Election 2026: what SPX options price for the Nov 4 session.Election 2026: what SPX options price

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C

Citigroup Inc

As of 2026-10-30 14:54 ET, C net GEX is -$7.0M per 1% move; C call wall is $125; put wall is $110.

C gamma by strike. As of 2026-10-30 14:54 ET126$621.78K125$1.22M124$345.93K123$82.99K122-$261.33K121-$995.19K120-$846.80K119-$1.12M
8 nearest published strikes. USD gamma per 1% move. Assumed dealer side. As of 2026-10-30 14:54 ET. Same captured book as these walls.

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More C options data

C KEY LEVELSCaptured 2026-10-31 07:15 ET
$122.64C close, Oct 30
-2.48%At the 4:00 PM ET close
$122.54 (-0.08%)Pre-market, 07:06 ET, vs the close
-$7.0MNet dealer gamma, Negative gamma
125Call wall
110Put wall, largest gamma strike at -$2.3M net

The price and the session change are a point-in-time snapshot taken at the time shown. The gamma levels run on a different clock: they are computed 2026-10-31 07:15 ET from the open interest carried on the option chain at that time and are not intraday values. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.

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As of 2026-10-31 07:15 ET, SquawkFlow published C at $122.64 at the 4:00 PM ET close on 2026-10-30 (-2.48%), net dealer gamma of -$7.0M, a call wall at 125, a put wall at 110 and a zero-gamma flip at 123. The gamma figures are computed 2026-10-31 07:15 ET from the open interest carried on the option chain at that time; dealer positioning is an assumption, not an observable. Source: SquawkFlow, https://squawkflow.com/ticker/C.

FinanceBanks Diversified

MARKET SNAPSHOT

CLOSE, OCT 30
$122.64-2.48%
At the 4:00 PM ET close
Pre-market, 07:06 ET, vs the close: $122.54 (-0.08%)
Volume 13.6M
DEALER GAMMA (GEX)
Call Wall125
Put Wall110
GEX Flip123
Swing Line123
Net GEX-$7.0M
Negative gamma

Cached snapshot as of 2026-10-31 07:15 ET, live streaming data in the terminal.

C DEALER GAMMA BY STRIKE

Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.

Net gamma exposure at each strike near C's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.

Unit: USD of dealer gamma per 1 percent move in spot. A window of the C option chain, not the whole book: the 30 strikes nearest spot out of 52 seen, 208 contract rows spanning 2 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain. These rows came from the last chain saved to disk, not from a fresh provider response, so the vintage is older than the calculation time.

New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.

SORT

All captured expirations. Chain as of .

StrikeNet GEXCall GEXPut GEXConcentration
138$16.1K$16.6K-$509
137$12.7K$13.5K-$778
136$47.6K$50.2K-$2.6K
135$25.8K$39.4K-$13.6K
134$11.1K$37.3K-$26.2K
133$150.8K$157.5K-$6.8K
132-$144.6K$59.1K-$203.7K
131$90.4K$97.6K-$7.2K
130$275.6K$337.5K-$61.8K
129$215.4K$235.8K-$20.4K
128$86.7K$429.5K-$342.8K
127$1.0M$1.4M-$328.8K
126$621.8K$780.1K-$158.3K
125CALL WALL$1.2M$1.6M-$393.5K
124$345.9K$553.7K-$207.7K
123SPOTGEX FLIP$83.0K$393.5K-$310.5K
122-$261.3K$319.0K-$580.3K
121-$995.2K$70.0K-$1.1M
120-$846.8K$136.6K-$983.4K
119-$1.1M$71.7K-$1.2M
118-$1.4M$31.5K-$1.4M
117-$404.0K$8.4K-$412.4K
116-$653.8K$6.7K-$660.6K
115-$438.0K$6.8K-$444.8K
114-$392.6K$0-$392.6K
113-$106.0K$0-$106.0K
112-$46.0K$0-$46.0K
111-$2.1M$0-$2.1M
110PUT WALL-$2.3M$11.7K-$2.3M
109-$16.6K$0-$16.6K

These levels were captured October 31, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.

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COMMON QUESTIONS

What was the last C price on this page?
C close, Oct 30: $122.64 (-2.48%), as of 2026-10-31 07:15 ET.
What are the C call wall and put wall?
As of 2026-10-31 07:15 ET, the C call wall was at 125 and the put wall at 110, computed 2026-10-31 07:15 ET from the open interest carried on the option chain at that time.
What is C net dealer gamma?
As of 2026-10-31 07:15 ET, net dealer gamma for C was -$7.0M, Negative gamma. Dealer positioning is an assumption, not an observable.
Where is the C gamma flip?
As of 2026-10-31 07:15 ET, the C zero-gamma flip was at 123, computed 2026-10-31 07:15 ET from the open interest carried on the option chain at that time.
How often do these C figures change?
The price is a snapshot taken at the time shown. The gamma levels come from open interest that settles once per trading day, and the page refreshes at most once an hour.

ABOUT C

Citigroup provides consumer banking, institutional banking, treasury and trade services, and wealth management. It serves customers across international markets.

WHY TRACK C ON SQUAWKFLOW

C options flow tracks the ongoing transformation and simplification story. International exposure makes C a proxy for global banking conditions. Cheap valuation relative to peers creates value investor options accumulation patterns.

C IN 13F FILINGS

1 of the 8 managers in SquawkFlow's 13F cohort with a filing on record reported shares of C (filed as CITIGROUP INC, class COM NEW) in their most recent Form 13F filing (newest: 2026-Q2, filed August 14, 2026). A 13F is filed up to 45 days after the quarter ends, so it is a dated snapshot, not a trade record.

Form 13F reports long positions in 13(f) securities held on the last day of the quarter. It excludes short positions, cash, and assets outside 13(f) scope. An absent security is not evidence of a sale. Matched on the issuer name and share class as filed. The cohort is a named set of managers, not every 13F filer. All cohort managers

C DATA ON SQUAWKFLOW

Options Flow

C options flow, unusual activity, and volume concentrations from the session chain

Latest Snapshot

Last C price, change, volume, and the current dealer-gamma regime

GEX Dashboard

C gamma exposure levels, call/put walls, and GEX flip

AI Narration

AI-powered analysis of C market microstructure in real time

News Sentiment

C news with AI sentiment scoring and impact analysis

Sector Context

Finance sector rotation and relative strength vs peers

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