C
Citigroup, Inc.Close $128.50EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 120.00 | 8.35 | 7.90 | 10.15 | 1.20 | 10 | 115 | 64.6% | 0.794 | 0.0248 | -0.245 | 0.051 | 0.018 |
| 121.00 | 7.60 | 7.00 | 8.10 | 2.15 | 15 | 6 | 40.0% | 0.870 | 0.0297 | -0.120 | 0.038 | 0.020 |
| 122.00 | 7.15 | 5.85 | 7.75 | 2.90 | 54 | 14 | 48.8% | 0.792 | 0.0330 | -0.188 | 0.051 | 0.018 |
| 123.00 | 5.95 | 5.75 | 7.15 | 1.10 | 95 | 75 | 50.9% | 0.748 | 0.0352 | -0.217 | 0.057 | 0.017 |
| 124.00 | 4.50 | 3.90 | 5.90 | 0.50 | 10 | 25 | 42.3% | 0.743 | 0.0429 | -0.184 | 0.057 | 0.017 |
| 125.00 | 4.50 | 4.10 | 4.60 | 1.06 | 55 | 243 | 32.9% | 0.741 | 0.0553 | -0.146 | 0.058 | 0.017 |
| 126.00 | 3.52 | 2.95 | 4.20 | 0.56 | 126 | 190 | 36.9% | 0.665 | 0.0555 | -0.180 | 0.065 | 0.016 |
| 128.00 | 2.41 | 2.08 | 2.39 | 0.56 | 328 | 275 | 28.1% | 0.556 | 0.0789 | -0.149 | 0.070 | 0.013 |
| 129.00 | 1.75 | 1.63 | 1.86 | 0.32 | 592 | 129 | 27.6% | 0.476 | 0.0810 | -0.147 | 0.071 | 0.011 |
| 130.00 | 1.34 | 1.22 | 1.45 | 0.24 | 575 | 592 | 27.7% | 0.397 | 0.0782 | -0.142 | 0.069 | 0.010 |
| 131.00 | 0.94 | 0.89 | 1.01 | 0.18 | 730 | 636 | 26.3% | 0.313 | 0.0756 | -0.123 | 0.063 | 0.008 |
| 132.00 | 0.68 | 0.62 | 0.73 | 0.10 | 250 | 433 | 26.2% | 0.242 | 0.0670 | -0.108 | 0.056 | 0.006 |
| 133.00 | 0.51 | 0.42 | 0.50 | 0.11 | 187 | 363 | 25.8% | 0.178 | 0.0568 | -0.088 | 0.046 | 0.004 |
| 134.00 | 0.33 | 0.27 | 0.37 | 0.02 | 90 | 141 | 26.4% | 0.134 | 0.0461 | -0.074 | 0.038 | 0.003 |
| 135.00 | 0.22 | 0.16 | 0.34 | 0.02 | 95 | 1,462 | 28.7% | 0.115 | 0.0380 | -0.073 | 0.035 | 0.003 |
| 136.00 | 0.23 | 0.10 | 0.16 | 0.08 | 65 | 214 | 26.1% | 0.063 | 0.0267 | -0.042 | 0.022 | 0.002 |
| 137.00 | 0.09 | 0.09 | 0.11 | -0.01 | 48 | 198 | 26.4% | 0.043 | 0.0196 | -0.031 | 0.016 | 0.001 |
| 138.00 | 0.08 | 0.05 | 0.13 | 0.02 | 36 | 240 | 29.8% | 0.046 | 0.0181 | -0.037 | 0.017 | 0.001 |
| 139.00 | 0.07 | 0.02 | 0.07 | 0.00 | 2 | 171 | 28.5% | 0.026 | 0.0118 | -0.022 | 0.011 | 0.001 |
| 140.00 | 0.06 | 0.02 | 0.06 | 0.01 | 32 | 746 | 29.9% | 0.021 | 0.0095 | -0.020 | 0.009 | 0.001 |
| 141.00 | 0.05 | 0.01 | 0.10 | -0.02 | 3 | 101 | 34.9% | 0.030 | 0.0110 | -0.031 | 0.012 | 0.001 |
| 142.00 | 0.05 | 0.00 | 0.80 | 0.00 | 28 | 165 | 60.4% | 0.127 | 0.0193 | -0.161 | 0.037 | 0.003 |
| 143.00 | 0.06 | 0.00 | 0.33 | -0.01 | 6 | 129 | 49.9% | 0.067 | 0.0146 | -0.083 | 0.023 | 0.002 |
| 144.00 | 0.21 | 0.00 | 0.84 | 0.00 | 1 | 115 | 55.4% | 0.076 | 0.0145 | -0.102 | 0.025 | 0.002 |
| 145.00 | 0.06 | 0.02 | 0.06 | 0.00 | 4 | 219 | 39.8% | 0.016 | 0.0056 | -0.020 | 0.007 | 0.000 |
| 146.00 | 0.09 | 0.00 | 0.73 | 0.00 | 3 | 43 | 58.4% | 0.063 | 0.0119 | -0.093 | 0.022 | 0.002 |
| 147.00 | 0.10 | 0.00 | 1.52 | 0.00 | 3 | 332 | 73.0% | 0.102 | 0.0137 | -0.166 | 0.032 | 0.002 |
| 148.00 | 0.06 | 0.00 | 1.27 | 0.00 | 22 | 516 | 72.1% | 0.087 | 0.0124 | -0.147 | 0.028 | 0.002 |
| 149.00 | 0.05 | 0.00 | 0.61 | 0.00 | 8 | 8 | 62.8% | 0.050 | 0.0092 | -0.082 | 0.018 | 0.001 |
| 150.00 | 0.03 | 0.00 | 0.41 | 0.01 | 2 | 582 | 60.1% | 0.035 | 0.0073 | -0.060 | 0.014 | 0.001 |
| 152.50 | 0.05 | 0.00 | 1.40 | 0.00 | 1 | 35 | 84.9% | 0.082 | 0.0100 | -0.165 | 0.027 | 0.002 |
| 155.00 | 0.01 | 0.00 | 2.12 | 0.00 | 6 | 49 | 101.1% | 0.103 | 0.0100 | -0.232 | 0.032 | 0.002 |
| 160.00 | 0.06 | 0.00 | 1.24 | 0.00 | 1 | 34 | 99.0% | 0.064 | 0.0071 | -0.158 | 0.022 | 0.001 |
| 170.00 | 0.07 | 0.00 | 1.14 | 0.00 | 0 | 1 | 116.9% | 0.050 | 0.0050 | -0.154 | 0.018 | 0.001 |
| 175.00 | 0.02 | 0.00 | 0.54 | 0.00 | 1 | 1 | 109.9% | 0.026 | 0.0031 | -0.084 | 0.011 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 80.00 | 0.03 | 0.00 | 2.13 | 0.00 | 0 | 100 | 220.2% | -0.044 | 0.0024 | -0.258 | 0.016 | -0.001 |
| 105.00 | 0.08 | 0.00 | 0.39 | 0.00 | 2 | 5 | 76.5% | -0.025 | 0.0042 | -0.056 | 0.010 | -0.001 |
| 110.00 | 0.02 | 0.00 | 0.23 | 0.00 | 1 | 405 | 55.9% | -0.020 | 0.0048 | -0.034 | 0.009 | -0.001 |
| 115.00 | 0.04 | 0.00 | 0.27 | -0.04 | 466 | 283 | 50.3% | -0.050 | 0.0116 | -0.066 | 0.018 | -0.001 |
| 119.00 | 0.07 | 0.07 | 0.17 | -0.22 | 13 | 246 | 33.9% | -0.047 | 0.0162 | -0.041 | 0.017 | -0.001 |
| 120.00 | 0.12 | 0.11 | 0.15 | -0.19 | 105 | 196 | 30.1% | -0.046 | 0.0181 | -0.036 | 0.017 | -0.001 |
| 121.00 | 0.34 | 0.15 | 0.22 | -0.14 | 41 | 88 | 29.8% | -0.067 | 0.0245 | -0.048 | 0.023 | -0.002 |
| 122.00 | 0.30 | 0.21 | 0.35 | -0.27 | 63 | 748 | 30.5% | -0.102 | 0.0328 | -0.067 | 0.032 | -0.003 |
| 123.00 | 0.34 | 0.29 | 0.44 | -0.41 | 155 | 638 | 29.2% | -0.130 | 0.0409 | -0.077 | 0.038 | -0.003 |
| 124.00 | 0.51 | 0.44 | 0.56 | -0.60 | 705 | 519 | 27.9% | -0.168 | 0.0505 | -0.086 | 0.045 | -0.004 |
| 125.00 | 0.70 | 0.64 | 0.74 | -0.62 | 1,087 | 2,341 | 27.1% | -0.219 | 0.0612 | -0.098 | 0.053 | -0.006 |
| 126.00 | 0.93 | 0.83 | 1.04 | -0.79 | 597 | 595 | 27.3% | -0.288 | 0.0701 | -0.114 | 0.061 | -0.007 |
| 127.00 | 1.24 | 1.18 | 1.30 | -0.94 | 512 | 366 | 26.0% | -0.357 | 0.0807 | -0.118 | 0.066 | -0.009 |
| 128.00 | 1.66 | 1.57 | 1.79 | -0.90 | 385 | 312 | 26.8% | -0.442 | 0.0827 | -0.128 | 0.070 | -0.011 |
| 129.00 | 2.22 | 2.04 | 2.66 | -1.20 | 62 | 546 | 31.6% | -0.519 | 0.0709 | -0.152 | 0.071 | -0.013 |
| 130.00 | 2.75 | 2.56 | 2.92 | -1.42 | 68 | 264 | 27.3% | -0.605 | 0.0792 | -0.124 | 0.069 | -0.015 |
| 131.00 | 3.39 | 3.15 | 3.50 | -1.48 | 17 | 152 | 26.2% | -0.688 | 0.0759 | -0.107 | 0.063 | -0.018 |
| 132.00 | 3.90 | 3.85 | 4.35 | -1.77 | 16 | 127 | 28.2% | -0.742 | 0.0645 | -0.104 | 0.058 | -0.019 |
| 133.00 | 5.35 | 4.10 | 5.50 | -1.24 | 7 | 293 | 34.6% | -0.751 | 0.0515 | -0.127 | 0.056 | -0.020 |
| 134.00 | 6.35 | 5.30 | 6.65 | -1.19 | 2 | 47 | 40.9% | -0.757 | 0.0430 | -0.150 | 0.056 | -0.020 |
| 135.00 | 6.60 | 6.35 | 7.10 | -1.73 | 25 | 276 | 34.6% | -0.839 | 0.0397 | -0.094 | 0.044 | -0.022 |
| 136.00 | 9.45 | 7.25 | 8.80 | 0.00 | 9 | 125 | 50.9% | -0.776 | 0.0331 | -0.181 | 0.053 | -0.021 |
| 137.00 | 10.36 | 7.85 | 9.75 | 0.00 | 4 | 42 | 53.6% | -0.792 | 0.0300 | -0.182 | 0.051 | -0.021 |
| 138.00 | 10.29 | 9.20 | 10.75 | -0.87 | 7 | 0 | 57.1% | -0.803 | 0.0273 | -0.188 | 0.049 | -0.022 |
| 139.00 | 11.00 | 9.70 | 12.45 | -0.30 | 5 | 0 | 72.7% | -0.765 | 0.0238 | -0.271 | 0.055 | -0.021 |
| 140.00 | 12.35 | 10.15 | 13.45 | 0.00 | 15 | 0 | 76.2% | -0.774 | 0.0222 | -0.278 | 0.054 | -0.022 |
| 141.00 | 9.56 | 11.75 | 14.40 | 0.00 | 5 | 0 | 52.1% | -0.893 | 0.0200 | -0.107 | 0.033 | -0.024 |
| 142.00 | 9.60 | 12.25 | 15.45 | 0.00 | 5 | 0 | 83.1% | -0.789 | 0.0195 | -0.291 | 0.051 | -0.022 |
| 143.00 | 9.10 | 13.20 | 15.75 | 0.00 | 3 | 0 | 73.1% | -0.841 | 0.0186 | -0.211 | 0.043 | -0.024 |
| 144.00 | 16.52 | 14.00 | 17.50 | -0.84 | 2 | 0 | 90.5% | -0.799 | 0.0174 | -0.308 | 0.050 | -0.023 |
| 146.00 | 12.03 | 16.55 | 19.45 | 0.00 | 1 | 0 | 63.0% | -0.921 | 0.0132 | -0.102 | 0.026 | -0.026 |
| 147.00 | 14.47 | 17.05 | 20.40 | 0.00 | 0 | 0 | 54.8% | -0.958 | 0.0093 | -0.046 | 0.016 | -0.027 |
| 148.00 | 15.45 | 19.05 | 21.40 | 0.00 | 0 | 0 | 74.7% | -0.904 | 0.0128 | -0.145 | 0.030 | -0.026 |
| 150.00 | 16.70 | 20.05 | 23.50 | 0.00 | 2 | 0 | 63.7% | -0.956 | 0.0083 | -0.059 | 0.017 | -0.028 |
| 152.50 | 20.58 | 22.75 | 25.95 | 0.00 | 1 | 0 | 72.4% | -0.951 | 0.0079 | -0.077 | 0.018 | -0.028 |
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.