C
Citigroup, Inc.Close $139.97EOD 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 | 39.06 | 43.45 | 45.85 | 0.00 | 0 | 1 | 175.1% | 0.958 | 0.0027 | -0.230 | 0.018 | 0.017 |
| 100.00 | 34.12 | 38.40 | 40.45 | 0.00 | 0 | 3 | 136.7% | 0.970 | 0.0026 | -0.141 | 0.013 | 0.018 |
| 105.00 | 29.22 | 33.45 | 35.60 | 0.00 | 0 | 1 | 127.3% | 0.958 | 0.0037 | -0.171 | 0.018 | 0.019 |
| 113.00 | 17.28 | 25.15 | 27.55 | 0.00 | 0 | 1 | 98.6% | 0.950 | 0.0054 | -0.154 | 0.020 | 0.020 |
| 114.00 | 28.58 | 24.45 | 27.10 | 0.00 | 1 | 0 | 113.3% | 0.918 | 0.0069 | -0.249 | 0.029 | 0.019 |
| 117.00 | 9.91 | 21.45 | 23.75 | 0.00 | 1 | 1 | 92.4% | 0.929 | 0.0075 | -0.186 | 0.026 | 0.020 |
| 118.00 | 27.76 | 20.80 | 22.75 | 0.00 | 0 | 1 | 89.1% | 0.927 | 0.0080 | -0.184 | 0.027 | 0.021 |
| 120.00 | 12.00 | 18.50 | 20.55 | 0.00 | 0 | 1 | 76.2% | 0.936 | 0.0085 | -0.146 | 0.024 | 0.021 |
| 122.00 | 18.99 | 16.45 | 18.65 | 0.00 | 36 | 18 | 72.9% | 0.922 | 0.0103 | -0.160 | 0.028 | 0.021 |
| 123.00 | 17.49 | 15.55 | 17.35 | -0.91 | 15 | 146 | 60.1% | 0.946 | 0.0094 | -0.105 | 0.021 | 0.022 |
| 124.00 | 16.73 | 14.55 | 16.60 | 0.00 | 144 | 42 | 65.0% | 0.919 | 0.0119 | -0.148 | 0.029 | 0.021 |
| 125.00 | 13.90 | 14.30 | 15.40 | -1.25 | 2 | 59 | 55.9% | 0.935 | 0.0118 | -0.112 | 0.025 | 0.022 |
| 126.00 | 17.57 | 12.35 | 14.40 | 0.00 | 101 | 15 | 52.8% | 0.931 | 0.0129 | -0.111 | 0.026 | 0.022 |
| 127.00 | 14.10 | 11.35 | 13.55 | 0.00 | 37 | 73 | 54.1% | 0.911 | 0.0154 | -0.134 | 0.031 | 0.022 |
| 128.00 | 12.30 | 11.70 | 12.45 | 0.00 | 155 | 87 | 48.2% | 0.917 | 0.0164 | -0.116 | 0.030 | 0.022 |
| 129.00 | 11.48 | 10.75 | 11.60 | -0.54 | 15 | 154 | 48.8% | 0.895 | 0.0192 | -0.136 | 0.035 | 0.022 |
| 130.00 | 8.95 | 9.80 | 10.75 | -1.75 | 10 | 85 | 48.9% | 0.872 | 0.0220 | -0.154 | 0.040 | 0.021 |
| 131.00 | 8.85 | 8.85 | 9.85 | -4.10 | 38 | 70 | 47.4% | 0.854 | 0.0249 | -0.163 | 0.044 | 0.021 |
| 132.00 | 8.14 | 7.95 | 8.75 | -0.46 | 30 | 88 | 41.9% | 0.854 | 0.0282 | -0.146 | 0.044 | 0.021 |
| 133.00 | 7.83 | 7.05 | 7.70 | -2.37 | 1 | 46 | 37.5% | 0.848 | 0.0324 | -0.135 | 0.046 | 0.021 |
| 134.00 | 6.70 | 6.20 | 6.80 | -0.04 | 54 | 50 | 35.6% | 0.822 | 0.0377 | -0.141 | 0.050 | 0.021 |
| 135.00 | 4.94 | 5.35 | 5.95 | -1.36 | 10 | 708 | 34.3% | 0.789 | 0.0435 | -0.150 | 0.056 | 0.020 |
| 136.00 | 4.20 | 4.60 | 5.15 | -1.99 | 5 | 54 | 33.3% | 0.747 | 0.0495 | -0.159 | 0.062 | 0.019 |
| 137.00 | 3.15 | 3.90 | 4.35 | -1.75 | 4 | 51 | 31.8% | 0.701 | 0.0563 | -0.164 | 0.067 | 0.018 |
| 138.00 | 3.50 | 3.25 | 3.70 | -0.90 | 13 | 148 | 31.6% | 0.642 | 0.0609 | -0.174 | 0.072 | 0.017 |
| 139.00 | 2.83 | 2.71 | 2.98 | -0.47 | 434 | 36 | 29.9% | 0.583 | 0.0673 | -0.171 | 0.076 | 0.015 |
| 140.00 | 2.30 | 2.17 | 2.39 | -0.37 | 675 | 908 | 29.1% | 0.514 | 0.0707 | -0.169 | 0.077 | 0.013 |
| 141.00 | 1.63 | 1.71 | 1.90 | -0.54 | 855 | 470 | 28.7% | 0.443 | 0.0710 | -0.164 | 0.077 | 0.012 |
| 142.00 | 1.27 | 1.30 | 1.50 | -0.51 | 494 | 317 | 28.6% | 0.373 | 0.0684 | -0.156 | 0.073 | 0.010 |
| 143.00 | 1.00 | 0.97 | 1.11 | -0.36 | 280 | 983 | 27.7% | 0.303 | 0.0649 | -0.139 | 0.068 | 0.008 |
| 144.00 | 0.54 | 0.72 | 0.84 | -0.52 | 160 | 319 | 27.7% | 0.242 | 0.0582 | -0.123 | 0.061 | 0.006 |
| 145.00 | 0.37 | 0.50 | 0.62 | -0.42 | 202 | 541 | 27.5% | 0.188 | 0.0505 | -0.106 | 0.052 | 0.005 |
| 146.00 | 0.27 | 0.35 | 0.45 | -0.34 | 116 | 218 | 27.4% | 0.142 | 0.0423 | -0.088 | 0.044 | 0.004 |
| 147.00 | 0.25 | 0.24 | 0.32 | -0.18 | 64 | 604 | 27.4% | 0.105 | 0.0344 | -0.071 | 0.035 | 0.003 |
| 148.00 | 0.14 | 0.16 | 0.21 | -0.14 | 69 | 1,835 | 26.9% | 0.073 | 0.0265 | -0.053 | 0.027 | 0.002 |
| 149.00 | 0.12 | 0.11 | 0.15 | -0.18 | 53 | 289 | 27.1% | 0.052 | 0.0203 | -0.041 | 0.021 | 0.001 |
| 150.00 | 0.10 | 0.08 | 0.10 | -0.06 | 345 | 716 | 27.1% | 0.036 | 0.0150 | -0.030 | 0.015 | 0.001 |
| 152.50 | 0.03 | 0.00 | 0.23 | -0.05 | 62 | 316 | 38.1% | 0.057 | 0.0154 | -0.061 | 0.022 | 0.001 |
| 155.00 | 0.03 | 0.01 | 0.22 | -0.02 | 14 | 1,051 | 43.2% | 0.048 | 0.0120 | -0.061 | 0.019 | 0.001 |
| 157.50 | 0.01 | 0.00 | 0.08 | -0.09 | 4 | 39 | 40.3% | 0.019 | 0.0060 | -0.026 | 0.009 | 0.001 |
| 160.00 | 0.02 | 0.00 | 0.07 | 0.00 | 1 | 214 | 43.8% | 0.015 | 0.0045 | -0.024 | 0.007 | 0.000 |
| 162.50 | 0.11 | 0.00 | 0.10 | 0.00 | 0 | 2 | 50.8% | 0.019 | 0.0047 | -0.033 | 0.009 | 0.000 |
| 165.00 | 0.04 | 0.00 | 0.23 | 0.00 | 1 | 4 | 56.3% | 0.020 | 0.0044 | -0.037 | 0.009 | 0.001 |
| 170.00 | 0.12 | 0.00 | 0.01 | 0.00 | 1 | 1 | 47.7% | 0.002 | 0.0006 | -0.004 | 0.001 | 0.000 |
| 175.00 | 0.05 | 0.00 | 0.01 | 0.00 | 0 | 1 | 50.0% | 0.001 | 0.0003 | -0.002 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 70.00 | 0.10 | 0.00 | 0.10 | 0.00 | 2 | 2 | 185.2% | -0.002 | 0.0002 | -0.018 | 0.001 | -0.000 |
| 75.00 | 0.10 | 0.00 | 0.10 | 0.00 | 0 | 2 | 168.0% | -0.003 | 0.0002 | -0.018 | 0.002 | -0.000 |
| 90.00 | 0.10 | 0.00 | 0.10 | 0.06 | 1 | 1 | 122.7% | -0.004 | 0.0005 | -0.018 | 0.002 | -0.000 |
| 95.00 | 0.01 | 0.00 | 0.10 | 0.00 | 4 | 5 | 109.0% | -0.004 | 0.0006 | -0.018 | 0.002 | -0.000 |
| 100.00 | 0.02 | 0.00 | 0.03 | -0.01 | 2 | 38 | 83.6% | -0.001 | 0.0003 | -0.006 | 0.001 | -0.000 |
| 105.00 | 0.02 | 0.00 | 0.03 | 0.00 | 4 | 329 | 72.7% | -0.002 | 0.0004 | -0.006 | 0.001 | -0.000 |
| 110.00 | 0.05 | 0.00 | 0.52 | 0.00 | 1 | 14 | 92.0% | -0.025 | 0.0033 | -0.074 | 0.011 | -0.001 |
| 111.00 | 0.09 | 0.00 | 0.75 | 0.00 | 1 | 2 | 95.7% | -0.034 | 0.0041 | -0.100 | 0.015 | -0.001 |
| 112.00 | 0.17 | 0.00 | 0.75 | 0.00 | 1 | 20 | 92.7% | -0.035 | 0.0043 | -0.099 | 0.015 | -0.001 |
| 113.00 | 0.11 | 0.00 | 0.75 | 0.00 | 1 | 17 | 89.6% | -0.037 | 0.0046 | -0.099 | 0.016 | -0.001 |
| 114.00 | 0.05 | 0.00 | 0.26 | 0.00 | 1 | 13 | 71.2% | -0.016 | 0.0029 | -0.040 | 0.008 | -0.000 |
| 115.00 | 0.08 | 0.00 | 0.13 | 0.00 | 20 | 48 | 61.7% | -0.009 | 0.0021 | -0.021 | 0.005 | -0.000 |
| 116.00 | 0.45 | 0.00 | 0.09 | 0.27 | 2 | 18 | 56.3% | -0.007 | 0.0018 | -0.015 | 0.004 | -0.000 |
| 117.00 | 0.02 | 0.01 | 0.27 | -0.06 | 1 | 59 | 64.3% | -0.019 | 0.0038 | -0.041 | 0.009 | -0.001 |
| 118.00 | 0.09 | 0.00 | 0.15 | 0.00 | 10 | 46 | 55.9% | -0.012 | 0.0029 | -0.024 | 0.006 | -0.000 |
| 119.00 | 0.06 | 0.00 | 0.15 | 0.00 | 30 | 33 | 53.3% | -0.012 | 0.0031 | -0.023 | 0.006 | -0.000 |
| 120.00 | 0.05 | 0.00 | 0.16 | -0.05 | 1 | 250 | 51.6% | -0.014 | 0.0035 | -0.025 | 0.007 | -0.000 |
| 121.00 | 0.51 | 0.01 | 0.15 | 0.45 | 2 | 8 | 54.7% | -0.024 | 0.0054 | -0.043 | 0.011 | -0.001 |
| 122.00 | 0.07 | 0.00 | 0.14 | -0.07 | 19 | 81 | 51.4% | -0.024 | 0.0057 | -0.040 | 0.011 | -0.001 |
| 123.00 | 0.09 | 0.07 | 0.09 | 0.03 | 13 | 139 | 45.3% | -0.018 | 0.0050 | -0.027 | 0.008 | -0.000 |
| 124.00 | 0.11 | 0.08 | 0.10 | -0.07 | 56 | 9 | 43.6% | -0.020 | 0.0058 | -0.029 | 0.009 | -0.001 |
| 125.00 | 0.12 | 0.09 | 0.11 | -0.03 | 62 | 121 | 41.9% | -0.023 | 0.0067 | -0.031 | 0.011 | -0.001 |
| 126.00 | 0.15 | 0.11 | 0.14 | -0.14 | 2 | 832 | 41.2% | -0.030 | 0.0084 | -0.038 | 0.013 | -0.001 |
| 127.00 | 0.17 | 0.13 | 0.16 | -0.04 | 182 | 4,823 | 39.7% | -0.035 | 0.0101 | -0.042 | 0.015 | -0.001 |
| 128.00 | 0.19 | 0.16 | 0.19 | -0.03 | 13 | 1,167 | 38.5% | -0.043 | 0.0122 | -0.048 | 0.018 | -0.001 |
| 129.00 | 0.25 | 0.18 | 0.22 | -0.03 | 16 | 427 | 37.0% | -0.051 | 0.0146 | -0.053 | 0.020 | -0.001 |
| 130.00 | 0.23 | 0.23 | 0.27 | -0.09 | 81 | 200 | 35.9% | -0.063 | 0.0179 | -0.061 | 0.024 | -0.002 |
| 131.00 | 0.29 | 0.26 | 0.33 | -0.12 | 83 | 188 | 34.9% | -0.079 | 0.0218 | -0.070 | 0.028 | -0.002 |
| 132.00 | 0.37 | 0.31 | 0.41 | -0.09 | 76 | 145 | 33.9% | -0.099 | 0.0264 | -0.080 | 0.034 | -0.003 |
| 133.00 | 0.45 | 0.39 | 0.50 | -0.07 | 108 | 242 | 32.8% | -0.122 | 0.0318 | -0.090 | 0.039 | -0.003 |
| 134.00 | 0.70 | 0.51 | 0.62 | 0.09 | 73 | 181 | 31.8% | -0.152 | 0.0381 | -0.101 | 0.046 | -0.004 |
| 135.00 | 0.82 | 0.65 | 0.78 | 0.03 | 1,290 | 345 | 31.1% | -0.189 | 0.0449 | -0.113 | 0.053 | -0.005 |
| 136.00 | 1.17 | 0.83 | 0.98 | 0.13 | 634 | 259 | 30.4% | -0.234 | 0.0521 | -0.125 | 0.059 | -0.006 |
| 137.00 | 1.53 | 1.03 | 1.23 | 0.30 | 195 | 174 | 29.7% | -0.287 | 0.0591 | -0.135 | 0.066 | -0.008 |
| 138.00 | 1.46 | 1.33 | 1.56 | -0.09 | 352 | 404 | 29.5% | -0.349 | 0.0648 | -0.145 | 0.072 | -0.010 |
| 139.00 | 1.80 | 1.69 | 1.95 | 0.00 | 306 | 1,039 | 29.2% | -0.416 | 0.0690 | -0.150 | 0.076 | -0.011 |
| 140.00 | 2.24 | 2.12 | 2.36 | -0.04 | 305 | 427 | 28.4% | -0.486 | 0.0725 | -0.148 | 0.077 | -0.013 |
| 141.00 | 3.18 | 2.64 | 2.95 | 0.43 | 160 | 113 | 28.9% | -0.557 | 0.0704 | -0.149 | 0.077 | -0.015 |
| 142.00 | 4.42 | 3.15 | 3.60 | 0.72 | 58 | 1,680 | 29.5% | -0.623 | 0.0665 | -0.144 | 0.074 | -0.017 |
| 143.00 | 4.83 | 3.85 | 4.40 | 0.93 | 53 | 214 | 31.3% | -0.675 | 0.0594 | -0.144 | 0.070 | -0.019 |
| 144.00 | 5.62 | 4.45 | 5.15 | -0.38 | 7 | 79 | 31.8% | -0.727 | 0.0539 | -0.134 | 0.064 | -0.020 |
| 145.00 | 6.44 | 5.20 | 6.05 | 1.02 | 3 | 102 | 34.0% | -0.761 | 0.0471 | -0.133 | 0.060 | -0.022 |
| 146.00 | 7.67 | 6.00 | 6.90 | 1.99 | 7 | 1,005 | 35.0% | -0.796 | 0.0417 | -0.123 | 0.055 | -0.023 |
| 147.00 | 8.55 | 7.05 | 7.80 | 1.12 | 2 | 32 | 36.5% | -0.823 | 0.0367 | -0.117 | 0.050 | -0.024 |
| 148.00 | 8.36 | 7.95 | 8.75 | 0.00 | 1 | 1 | 38.7% | -0.841 | 0.0323 | -0.115 | 0.047 | -0.024 |
| 149.00 | 10.22 | 8.85 | 10.45 | 1.17 | 2 | 7 | 53.8% | -0.785 | 0.0280 | -0.203 | 0.057 | -0.023 |
| 150.00 | 10.75 | 9.85 | 10.90 | 0.25 | 4 | 13 | 47.4% | -0.843 | 0.0261 | -0.142 | 0.046 | -0.025 |
| 160.00 | 14.70 | 19.25 | 21.60 | 0.00 | 0 | 0 | 60.4% | -0.939 | 0.0103 | -0.083 | 0.023 | -0.029 |
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.