Citigroup Inc. (C)
NYSE: C
· Real-Time Price · USD
103.42
1.31 (1.29%)
At close: Sep 26, 2025, 3:59 PM
103.25
-0.16%
After-hours: Sep 26, 2025, 07:56 PM EDT
Citigroup Greeks
Delta, Gamma, Theta, and Vega Greek Charts for C options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 50.00 | 0.9342 | 0.0033 | -0.4783 | 0.0207 |
| 55.00 | 0.9248 | 0.0041 | -0.4734 | 0.0230 |
| 60.00 | 0.9156 | 0.0052 | -0.4553 | 0.0253 |
| 65.00 | 0.9021 | 0.0066 | -0.4504 | 0.0286 |
| 70.00 | 0.9046 | 0.0077 | -0.3665 | 0.0277 |
| 75.00 | 0.8491 | 0.0119 | -0.4915 | 0.0402 |
| 80.00 | 0.8843 | 0.0138 | -0.2838 | 0.0326 |
| 81.00 | 0.7705 | 0.0180 | -0.6044 | 0.0546 |
| 82.00 | 0.8616 | 0.0122 | -0.3528 | 0.0332 |
| 83.00 | 0.7570 | 0.0204 | -0.5758 | 0.0569 |
| 84.00 | 0.8306 | 0.0169 | -0.3834 | 0.0407 |
| 85.00 | 0.8332 | 0.0183 | -0.3494 | 0.0404 |
| 86.00 | 0.8339 | 0.0199 | -0.322 | 0.0405 |
| 87.00 | 0.7869 | 0.0246 | -0.3925 | 0.0502 |
| 88.00 | 0.8453 | 0.0229 | -0.2529 | 0.0385 |
| 89.00 | 0.7603 | 0.0296 | -0.3878 | 0.0547 |
| 90.00 | 0.7774 | 0.0289 | -0.3439 | 0.0497 |
| 91.00 | 0.7853 | 0.0292 | -0.3087 | 0.0471 |
| 92.00 | 0.8057 | 0.0340 | -0.2369 | 0.0449 |
| 93.00 | 0.7437 | 0.0412 | -0.301 | 0.0553 |
| 94.00 | 0.8052 | 0.0453 | -0.1842 | 0.0458 |
| 95.00 | 0.7413 | 0.0491 | -0.2466 | 0.0536 |
| 96.00 | 0.6706 | 0.0739 | -0.2448 | 0.0697 |
| 97.00 | 0.7245 | 0.0816 | -0.1741 | 0.0593 |
| 98.00 | 0.6556 | 0.1057 | -0.1846 | 0.0697 |
| 99.00 | 0.5598 | 0.1364 | -0.1963 | 0.0818 |
| 100.00 | 0.4315 | 0.1757 | -0.2011 | 0.0948 |
| 101.00 | 0.2561 | 0.2185 | -0.2006 | 0.1066 |
| 102.00 | 0.0279 | 0.2427 | -0.2 | 0.1126 |
| 103.00 | -0.2401 | 0.2586 | -0.1709 | 0.1071 |
| 104.00 | -0.5399 | 0.2165 | -0.1228 | 0.0819 |
| 105.00 | -0.7715 | 0.0796 | -0.0734 | 0.0428 |
| 106.00 | -0.8458 | 0.0637 | -0.0536 | 0.0336 |
| 107.00 | -0.9011 | 0.0471 | -0.0356 | 0.0246 |
| 108.00 | -0.8714 | 0.0669 | -0.0573 | 0.0356 |
| 109.00 | -0.8772 | 0.0360 | -0.0717 | 0.0287 |
| 110.00 | -0.826 | 0.0556 | -0.1167 | 0.0440 |
| 111.00 | -0.8656 | 0.0426 | -0.0972 | 0.0353 |
| 112.00 | -0.7985 | 0.0488 | -0.1724 | 0.0499 |
| 113.00 | -0.7259 | 0.0461 | -0.2848 | 0.0606 |
| 115.00 | -0.8985 | 0.0246 | -0.1019 | 0.0275 |
| 120.00 | -0.8157 | 0.0243 | -0.2846 | 0.0438 |
| 125.00 | -0.8379 | 0.0207 | -0.294 | 0.0417 |
| 130.00 | -0.8496 | 0.0172 | -0.3194 | 0.0397 |