Citigroup Inc. (C)
NYSE: C
· Real-Time Price · USD
97.71
0.37 (0.38%)
At close: Oct 03, 2025, 3:59 PM
97.77
0.06%
After-hours: Oct 03, 2025, 07:59 PM EDT
Citigroup Greeks
Delta, Gamma, Theta, and Vega Greek Charts for C options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 50.00 | 0.9982 | 0.0002 | -0.0163 | 0.0008 |
| 55.00 | 0.9979 | 0.0003 | -0.0166 | 0.0009 |
| 60.00 | 0.9970 | 0.0004 | -0.0198 | 0.0013 |
| 65.00 | 0.9980 | 0.0004 | -0.0143 | 0.0009 |
| 70.00 | 0.9977 | 0.0005 | -0.0146 | 0.0010 |
| 75.00 | 0.9972 | 0.0007 | -0.0149 | 0.0012 |
| 80.00 | 0.9966 | 0.0011 | -0.0152 | 0.0014 |
| 82.00 | 0.9963 | 0.0013 | -0.0153 | 0.0016 |
| 83.00 | 0.9945 | 0.0019 | -0.0181 | 0.0022 |
| 84.00 | 0.9943 | 0.0021 | -0.0181 | 0.0023 |
| 85.00 | 0.9940 | 0.0023 | -0.0182 | 0.0024 |
| 86.00 | 0.9904 | 0.0034 | -0.0229 | 0.0036 |
| 87.00 | 0.9869 | 0.0045 | -0.027 | 0.0048 |
| 88.00 | 0.9831 | 0.0058 | -0.0308 | 0.0059 |
| 89.00 | 0.9777 | 0.0075 | -0.0359 | 0.0075 |
| 90.00 | 0.9694 | 0.0099 | -0.0436 | 0.0098 |
| 91.00 | 0.9594 | 0.0127 | -0.0517 | 0.0123 |
| 92.00 | 0.9432 | 0.0167 | -0.0648 | 0.0161 |
| 93.00 | 0.9205 | 0.0215 | -0.0818 | 0.0209 |
| 94.00 | 0.8908 | 0.0267 | -0.1024 | 0.0264 |
| 95.00 | 0.8535 | 0.0319 | -0.1263 | 0.0324 |
| 96.00 | 0.8103 | 0.0366 | -0.1514 | 0.0383 |
| 97.00 | 0.7595 | 0.0400 | -0.1804 | 0.0440 |
| 98.00 | 0.7055 | 0.0416 | -0.2109 | 0.0487 |
| 99.00 | 0.6535 | 0.0418 | -0.2391 | 0.0521 |
| 100.00 | 0.6039 | 0.0402 | -0.2699 | 0.0544 |
| 101.00 | 0.5608 | 0.0379 | -0.2989 | 0.0557 |
| 102.00 | 0.0624 | 0.7060 | -0.3349 | 0.1124 |
| 103.00 | -0.2757 | 0.2729 | -0.3702 | 0.0994 |
| 104.00 | -0.4058 | 0.1544 | -0.3938 | 0.0856 |
| 105.00 | -0.4753 | 0.1013 | -0.4075 | 0.0770 |
| 106.00 | -0.5079 | 0.0703 | -0.4713 | 0.0713 |
| 107.00 | -0.5445 | 0.0517 | -0.4854 | 0.0660 |
| 108.00 | -0.5604 | 0.0398 | -0.5327 | 0.0629 |
| 109.00 | -0.5812 | 0.0356 | -0.5297 | 0.0616 |
| 110.00 | -0.6177 | 0.0305 | -0.4888 | 0.0580 |
| 111.00 | -0.6213 | 0.0274 | -0.5288 | 0.0575 |
| 112.00 | -0.6284 | 0.0251 | -0.5537 | 0.0569 |
| 113.00 | -0.6285 | 0.0214 | -0.6059 | 0.0560 |
| 114.00 | -0.6457 | 0.0206 | -0.5906 | 0.0549 |
| 115.00 | -0.6573 | 0.0197 | -0.5912 | 0.0541 |
| 116.00 | -0.6546 | 0.0183 | -0.6368 | 0.0541 |
| 117.00 | -0.6503 | 0.0180 | -0.6827 | 0.0550 |
| 118.00 | -0.6557 | 0.0185 | -0.6894 | 0.0556 |
| 119.00 | -0.6614 | 0.0177 | -0.7021 | 0.0551 |
| 120.00 | -0.6685 | 0.0151 | -0.7213 | 0.0530 |
| 125.00 | -0.6981 | 0.0140 | -0.7425 | 0.0516 |
| 130.00 | -0.7164 | 0.0121 | -0.7868 | 0.0499 |