C
Citigroup, Inc.Close $138.51EOD onlyThis page reflects C options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 47.50 | 89.56 | 88.45 | 90.45 | -3.49 | 38 | 1 | 494.9% | 0.995 | 0.0002 | -0.147 | 0.002 | 0.004 |
| 50.00 | 86.52 | 85.75 | 89.00 | -2.47 | 42 | 5 | 622.9% | 0.981 | 0.0006 | -0.604 | 0.006 | 0.004 |
| 55.00 | 81.52 | 80.75 | 84.20 | -2.23 | 5 | 11 | 587.9% | 0.977 | 0.0008 | -0.682 | 0.007 | 0.004 |
| 60.00 | 76.80 | 75.80 | 79.00 | -2.10 | 1 | 14 | 521.7% | 0.977 | 0.0008 | -0.601 | 0.007 | 0.005 |
| 65.00 | 71.95 | 70.85 | 74.05 | -2.01 | 4 | 11 | 481.3% | 0.974 | 0.0010 | -0.617 | 0.008 | 0.005 |
| 70.00 | 68.80 | 66.15 | 68.30 | 0.00 | 17 | 11 | 374.2% | 0.985 | 0.0008 | -0.307 | 0.005 | 0.006 |
| 75.00 | 64.63 | 61.55 | 63.55 | 0.00 | 13 | 33 | 363.9% | 0.978 | 0.0012 | -0.412 | 0.007 | 0.006 |
| 80.00 | 52.90 | 56.15 | 58.60 | 0.00 | 190 | 0 | 334.6% | 0.974 | 0.0014 | -0.430 | 0.008 | 0.006 |
| 85.00 | 47.95 | 51.55 | 53.55 | 0.00 | 420 | 1 | 299.2% | 0.972 | 0.0017 | -0.407 | 0.008 | 0.007 |
| 87.50 | 45.80 | 48.65 | 51.10 | 0.00 | 245 | 0 | 287.6% | 0.969 | 0.0019 | -0.426 | 0.009 | 0.007 |
| 90.00 | 49.10 | 46.15 | 48.60 | 0.00 | 4 | 4 | 272.8% | 0.967 | 0.0021 | -0.424 | 0.009 | 0.007 |
| 92.50 | 40.50 | 43.65 | 46.10 | 0.00 | 340 | 0 | 258.2% | 0.965 | 0.0024 | -0.422 | 0.010 | 0.007 |
| 95.00 | 37.85 | 41.15 | 43.60 | 0.00 | 450 | 0 | 244.0% | 0.963 | 0.0026 | -0.420 | 0.010 | 0.007 |
| 97.50 | 35.60 | 38.65 | 41.10 | 0.00 | 420 | 0 | 230.2% | 0.961 | 0.0030 | -0.418 | 0.011 | 0.008 |
| 100.00 | 37.44 | 36.00 | 38.95 | -1.38 | 1 | 46 | 234.5% | 0.946 | 0.0037 | -0.542 | 0.014 | 0.008 |
| 105.00 | 33.91 | 31.15 | 33.60 | 0.00 | 1 | 13 | 189.9% | 0.952 | 0.0042 | -0.409 | 0.013 | 0.008 |
| 110.00 | 27.10 | 26.45 | 28.15 | 0.00 | 31 | 51 | 140.4% | 0.966 | 0.0043 | -0.232 | 0.009 | 0.009 |
| 115.00 | 23.50 | 21.25 | 23.60 | 0.00 | 9 | 44 | 138.9% | 0.932 | 0.0075 | -0.390 | 0.016 | 0.009 |
| 116.00 | 20.64 | 19.95 | 22.95 | 4.18 | 2 | 5 | 147.0% | 0.912 | 0.0087 | -0.500 | 0.020 | 0.008 |
| 117.00 | 19.64 | 19.40 | 21.70 | 3.97 | 2 | 13 | 132.7% | 0.921 | 0.0089 | -0.418 | 0.018 | 0.009 |
| 118.00 | 19.70 | 18.50 | 20.95 | -0.99 | 1 | 1 | 72.3% | 0.992 | 0.0025 | -0.048 | 0.003 | 0.010 |
| 119.00 | 18.41 | 17.30 | 19.90 | -1.37 | 4 | 48 | 129.4% | 0.904 | 0.0106 | -0.472 | 0.021 | 0.009 |
| 120.00 | 16.92 | 16.65 | 18.95 | -2.09 | 11 | 798 | 73.8% | 0.982 | 0.0049 | -0.083 | 0.006 | 0.010 |
| 122.00 | 15.15 | 14.25 | 16.90 | -2.09 | 4 | 3 | 113.7% | 0.890 | 0.0133 | -0.458 | 0.023 | 0.009 |
| 123.00 | 13.92 | 13.65 | 15.90 | -2.25 | 3 | 3 | 60.5% | 0.981 | 0.0060 | -0.071 | 0.006 | 0.010 |
| 124.00 | 15.17 | 12.15 | 14.65 | 0.00 | 2 | 47 | 95.6% | 0.895 | 0.0153 | -0.375 | 0.023 | 0.009 |
| 125.00 | 12.44 | 11.50 | 13.05 | -1.57 | 7 | 1,000 | 68.9% | 0.943 | 0.0133 | -0.178 | 0.014 | 0.010 |
| 126.00 | 11.61 | 10.00 | 12.80 | -1.31 | 1 | 2 | 89.7% | 0.871 | 0.0188 | -0.405 | 0.026 | 0.009 |
| 127.00 | 10.51 | 9.40 | 12.30 | -1.41 | 20 | 43 | 50.8% | 0.962 | 0.0129 | -0.101 | 0.010 | 0.010 |
| 128.00 | 9.55 | 7.85 | 11.70 | -2.10 | 20 | 18 | 101.1% | 0.800 | 0.0222 | -0.600 | 0.035 | 0.008 |
| 129.00 | 10.25 | 7.25 | 9.65 | 0.00 | 3 | 129 | 69.8% | 0.856 | 0.0260 | -0.342 | 0.028 | 0.009 |
| 130.00 | 8.05 | 7.50 | 8.05 | -0.90 | 63 | 5,511 | 47.1% | 0.915 | 0.0266 | -0.167 | 0.019 | 0.010 |
| 131.00 | 8.02 | 6.50 | 7.25 | 0.00 | 9 | 1,012 | 48.6% | 0.876 | 0.0338 | -0.221 | 0.026 | 0.009 |
| 132.00 | 6.05 | 5.55 | 6.35 | -1.05 | 4 | 1,139 | 46.3% | 0.848 | 0.0407 | -0.239 | 0.029 | 0.009 |
| 133.00 | 4.45 | 4.65 | 5.45 | -1.93 | 8 | 287 | 43.5% | 0.816 | 0.0490 | -0.253 | 0.033 | 0.009 |
| 134.00 | 4.00 | 3.65 | 4.30 | -1.00 | 135 | 472 | 34.5% | 0.812 | 0.0626 | -0.206 | 0.034 | 0.009 |
| 135.00 | 3.37 | 3.10 | 3.45 | -0.78 | 548 | 3,721 | 32.1% | 0.756 | 0.0783 | -0.221 | 0.039 | 0.008 |
| 136.00 | 2.36 | 2.37 | 2.74 | -0.96 | 107 | 846 | 31.4% | 0.674 | 0.0919 | -0.246 | 0.045 | 0.007 |
| 137.00 | 1.97 | 1.71 | 1.96 | -0.51 | 136 | 2,753 | 28.2% | 0.584 | 0.1110 | -0.238 | 0.049 | 0.006 |
| 138.00 | 1.30 | 1.25 | 1.41 | -0.79 | 303 | 1,309 | 27.4% | 0.470 | 0.1162 | -0.235 | 0.050 | 0.005 |
| 139.00 | 0.92 | 0.84 | 0.97 | -0.64 | 332 | 1,292 | 26.9% | 0.354 | 0.1109 | -0.214 | 0.046 | 0.004 |
| 140.00 | 0.59 | 0.56 | 0.64 | -0.50 | 2,619 | 13,305 | 26.5% | 0.249 | 0.0958 | -0.179 | 0.040 | 0.003 |
| 141.00 | 0.32 | 0.34 | 0.43 | -0.42 | 154 | 959 | 27.0% | 0.169 | 0.0750 | -0.144 | 0.031 | 0.002 |
| 142.00 | 0.25 | 0.21 | 0.28 | -0.24 | 175 | 2,912 | 27.3% | 0.109 | 0.0549 | -0.108 | 0.023 | 0.001 |
| 143.00 | 0.15 | 0.11 | 0.18 | -0.15 | 189 | 654 | 27.7% | 0.068 | 0.0380 | -0.077 | 0.016 | 0.001 |
| 144.00 | 0.08 | 0.06 | 0.11 | -0.18 | 20 | 299 | 27.9% | 0.040 | 0.0246 | -0.050 | 0.011 | 0.000 |
| 145.00 | 0.05 | 0.02 | 0.12 | -0.13 | 361 | 6,367 | 31.8% | 0.038 | 0.0208 | -0.055 | 0.010 | 0.000 |
| 146.00 | 0.03 | 0.01 | 0.06 | -0.07 | 9 | 375 | 30.7% | 0.018 | 0.0117 | -0.029 | 0.006 | 0.000 |
| 147.00 | 0.04 | 0.00 | 0.14 | -0.03 | 14 | 1,650 | 39.5% | 0.035 | 0.0158 | -0.064 | 0.010 | 0.000 |
| 148.00 | 0.04 | 0.00 | 0.07 | 0.00 | 1 | 671 | 37.4% | 0.017 | 0.0092 | -0.034 | 0.005 | 0.000 |
| 150.00 | 0.01 | 0.01 | 0.02 | -0.01 | 923 | 15,011 | 35.9% | 0.005 | 0.0030 | -0.010 | 0.002 | 0.000 |
| 152.50 | 0.01 | 0.00 | 0.02 | 0.00 | 2 | 80 | 41.4% | 0.003 | 0.0020 | -0.009 | 0.001 | 0.000 |
| 155.00 | 0.01 | 0.00 | 0.01 | -0.02 | 3 | 4,546 | 43.8% | 0.002 | 0.0009 | -0.005 | 0.001 | 0.000 |
| 160.00 | 0.04 | 0.00 | 0.08 | 0.01 | 103 | 1,203 | 63.3% | 0.005 | 0.0018 | -0.019 | 0.002 | 0.000 |
| 165.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 1,343 | 59.4% | 0.000 | 0.0002 | -0.002 | 0.000 | 0.000 |
| 170.00 | 0.02 | 0.00 | 0.01 | 0.00 | 9 | 1,062 | 68.8% | 0.000 | 0.0002 | -0.002 | 0.000 | 0.000 |
| 175.00 | 0.01 | 0.00 | 0.01 | 0.00 | 18 | 227 | 76.6% | 0.000 | 0.0001 | -0.002 | 0.000 | 0.000 |
| 180.00 | 0.04 | 0.00 | 0.01 | 0.00 | 14 | 123 | 84.4% | 0.000 | 0.0001 | -0.002 | 0.000 | 0.000 |
| 185.00 | 0.07 | 0.00 | 0.04 | 0.00 | 1 | 251 | 105.5% | 0.001 | 0.0003 | -0.009 | 0.000 | 0.000 |
| 195.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 6 | 106.3% | 0.000 | 0.0001 | -0.002 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 47.50 | 0.06 | 0.00 | 2.13 | 0.00 | 3 | 53 | 619.5% | -0.015 | 0.0005 | -0.482 | 0.005 | -0.000 |
| 50.00 | 0.10 | 0.00 | 0.10 | -0.05 | 3 | 24 | 375.0% | -0.001 | 0.0001 | -0.022 | 0.000 | -0.000 |
| 55.00 | 0.17 | 0.00 | 2.13 | 0.02 | 3 | 23 | 541.4% | -0.017 | 0.0006 | -0.479 | 0.005 | -0.000 |
| 60.00 | 0.01 | 0.00 | 2.13 | 0.00 | 1 | 30 | 495.3% | -0.019 | 0.0008 | -0.478 | 0.006 | -0.000 |
| 65.00 | 0.73 | 0.00 | 2.13 | 0.51 | 1 | 253 | 452.9% | -0.021 | 0.0009 | -0.475 | 0.006 | -0.000 |
| 70.00 | 0.79 | 0.00 | 2.13 | 0.78 | 1 | 494 | 413.9% | -0.023 | 0.0011 | -0.473 | 0.007 | -0.000 |
| 75.00 | 0.02 | 0.00 | 0.01 | 0.00 | 1 | 234 | 187.5% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 80.00 | 0.01 | 0.00 | 0.01 | 0.00 | 5 | 247 | 168.8% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 85.00 | 0.01 | 0.00 | 0.01 | 0.00 | 5 | 398 | 150.0% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 87.50 | 0.04 | 0.00 | 0.01 | 0.00 | 1 | 123 | 140.6% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 90.00 | 0.02 | 0.00 | 0.15 | 0.00 | 10 | 1,174 | 176.6% | -0.003 | 0.0004 | -0.035 | 0.001 | -0.000 |
| 92.50 | 0.01 | 0.00 | 0.91 | 0.00 | 1 | 907 | 221.1% | -0.019 | 0.0016 | -0.208 | 0.006 | -0.000 |
| 95.00 | 0.01 | 0.00 | 0.06 | 0.00 | 1 | 475 | 139.8% | -0.001 | 0.0003 | -0.013 | 0.001 | -0.000 |
| 97.50 | 0.04 | 0.00 | 2.13 | 0.00 | 25 | 582 | 236.6% | -0.043 | 0.0031 | -0.449 | 0.011 | -0.001 |
| 100.00 | 0.02 | 0.00 | 0.02 | 0.00 | 5 | 4,302 | 109.4% | -0.001 | 0.0001 | -0.004 | 0.000 | -0.000 |
| 105.00 | 0.01 | 0.00 | 0.02 | 0.00 | 4 | 1,312 | 93.8% | -0.001 | 0.0002 | -0.004 | 0.000 | -0.000 |
| 110.00 | 0.02 | 0.00 | 0.03 | 0.01 | 1 | 1,731 | 82.0% | -0.001 | 0.0004 | -0.006 | 0.000 | -0.000 |
| 115.00 | 0.01 | 0.00 | 0.01 | -0.04 | 10 | 6,924 | 59.4% | -0.000 | 0.0002 | -0.002 | 0.000 | -0.000 |
| 116.00 | 0.08 | 0.00 | 0.07 | 0.00 | 1 | 10 | 71.1% | -0.004 | 0.0012 | -0.016 | 0.001 | -0.000 |
| 117.00 | 0.09 | 0.00 | 0.10 | 0.00 | 5 | 186 | 71.5% | -0.005 | 0.0018 | -0.023 | 0.002 | -0.000 |
| 118.00 | 0.03 | 0.00 | 0.10 | 0.00 | 37 | 156 | 68.4% | -0.006 | 0.0019 | -0.023 | 0.002 | -0.000 |
| 119.00 | 0.01 | 0.00 | 0.09 | 0.00 | 3 | 275 | 64.1% | -0.006 | 0.0020 | -0.021 | 0.002 | -0.000 |
| 120.00 | 0.01 | 0.00 | 0.03 | -0.02 | 32 | 2,151 | 53.1% | -0.002 | 0.0009 | -0.007 | 0.001 | -0.000 |
| 121.00 | 0.05 | 0.01 | 0.25 | 0.03 | 4 | 237 | 68.2% | -0.017 | 0.0049 | -0.059 | 0.005 | -0.000 |
| 122.00 | 0.02 | 0.00 | 0.10 | 0.00 | 7 | 703 | 55.1% | -0.007 | 0.0029 | -0.023 | 0.002 | -0.000 |
| 123.00 | 0.02 | 0.00 | 0.11 | 0.01 | 5 | 254 | 52.7% | -0.009 | 0.0035 | -0.025 | 0.003 | -0.000 |
| 124.00 | 0.06 | 0.01 | 0.10 | -0.06 | 1 | 97 | 54.7% | -0.016 | 0.0059 | -0.046 | 0.005 | -0.000 |
| 125.00 | 0.05 | 0.02 | 0.03 | 0.02 | 3 | 4,649 | 42.2% | -0.005 | 0.0029 | -0.014 | 0.002 | -0.000 |
| 126.00 | 0.04 | 0.01 | 0.17 | 0.01 | 15 | 759 | 52.8% | -0.030 | 0.0104 | -0.075 | 0.009 | -0.000 |
| 127.00 | 0.04 | 0.02 | 0.07 | 0.00 | 5 | 1,083 | 41.4% | -0.015 | 0.0073 | -0.032 | 0.005 | -0.000 |
| 128.00 | 0.03 | 0.01 | 0.11 | -0.04 | 1 | 656 | 41.3% | -0.024 | 0.0111 | -0.049 | 0.007 | -0.000 |
| 129.00 | 0.07 | 0.01 | 0.13 | -0.02 | 3 | 204 | 39.1% | -0.031 | 0.0145 | -0.057 | 0.009 | -0.000 |
| 130.00 | 0.09 | 0.08 | 0.09 | -0.01 | 299 | 8,236 | 32.7% | -0.025 | 0.0145 | -0.040 | 0.007 | -0.000 |
| 131.00 | 0.13 | 0.07 | 0.13 | 0.00 | 54 | 333 | 31.5% | -0.039 | 0.0216 | -0.055 | 0.011 | -0.000 |
| 132.00 | 0.16 | 0.14 | 0.17 | -0.04 | 133 | 1,047 | 29.6% | -0.056 | 0.0306 | -0.069 | 0.014 | -0.001 |
| 133.00 | 0.26 | 0.19 | 0.28 | -0.04 | 113 | 482 | 29.5% | -0.095 | 0.0458 | -0.102 | 0.021 | -0.001 |
| 134.00 | 0.38 | 0.29 | 0.47 | -0.07 | 1,092 | 682 | 30.1% | -0.156 | 0.0637 | -0.147 | 0.030 | -0.002 |
| 135.00 | 0.55 | 0.44 | 0.63 | 0.01 | 534 | 2,504 | 28.5% | -0.218 | 0.0828 | -0.171 | 0.037 | -0.003 |
| 136.00 | 0.73 | 0.67 | 0.94 | -0.17 | 441 | 1,427 | 28.6% | -0.312 | 0.0990 | -0.205 | 0.044 | -0.004 |
| 137.00 | 1.08 | 1.01 | 1.23 | -0.05 | 312 | 1,337 | 26.7% | -0.412 | 0.1167 | -0.210 | 0.049 | -0.005 |
| 138.00 | 1.86 | 1.45 | 1.81 | 0.33 | 59 | 452 | 28.3% | -0.529 | 0.1126 | -0.226 | 0.050 | -0.006 |
| 139.00 | 2.55 | 1.95 | 2.32 | 0.49 | 30 | 661 | 26.9% | -0.646 | 0.1109 | -0.197 | 0.046 | -0.007 |
| 140.00 | 3.23 | 2.61 | 3.10 | 0.50 | 61 | 1,847 | 28.8% | -0.733 | 0.0916 | -0.184 | 0.041 | -0.009 |
| 141.00 | 3.00 | 3.45 | 3.90 | 0.00 | 35 | 61 | 29.8% | -0.806 | 0.0739 | -0.157 | 0.034 | -0.009 |
| 142.00 | 4.63 | 4.15 | 5.10 | 0.53 | 1 | 37 | 39.4% | -0.800 | 0.0569 | -0.216 | 0.035 | -0.009 |
| 143.00 | 5.64 | 5.05 | 5.85 | 1.39 | 2 | 56 | 37.9% | -0.860 | 0.0470 | -0.161 | 0.028 | -0.010 |
| 144.00 | 5.05 | 5.95 | 6.80 | 0.00 | 0 | 25 | 40.8% | -0.883 | 0.0386 | -0.152 | 0.025 | -0.011 |
| 145.00 | 8.50 | 6.95 | 8.65 | 1.60 | 1 | 1,332 | 66.6% | -0.795 | 0.0341 | -0.379 | 0.035 | -0.010 |
| 146.00 | 8.98 | 7.15 | 9.85 | -2.75 | 2 | 2 | 75.9% | -0.793 | 0.0302 | -0.438 | 0.036 | -0.010 |
| 150.00 | 10.80 | 11.50 | 14.00 | 0.00 | 1 | 20 | 61.9% | -0.933 | 0.0168 | -0.151 | 0.016 | -0.012 |
| 152.50 | 13.61 | 13.95 | 16.50 | 0.00 | 2 | 0 | 69.3% | -0.944 | 0.0130 | -0.145 | 0.014 | -0.012 |
| 155.00 | 16.17 | 16.35 | 19.00 | 0.00 | 2 | 0 | 74.9% | -0.956 | 0.0099 | -0.127 | 0.012 | -0.012 |
| 157.50 | 18.60 | 19.00 | 21.50 | 0.00 | 0 | 0 | 86.4% | -0.953 | 0.0091 | -0.158 | 0.012 | -0.012 |
| 160.00 | 20.53 | 21.35 | 23.85 | 0.00 | 2 | 0 | 85.3% | -0.972 | 0.0061 | -0.097 | 0.008 | -0.013 |
| 165.00 | 28.02 | 26.10 | 29.15 | 2.55 | 2 | 0 | 100.6% | -0.974 | 0.0049 | -0.109 | 0.008 | -0.013 |
| 170.00 | 31.18 | 31.50 | 34.00 | 0.00 | 2 | 2 | 122.1% | -0.968 | 0.0047 | -0.164 | 0.009 | -0.014 |
| 175.00 | 37.85 | 36.80 | 38.85 | 1.69 | 2 | 0 | 139.6% | -0.966 | 0.0043 | -0.197 | 0.009 | -0.014 |
| 180.00 | 42.81 | 41.00 | 44.15 | 1.63 | 1 | 1 | 133.0% | -0.985 | 0.0023 | -0.086 | 0.005 | -0.015 |
| 185.00 | 50.39 | 46.50 | 49.00 | 0.00 | 0 | 0 | 158.9% | -0.976 | 0.0028 | -0.165 | 0.007 | -0.015 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.