65 | 314 | 29.1% | 0.37 | 0.0096 | -0.018 | 160 | 29.10 | 31.40 | 28.8% | -0.68 | 0.0111 | -0.019 | |||
| 6.95 | 7.85 | 2 | 75 | 29.4% | 0.33 | 0.0093 | -0.018 | 165 | 32.50 | 35.15 | 28.1% | -0.72 | 0.0109 | -0.018 | ||
| 5.90 | 6.25 | 4 | 392 | 28.8% | 0.29 | 0.0088 | -0.017 | 170 | 36.50 | 39.50 | 28.3% | -0.77 | 0.0105 | -0.016 | ||
| 5.00 | 5.35 | 30 | 1,105 | 28.7% | 0.26 | 0.0083 | -0.016 | 175 | 40.50 | 43.70 | 27.9% | -0.81 | 0.0102 | -0.015 | ||
| 4.10 | 5.10 | 19 | 160 | 29.2% | 0.23 | 0.0078 | -0.015 | 180 | 45.00 | 48.20 | 28.2% | -0.85 | 0.0102 | -0.014 | ||
| 3.55 | 3.95 | 49 | 45 | 28.7% | 0.20 | 0.0072 | -0.014 | 185 | 49.50 | 52.75 | 28.0% | -0.89 | 0.0101 | -0.013 | ||
| 3.00 | 3.75 | 13 | 29.3% | 0.18 | 0.0067 | -0.013 | 190 | 54.50 | 57.45 | 28.8% | -0.93 | 0.0110 | -0.015 | |||
| 2.32 | 3.25 | 20 | 29.0% | 0.16 | 0.0062 | -0.012 | 195 | 59.00 | 62.70 | 29.6% | -0.96 | 0.0107 | -0.014 | |||
| 1.96 | 2.82 | 2 | 29.1% | 0.14 | 0.0056 | -0.011 | 200 | 63.50 | 67.30 | -0.98 | 0.0054 | -0.017 | ||||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.