CL option chain Colgate-Palmolive Company
Cboe delayed options data · as of 15:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±6.5% (83.67–95.31) · ATM IV 21.4% · P/C open interest —
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 9.30 | 13.00 | 20.6% | 0.94 | 0.0161 | -0.004 | 79 | 0 | 2.40 | 38.2% | -0.08 | 0.0180 | -0.012 | ||||
| 8.30 | 12.10 | 20.5% | 0.92 | 0.0194 | -0.007 | 80 | 0 | 2.45 | 36.0% | -0.10 | 0.0214 | -0.014 | ||||
| 7.40 | 11.20 | 21.2% | 0.90 | 0.0232 | -0.009 | 81 | 0 | 2.55 | 34.1% | -0.12 | 0.0252 | -0.016 | ||||
| 6.50 | 10.30 | 21.1% | 0.87 | 0.0274 | -0.012 | 82 | 0 | 2.65 | 32.1% | -0.15 | 0.0292 | -0.018 | ||||
| 5.70 | 9.40 | 21.4% | 0.84 | 0.0318 | -0.015 | 83 | 0 | 2.75 | 30.0% | -0.18 | 0.0334 | -0.020 | ||||
| 4.80 | 8.60 | 21.1% | 0.81 | 0.0363 | -0.018 | 84 | 0 | 2.90 | 28.1% | -0.22 | 0.0376 | -0.022 | ||||
| 4.00 | 7.80 | 20.9% | 0.77 | 0.0406 | -0.021 | 85 | 0 | 3.10 | 26.3% | -0.26 | 0.0416 | -0.024 | ||||
| 3.20 | 7.00 | 20.4% | 0.72 | 0.0446 | -0.023 | 86 | 0 | 3.40 | 24.8% | -0.30 | 0.0452 | -0.026 | ||||
| 2.50 | 6.40 | 20.8% | 0.68 | 0.0481 | -0.026 | 87 | 0 | 3.70 | 23.1% | -0.35 | 0.0482 | -0.027 | ||||
| 2.30 | 5.70 | 22.3% | 0.63 | 0.0508 | -0.028 | 88 | 0.2000 | 4.20 | 22.6% | -0.40 | 0.0504 | -0.028 | ||||
| 1.25 | 5.20 | 20.6% | 0.58 | 0.0525 | -0.029 | 89 | 0.6000 | 4.60 | 22.2% | -0.45 | 0.0518 | -0.029 | ||||
| 1.00 | 4.60 | 21.3% | 0.52 | 0.0533 | -0.029 | 90 | 1.10 | 4.70 | 20.7% | -0.50 | 0.0523 | -0.029 | ||||
| 0.5000 | 4.20 | 21.4% | 0.47 | 0.0531 | -0.030 | 91 | 1.65 | 5.60 | 21.9% | -0.55 | 0.0518 | -0.028 | ||||
| 0.0500 | 3.80 | 21.2% | 0.42 | 0.0520 | -0.029 | 92 | 2.30 | 5.70 | 20.0% | -0.60 | 0.0504 | -0.027 | ||||
| 0 | 3.50 | 22.6% | 0.37 | 0.0500 | -0.029 | 93 | 2.95 | 6.90 | 22.1% | -0.65 | 0.0484 | -0.026 | ||||
| 0 | 3.20 | 24.0% | 0.33 | 0.0473 | -0.027 | 94 | 3.70 | 7.60 | 22.3% | -0.69 | 0.0457 | -0.024 | ||||
| 0 | 3.00 | 25.5% | 0.28 | 0.0441 | -0.026 | 95 | 4.50 | 8.30 | 22.3% | -0.73 | 0.0425 | -0.022 | ||||
| 0 | 2.80 | 26.9% | 0.25 | 0.0407 | -0.024 | 96 | 5.30 | 9.10 | 22.4% | -0.77 | 0.0392 | -0.020 | ||||
| 0 | 2.70 | 28.5% | 0.21 | 0.0370 | -0.023 | 97 | 6.20 | 10.00 | 23.4% | -0.80 | 0.0358 | -0.017 | ||||
| 0 | 2.55 | 29.8% | 0.18 | 0.0334 | -0.021 | 98 | 7.10 | 10.90 | 24.1% | -0.83 | 0.0327 | -0.015 | ||||
| 0 | 2.50 | 31.5% | 0.16 | 0.0299 | -0.019 | 99 | 8.00 | 11.80 | 24.6% | -0.85 | 0.0298 | -0.013 | ||||
| 0 | 2.40 | 32.9% | 0.14 | 0.0267 | -0.018 | 100 | 8.90 | 12.70 | 24.9% | -0.88 | 0.0273 | -0.012 | ||||
| 0 | 2.35 | 34.4% | 0.12 | 0.0238 | -0.016 | 101 | 9.90 | 13.60 | 25.7% | -0.89 | 0.0249 | -0.010 | ||||
| 0 | 2.30 | 35.9% | 0.10 | 0.0212 | -0.015 | 102 | 10.80 | 14.60 | 26.4% | -0.91 | 0.0229 | -0.009 | ||||
| 0 | 2.30 | 37.6% | 0.09 | 0.0189 | -0.014 | 103 | 11.80 | 15.50 | 26.9% | -0.93 | 0.0232 | -0.008 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs