CL option chain Colgate-Palmolive Company

Expiration 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 ±8.2% (85.88–101.17) · ATM IV 20.7% · P/C open interest 0.85

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
41.40	45.30		6		0.98	0.0012	-0.002	50	0	2.15		29	91.2%	-0.01	0.0012	-0.006
36.50	40.40		6		0.98	0.0017	-0.003	55	0	1.15		112	68.8%	-0.02	0.0017	-0.006
31.60	35.40		44		0.98	0.0024	-0.003	60	0	0.2000		145	43.4%	-0.02	0.0024	-0.006
26.70	29.70		14		0.97	0.0033	-0.004	65	0	1.65		624	54.9%	-0.03	0.0034	-0.006
21.80	24.80		131		0.96	0.0049	-0.005	70	0.1000	0.3000	7	2,764	33.7%	-0.04	0.0050	-0.007
18.60	19.20		343	26.5%	0.95	0.0077	-0.006	75	0	0.5000		959	28.1%	-0.05	0.0078	-0.008
14.80	17.30		1		0.94	0.0102	-0.007	77.5	0.2500	0.7500		23	29.0%	-0.06	0.0103	-0.009
13.50	14.50	14	480	20.9%	0.91	0.0137	-0.009	80	0.4000	0.5500	10	1,958	24.9%	-0.09	0.0140	-0.010
10.60	12.80		29	20.3%	0.88	0.0185	-0.011	82.5	0.6500	0.9000		17	24.6%	-0.12	0.0190	-0.013
8.90	10.20	1	677	20.2%	0.83	0.0244	-0.014	85	0.9500	1.10	3	840	22.8%	-0.18	0.0250	-0.015
6.70	8.20		175	19.1%	0.76	0.0307	-0.017	87.5	1.45	1.60	2	869	22.1%	-0.25	0.0317	-0.018
5.70	6.20	10	827	20.7%	0.68	0.0366	-0.019	90	2.20	2.25		480	21.4%	-0.33	0.0380	-0.021
4.20	4.70	2	520	20.5%	0.58	0.0409	-0.021	92.5	3.10	3.30		41	21.0%	-0.43	0.0430	-0.022
3.20	3.40	28	809	20.8%	0.48	0.0424	-0.021	95	4.20	4.60		408	20.4%	-0.54	0.0453	-0.022
2.15	2.35	88	521	20.2%	0.37	0.0407	-0.020	97.5	5.70	7.20		6	23.1%	-0.65	0.0446	-0.021
1.45	1.60	66	4,928	20.2%	0.28	0.0364	-0.018	100	7.60	9.10		36	24.0%	-0.76	0.0415	-0.019
0.6000	0.7500	107	483	20.5%	0.15	0.0244	-0.012	105	11.50	13.90		15	26.7%	-0.92	0.0320	-0.015
0.2500	0.6000	1	635	23.1%	0.09	0.0154	-0.009	110	15.30	19.10			27.2%	-0.98	0.0157	-0.010
0	0.7500		121	27.0%	0.07	0.0107	-0.009	115	20.30	24.10			32.4%	-0.99	0.0064	-0.001
0	0.1500	1	138	23.6%	0.05	0.0079	-0.008	120	25.30	29.10			37.1%	-1.00	0.0029	0.000
0	1.00		79	37.4%	0.04	0.0062	-0.007	125	30.30	34.10			41.6%	-1.00	0.0014	0.000
0	0.2000		79	31.2%	0.04	0.0050	-0.007	130	35.30	39.10			45.8%	-1.00	0.0007	0.000
0	1.00		12	44.8%	0.03	0.0042	-0.007	135	40.30	44.10			49.8%	-1.00	0.0003	0.000
0	1.00		41	48.2%	0.03	0.0036	-0.007	140	45.30	49.10		1	53.6%	-1.00	0.0000	0.000

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 — Jan 15, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

callsputs

CL option chain Colgate-Palmolive Company

Volatility smile — Jan 15, 2027

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Consumer Defensive