CL option chain Colgate-Palmolive Company
Cboe delayed options data · as of 18:35 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 ±2.2% (91.50–95.55) · ATM IV 23.4% · P/C open interest 0.26
| 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 | |
| 37.10 | 39.20 | 1 | 1.00 | 0.0000 | -0.533 | 55 | 0 | 2.15 | 363.7% | -0.00 | 0.0003 | -0.006 | ||||
| 31.40 | 34.50 | 1.00 | 0.0000 | -0.531 | 60 | 0 | 2.15 | 2 | 314.0% | -0.00 | 0.0005 | -0.009 | ||||
| 26.40 | 29.80 | 1.00 | 0.0000 | -0.527 | 65 | 0 | 2.10 | 1 | 266.1% | -0.00 | 0.0009 | -0.012 | ||||
| 22.80 | 23.60 | 1 | 1.00 | 0.0000 | -0.523 | 70 | 0 | 2.10 | 222.7% | -0.01 | 0.0016 | -0.015 | ||||
| 19.00 | 19.60 | 3 | 1.00 | 0.0000 | -0.519 | 74 | 0 | 2.15 | 190.8% | -0.01 | 0.0025 | -0.018 | ||||
| 18.10 | 18.70 | 2 | 1.00 | 0.0000 | -0.518 | 75 | 0 | 0.1500 | 4 | 101.5% | -0.01 | 0.0028 | -0.018 | |||
| 16.00 | 17.70 | 2 | 1.00 | 0.0000 | -0.516 | 76 | 0 | 2.15 | 174.4% | -0.01 | 0.0031 | -0.018 | ||||
| 15.10 | 16.80 | 2 | 1.00 | 0.0000 | -0.515 | 77 | 0 | 2.15 | 166.2% | -0.01 | 0.0036 | -0.019 | ||||
| 14.30 | 15.90 | 1 | 1.00 | 0.0000 | -0.514 | 78 | 0 | 0.2000 | 4 | 89.7% | -0.01 | 0.0041 | -0.019 | |||
| 13.30 | 14.90 | 1 | 1.00 | 0.0000 | -0.513 | 79 | 0 | 2.15 | 5 | 150.0% | -0.01 | 0.0046 | -0.020 | |||
| 13.10 | 13.80 | 2 | 1.00 | 0.0000 | -0.512 | 80 | 0 | 2.15 | 3 | 142.0% | -0.01 | 0.0054 | -0.020 | |||
| 12.10 | 12.70 | 1 | 1.00 | 0.0000 | -0.511 | 81 | 0 | 2.15 | 1 | 3 | 133.9% | -0.01 | 0.0062 | -0.021 | ||
| 10.00 | 12.20 | 1 | 1.00 | 0.0000 | -0.509 | 82 | 0 | 2.15 | 8 | 125.9% | -0.02 | 0.0073 | -0.021 | |||
| 9.00 | 11.10 | 1 | 1.00 | 0.0000 | -0.508 | 83 | 0 | 2.15 | 16 | 117.8% | -0.02 | 0.0087 | -0.021 | |||
| 8.70 | 9.80 | 6 | 2 | 1.00 | 0.0000 | -0.507 | 84 | 0 | 0.0500 | 11 | 45.2% | -0.02 | 0.0104 | -0.022 | ||
| 7.70 | 8.80 | 1 | 1 | 1.00 | 0.0000 | -0.505 | 85 | 0 | 0.2000 | 1 | 35 | 51.5% | -0.02 | 0.0127 | -0.022 | |
| 6.60 | 7.70 | 15 | 8 | 1.00 | 0.0000 | -0.504 | 86 | 0 | 0.0500 | 1 | 7 | 36.0% | -0.03 | 0.0159 | -0.022 | |
| 6.10 | 6.60 | 104 | 50 | 1.00 | 0.0000 | -0.500 | 87 | 0 | 0.0500 | 1 | 15 | 31.4% | -0.03 | 0.0210 | -0.024 | |
| 5.00 | 5.70 | 135 | 64 | 1.00 | 0.0000 | -0.492 | 88 | 0 | 0.7000 | 10 | 49.2% | -0.04 | 0.0307 | -0.030 | ||
| 4.10 | 4.60 | 62 | 27 | 1.00 | 0.0012 | -0.467 | 89 | 0.0500 | 0.6000 | 14 | 18 | 41.1% | -0.07 | 0.0491 | -0.044 | |
| 3.00 | 3.60 | 176 | 89 | 0.99 | 0.0205 | -0.407 | 90 | 0.1500 | 0.2500 | 6 | 9 | 28.7% | -0.13 | 0.0774 | -0.068 | |
| 2.40 | 2.70 | 31 | 24 | 29.3% | 0.94 | 0.1130 | -0.302 | 91 | 0.2500 | 0.4000 | 5 | 13 | 26.5% | -0.22 | 0.1125 | -0.096 |
| 1.55 | 1.70 | 51 | 24.9% | 0.77 | 0.2459 | -0.190 | 92 | 0.5000 | 0.6500 | 29 | 20 | 25.4% | -0.34 | 0.1469 | -0.118 | |
| 0.9000 | 1.05 | 11 | 286 | 24.7% | 0.53 | 0.2262 | -0.135 | 93 | 0.9000 | 1.05 | 1 | 4 | 24.7% | -0.50 | 0.1653 | -0.126 |
| 0.4500 | 0.6000 | 17 | 18 | 23.9% | 0.35 | 0.1586 | -0.113 | 94 | 1.40 | 1.60 | 1 | 2 | 22.9% | -0.66 | 0.1541 | -0.113 |
| 0.2500 | 0.3500 | 4 | 18 | 25.1% | 0.21 | 0.1186 | -0.088 | 95 | 2.10 | 3.20 | 35.9% | -0.79 | 0.1193 | -0.088 | ||
| 0.1000 | 0.2000 | 95 | 25.5% | 0.14 | 0.0821 | -0.068 | 96 | 2.95 | 4.10 | 1 | 39.7% | -0.87 | 0.0825 | -0.068 | ||
| 0.0500 | 0.2000 | 11 | 1 | 29.8% | 0.09 | 0.0567 | -0.055 | 97 | 3.80 | 5.40 | 49.4% | -0.91 | 0.0570 | -0.055 | ||
| 0 | 2.15 | 72.4% | 0.07 | 0.0404 | -0.046 | 98 | 4.80 | 6.40 | 56.2% | -0.94 | 0.0407 | -0.045 | ||||
| 0 | 2.15 | 2 | 79.6% | 0.05 | 0.0298 | -0.039 | 99 | 5.70 | 7.40 | 60.7% | -0.95 | 0.0300 | -0.038 | |||
| 0 | 0.9000 | 1 | 63.0% | 0.04 | 0.0225 | -0.033 | 100 | 6.60 | 8.50 | 66.9% | -0.96 | 0.0228 | -0.033 | |||
| 0 | 2.15 | 93.2% | 0.03 | 0.0174 | -0.029 | 101 | 7.60 | 9.50 | 72.8% | -0.97 | 0.0177 | -0.028 | ||||
| 0 | 0.1000 | 45.7% | 0.03 | 0.0138 | -0.025 | 102 | 8.40 | 10.70 | 78.5% | -0.98 | 0.0141 | -0.025 | ||||
| 0 | 0.9500 | 80.8% | 0.02 | 0.0111 | -0.023 | 103 | 9.80 | 11.30 | 84.0% | -0.98 | 0.0114 | -0.021 | ||||
| 0 | 1.00 | 87.4% | 0.02 | 0.0090 | -0.020 | 104 | 10.40 | 12.80 | 91.8% | -0.98 | 0.0093 | -0.019 | ||||
| 0 | 2.15 | 117.7% | 0.02 | 0.0075 | -0.018 | 105 | 11.40 | 13.80 | 97.1% | -0.99 | 0.0077 | -0.017 | ||||
| 0 | 0.2000 | 83.8% | 0.01 | 0.0033 | -0.011 | 110 | 16.40 | 18.80 | 122.0% | -0.99 | 0.0034 | -0.010 | ||||
| 0 | 2.15 | 169.6% | 0.00 | 0.0018 | -0.008 | 115 | 21.10 | 24.10 | 144.6% | -1.00 | 0.0016 | -0.007 | ||||
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