C
Citigroup, Inc.Close $124.82EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 95.00 | 29.85 | 28.60 | 31.00 | 1.46 | 4 | 10 | 239.8% | 0.948 | 0.0048 | -0.598 | 0.010 | 0.005 |
| 100.00 | 25.02 | 23.75 | 25.75 | 4.32 | 2 | 2 | 191.8% | 0.949 | 0.0059 | -0.476 | 0.010 | 0.005 |
| 104.00 | 19.50 | 19.20 | 21.75 | -6.92 | 10 | 10 | 165.7% | 0.940 | 0.0078 | -0.470 | 0.011 | 0.005 |
| 108.00 | 12.85 | 15.55 | 17.75 | 0.00 | 1 | 3 | 139.9% | 0.927 | 0.0108 | -0.461 | 0.013 | 0.005 |
| 110.00 | 19.00 | 13.70 | 15.75 | 0.00 | 1 | 2 | 127.1% | 0.918 | 0.0129 | -0.455 | 0.014 | 0.005 |
| 112.00 | 11.70 | 11.95 | 13.25 | 0.00 | 1 | 3 | 90.9% | 0.950 | 0.0122 | -0.228 | 0.009 | 0.006 |
| 113.00 | 11.62 | 11.10 | 12.40 | 2.01 | 2 | 34 | 92.8% | 0.931 | 0.0154 | -0.296 | 0.012 | 0.006 |
| 114.00 | 10.73 | 10.20 | 11.45 | 3.98 | 1 | 52 | 89.0% | 0.921 | 0.0179 | -0.315 | 0.014 | 0.006 |
| 115.00 | 10.00 | 9.05 | 10.35 | 3.69 | 2 | 169 | 78.6% | 0.925 | 0.0194 | -0.269 | 0.013 | 0.006 |
| 116.00 | 6.95 | 7.70 | 9.75 | 1.63 | 11 | 43 | 87.9% | 0.877 | 0.0250 | -0.424 | 0.019 | 0.005 |
| 117.00 | 7.15 | 6.90 | 8.80 | 3.60 | 2 | 36 | 82.9% | 0.862 | 0.0288 | -0.434 | 0.020 | 0.005 |
| 118.00 | 3.37 | 6.25 | 7.75 | 0.17 | 1 | 20 | 74.5% | 0.853 | 0.0334 | -0.407 | 0.021 | 0.005 |
| 119.00 | 6.00 | 5.70 | 6.20 | 3.81 | 2 | 121 | 48.6% | 0.912 | 0.0356 | -0.192 | 0.015 | 0.006 |
| 120.00 | 5.25 | 4.80 | 5.35 | 3.70 | 603 | 828 | 48.0% | 0.871 | 0.0474 | -0.245 | 0.019 | 0.006 |
| 121.00 | 4.24 | 3.90 | 4.40 | 3.12 | 542 | 465 | 43.1% | 0.841 | 0.0609 | -0.253 | 0.022 | 0.006 |
| 122.00 | 3.44 | 3.10 | 3.40 | 2.69 | 540 | 823 | 36.1% | 0.810 | 0.0814 | -0.238 | 0.025 | 0.005 |
| 123.00 | 2.39 | 2.32 | 2.55 | 1.88 | 589 | 597 | 32.7% | 0.735 | 0.1084 | -0.257 | 0.030 | 0.005 |
| 124.00 | 1.75 | 1.61 | 1.83 | 1.40 | 939 | 1,333 | 30.7% | 0.622 | 0.1339 | -0.279 | 0.035 | 0.004 |
| 125.00 | 1.20 | 1.13 | 1.23 | 0.97 | 1,307 | 1,385 | 29.2% | 0.482 | 0.1478 | -0.276 | 0.037 | 0.003 |
| 126.00 | 0.81 | 0.73 | 0.80 | 0.65 | 898 | 813 | 28.8% | 0.337 | 0.1372 | -0.248 | 0.034 | 0.002 |
| 127.00 | 0.50 | 0.45 | 0.49 | 0.36 | 1,097 | 1,401 | 28.5% | 0.212 | 0.1101 | -0.194 | 0.027 | 0.001 |
| 128.00 | 0.30 | 0.26 | 0.30 | 0.21 | 191 | 1,132 | 29.0% | 0.125 | 0.0768 | -0.140 | 0.019 | 0.001 |
| 129.00 | 0.17 | 0.16 | 0.18 | 0.11 | 71 | 386 | 29.6% | 0.069 | 0.0487 | -0.092 | 0.012 | 0.000 |
| 130.00 | 0.13 | 0.09 | 0.14 | 0.09 | 414 | 3,050 | 32.3% | 0.047 | 0.0327 | -0.074 | 0.009 | 0.000 |
| 131.00 | 0.05 | 0.01 | 0.21 | 0.00 | 607 | 1,128 | 40.7% | 0.057 | 0.0304 | -0.109 | 0.011 | 0.000 |
| 132.00 | 0.04 | 0.00 | 0.09 | 0.00 | 13 | 299 | 37.4% | 0.023 | 0.0157 | -0.047 | 0.005 | 0.000 |
| 133.00 | 0.05 | 0.00 | 0.10 | 0.00 | 7 | 1,852 | 42.2% | 0.022 | 0.0136 | -0.052 | 0.005 | 0.000 |
| 134.00 | 0.10 | 0.00 | 0.10 | 0.04 | 54 | 361 | 46.1% | 0.020 | 0.0113 | -0.052 | 0.004 | 0.000 |
| 135.00 | 0.01 | 0.01 | 0.02 | -0.02 | 146 | 688 | 38.7% | 0.003 | 0.0028 | -0.009 | 0.001 | 0.000 |
| 136.00 | 0.10 | 0.00 | 0.51 | 0.00 | 2 | 430 | 65.4% | 0.041 | 0.0145 | -0.133 | 0.008 | 0.000 |
| 137.00 | 0.01 | 0.00 | 0.01 | -0.27 | 63 | 214 | 41.4% | 0.001 | 0.0011 | -0.004 | 0.000 | 0.000 |
| 138.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 784 | 43.8% | 0.001 | 0.0009 | -0.004 | 0.000 | 0.000 |
| 139.00 | 0.25 | 0.00 | 0.01 | 0.14 | 1 | 197 | 46.9% | 0.001 | 0.0008 | -0.004 | 0.000 | 0.000 |
| 140.00 | 0.40 | 0.00 | 0.01 | 0.32 | 1 | 1,291 | 50.0% | 0.001 | 0.0008 | -0.004 | 0.000 | 0.000 |
| 141.00 | 0.03 | 0.00 | 0.16 | -0.10 | 1 | 55 | 68.9% | 0.009 | 0.0039 | -0.040 | 0.002 | 0.000 |
| 142.00 | 0.01 | 0.00 | 0.51 | 0.00 | 1 | 55 | 89.3% | 0.028 | 0.0077 | -0.132 | 0.006 | 0.000 |
| 143.00 | 0.25 | 0.00 | 0.51 | 0.00 | 1 | 2 | 93.1% | 0.026 | 0.0071 | -0.132 | 0.006 | 0.000 |
| 144.00 | 0.26 | 0.00 | 0.37 | 0.04 | 1 | 3 | 90.8% | 0.018 | 0.0054 | -0.095 | 0.004 | 0.000 |
| 145.00 | 0.02 | 0.00 | 0.01 | 0.00 | 1 | 8 | 59.4% | 0.000 | 0.0002 | -0.002 | 0.000 | 0.000 |
| 150.00 | 0.10 | 0.00 | 0.01 | 0.00 | 1 | 88 | 70.3% | 0.000 | 0.0001 | -0.001 | 0.000 | 0.000 |
| 155.00 | 0.16 | 0.00 | 0.07 | 0.00 | 35 | 182 | 99.6% | 0.002 | 0.0007 | -0.014 | 0.001 | 0.000 |
| 160.00 | 0.01 | 0.00 | 0.05 | 0.00 | 0 | 20 | 107.8% | 0.001 | 0.0004 | -0.009 | 0.000 | 0.000 |
| 165.00 | 0.15 | 0.00 | 0.01 | 0.00 | 2 | 2 | 103.1% | 0.000 | 0.0001 | -0.001 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 75.00 | 0.01 | 0.00 | 0.09 | 0.00 | 105 | 109 | 228.1% | -0.001 | 0.0002 | -0.017 | 0.000 | -0.000 |
| 90.00 | 0.15 | 0.00 | 2.13 | 0.00 | 22 | 119 | 268.6% | -0.040 | 0.0035 | -0.538 | 0.008 | -0.000 |
| 95.00 | 0.40 | 0.00 | 2.13 | 0.00 | 1 | 21 | 233.3% | -0.048 | 0.0046 | -0.534 | 0.009 | -0.000 |
| 100.00 | 0.06 | 0.00 | 0.66 | 0.00 | 1 | 24 | 150.2% | -0.020 | 0.0035 | -0.168 | 0.004 | -0.000 |
| 101.00 | 0.09 | 0.00 | 0.73 | 0.00 | 1 | 19 | 147.8% | -0.023 | 0.0040 | -0.187 | 0.005 | -0.000 |
| 102.00 | 0.09 | 0.00 | 0.22 | 0.00 | 2 | 14 | 113.7% | -0.007 | 0.0019 | -0.053 | 0.002 | -0.000 |
| 103.00 | 0.15 | 0.00 | 0.50 | 0.00 | 1 | 29 | 126.4% | -0.018 | 0.0037 | -0.127 | 0.004 | -0.000 |
| 104.00 | 0.05 | 0.00 | 0.42 | 0.00 | 1 | 21 | 117.0% | -0.016 | 0.0036 | -0.106 | 0.004 | -0.000 |
| 105.00 | 0.05 | 0.00 | 0.49 | 0.00 | 1 | 24 | 115.4% | -0.019 | 0.0044 | -0.125 | 0.004 | -0.000 |
| 106.00 | 0.03 | 0.00 | 0.06 | 0.00 | 13 | 36 | 78.1% | -0.002 | 0.0009 | -0.012 | 0.001 | -0.000 |
| 107.00 | 0.04 | 0.00 | 0.38 | 0.00 | 6 | 16 | 99.8% | -0.017 | 0.0045 | -0.096 | 0.004 | -0.000 |
| 108.00 | 0.01 | 0.00 | 0.10 | 0.00 | 20 | 52 | 75.8% | -0.004 | 0.0019 | -0.023 | 0.001 | -0.000 |
| 109.00 | 0.05 | 0.00 | 0.15 | 0.00 | 8 | 100 | 76.2% | -0.007 | 0.0029 | -0.036 | 0.002 | -0.000 |
| 110.00 | 0.06 | 0.00 | 0.07 | 0.01 | 1 | 208 | 64.1% | -0.004 | 0.0018 | -0.016 | 0.001 | -0.000 |
| 111.00 | 0.02 | 0.01 | 0.12 | -0.03 | 11 | 151 | 65.6% | -0.007 | 0.0033 | -0.030 | 0.002 | -0.000 |
| 112.00 | 0.03 | 0.00 | 0.10 | -0.03 | 5 | 156 | 59.0% | -0.006 | 0.0031 | -0.023 | 0.002 | -0.000 |
| 113.00 | 0.02 | 0.00 | 0.10 | -0.07 | 1 | 68 | 54.7% | -0.007 | 0.0036 | -0.023 | 0.002 | -0.000 |
| 114.00 | 0.01 | 0.00 | 0.10 | -0.12 | 13 | 236 | 50.8% | -0.007 | 0.0044 | -0.024 | 0.002 | -0.000 |
| 115.00 | 0.01 | 0.01 | 0.14 | -0.21 | 154 | 525 | 56.3% | -0.023 | 0.0105 | -0.071 | 0.005 | -0.000 |
| 116.00 | 0.04 | 0.01 | 0.08 | -0.26 | 112 | 275 | 46.1% | -0.015 | 0.0089 | -0.040 | 0.003 | -0.000 |
| 117.00 | 0.12 | 0.02 | 0.11 | -0.39 | 62 | 738 | 44.3% | -0.023 | 0.0133 | -0.056 | 0.005 | -0.000 |
| 118.00 | 0.03 | 0.01 | 0.26 | -0.74 | 2,088 | 2,680 | 48.8% | -0.057 | 0.0254 | -0.128 | 0.011 | -0.000 |
| 119.00 | 0.07 | 0.05 | 0.26 | -0.95 | 927 | 524 | 43.4% | -0.065 | 0.0318 | -0.127 | 0.012 | -0.000 |
| 120.00 | 0.10 | 0.07 | 0.14 | -1.50 | 1,042 | 2,088 | 31.8% | -0.045 | 0.0324 | -0.069 | 0.009 | -0.000 |
| 121.00 | 0.19 | 0.17 | 0.20 | -1.92 | 199 | 411 | 29.5% | -0.074 | 0.0516 | -0.095 | 0.013 | -0.001 |
| 122.00 | 0.32 | 0.29 | 0.33 | -2.36 | 460 | 1,310 | 28.5% | -0.135 | 0.0823 | -0.141 | 0.020 | -0.001 |
| 123.00 | 0.53 | 0.49 | 0.55 | -2.97 | 2,816 | 1,102 | 28.0% | -0.233 | 0.1180 | -0.194 | 0.028 | -0.002 |
| 124.00 | 0.84 | 0.81 | 0.89 | -3.52 | 1,314 | 652 | 27.9% | -0.367 | 0.1459 | -0.237 | 0.035 | -0.003 |
| 125.00 | 1.24 | 1.23 | 1.35 | -3.83 | 320 | 762 | 27.8% | -0.519 | 0.1550 | -0.248 | 0.037 | -0.004 |
| 126.00 | 1.84 | 1.74 | 1.99 | -3.88 | 67 | 522 | 29.1% | -0.661 | 0.1363 | -0.236 | 0.034 | -0.005 |
| 127.00 | 2.62 | 2.37 | 2.69 | -4.13 | 58 | 184 | 29.1% | -0.783 | 0.1093 | -0.186 | 0.027 | -0.005 |
| 128.00 | 3.40 | 3.05 | 3.60 | -4.17 | 7 | 466 | 32.9% | -0.844 | 0.0787 | -0.169 | 0.022 | -0.006 |
| 129.00 | 6.85 | 3.90 | 4.55 | -2.10 | 6 | 101 | 37.1% | -0.880 | 0.0582 | -0.158 | 0.018 | -0.006 |
| 130.00 | 5.20 | 4.80 | 5.50 | -4.75 | 25 | 108 | 40.6% | -0.908 | 0.0439 | -0.141 | 0.015 | -0.007 |
| 131.00 | 7.10 | 5.75 | 6.45 | -3.90 | 2 | 32 | 43.6% | -0.930 | 0.0334 | -0.121 | 0.012 | -0.007 |
| 132.00 | 9.30 | 6.30 | 8.45 | 0.00 | 2 | 490 | 82.7% | -0.810 | 0.0355 | -0.505 | 0.025 | -0.006 |
| 133.00 | 9.15 | 7.60 | 8.75 | -3.80 | 2 | 4 | 66.0% | -0.898 | 0.0292 | -0.257 | 0.016 | -0.007 |
| 134.00 | 9.92 | 8.35 | 10.40 | -4.03 | 2 | 1 | 53.2% | -0.962 | 0.0168 | -0.086 | 0.008 | -0.007 |
| 135.00 | 15.00 | 9.25 | 11.45 | 0.00 | 6 | 0 | 55.7% | -0.970 | 0.0133 | -0.073 | 0.006 | -0.007 |
| 136.00 | 15.45 | 10.40 | 12.45 | 0.00 | 6 | 0 | 64.7% | -0.961 | 0.0141 | -0.111 | 0.008 | -0.007 |
| 137.00 | 16.95 | 11.60 | 13.45 | 0.00 | 9 | 1 | 74.8% | -0.950 | 0.0148 | -0.161 | 0.009 | -0.007 |
| 138.00 | 17.95 | 12.40 | 14.20 | 0.00 | 8 | 1 | 63.1% | -0.983 | 0.0072 | -0.045 | 0.004 | -0.007 |
| 139.00 | 16.30 | 13.40 | 15.45 | 0.00 | 4 | 0 | 77.0% | -0.968 | 0.0100 | -0.111 | 0.007 | -0.007 |
| 140.00 | 19.95 | 14.25 | 16.35 | 0.00 | 2 | 0 | 70.3% | -0.985 | 0.0058 | -0.045 | 0.003 | -0.008 |
| 141.00 | 16.46 | 15.20 | 17.20 | 0.00 | 2 | 0 | 56.6% | -0.998 | 0.0012 | 0.008 | 0.001 | -0.008 |
| 142.00 | 21.95 | 16.30 | 18.45 | 0.00 | 2 | 0 | 84.6% | -0.979 | 0.0066 | -0.084 | 0.005 | -0.008 |
| 143.00 | 22.95 | 17.30 | 19.45 | 0.00 | 2 | 0 | 88.3% | -0.980 | 0.0060 | -0.084 | 0.005 | -0.008 |
| 144.00 | 24.03 | 18.40 | 20.45 | 0.00 | 4 | 0 | 96.0% | -0.976 | 0.0064 | -0.110 | 0.005 | -0.008 |
| 145.00 | 22.15 | 19.25 | 21.45 | 0.00 | 2 | 0 | 93.0% | -0.984 | 0.0047 | -0.070 | 0.004 | -0.008 |
| 146.00 | 21.47 | 20.40 | 22.55 | -1.63 | 1 | 0 | 107.2% | -0.973 | 0.0062 | -0.136 | 0.006 | -0.008 |
| 147.00 | 22.37 | 21.30 | 23.40 | 5.22 | 1 | 0 | 99.6% | -0.985 | 0.0040 | -0.069 | 0.003 | -0.008 |
| 155.00 | 25.15 | 29.05 | 31.85 | 0.00 | 0 | 0 | 135.7% | -0.982 | 0.0035 | -0.119 | 0.004 | -0.008 |
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.