CL option chain Colgate-Palmolive Company
Cboe delayed options data · as of 12:34 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 ±11.9% (82.91–105.31) · ATM IV 22.9% · P/C open interest 0.47
| 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 | |
| 42.00 | 46.20 | 0.98 | 0.0015 | -0.003 | 50 | 0 | 1.20 | 2 | 61.2% | -0.02 | 0.0016 | -0.005 | ||||
| 37.10 | 41.30 | 0.98 | 0.0020 | -0.003 | 55 | 0 | 1.15 | 73 | 52.8% | -0.03 | 0.0021 | -0.005 | ||||
| 32.20 | 36.40 | 1 | 27.8% | 0.97 | 0.0028 | -0.004 | 60 | 0 | 2.30 | 21 | 53.8% | -0.03 | 0.0029 | -0.005 | ||
| 28.10 | 30.70 | 2 | 26.6% | 0.96 | 0.0039 | -0.004 | 65 | 0 | 0.4500 | 101 | 32.2% | -0.04 | 0.0040 | -0.006 | ||
| 22.90 | 25.70 | 1 | 0.95 | 0.0057 | -0.005 | 70 | 0 | 0.7500 | 240 | 29.6% | -0.05 | 0.0058 | -0.006 | |||
| 18.80 | 21.10 | 49 | 25.3% | 0.92 | 0.0088 | -0.006 | 75 | 0.4500 | 0.7500 | 10 | 643 | 26.8% | -0.08 | 0.0091 | -0.008 | |
| 16.10 | 18.30 | 4 | 18.1% | 0.90 | 0.0111 | -0.008 | 77.5 | 0.3500 | 0.9500 | 9 | 24.4% | -0.10 | 0.0115 | -0.009 | ||
| 14.00 | 16.40 | 8 | 21.3% | 0.87 | 0.0139 | -0.009 | 80 | 0.7000 | 1.20 | 10 | 201 | 24.1% | -0.13 | 0.0144 | -0.010 | |
| 12.20 | 14.30 | 22.3% | 0.83 | 0.0171 | -0.011 | 82.5 | 1.25 | 1.60 | 1 | 15 | 24.2% | -0.17 | 0.0177 | -0.012 | ||
| 10.10 | 12.20 | 1 | 42 | 21.3% | 0.79 | 0.0204 | -0.013 | 85 | 1.10 | 2.25 | 275 | 22.2% | -0.22 | 0.0211 | -0.014 | |
| 8.50 | 10.10 | 472 | 21.0% | 0.73 | 0.0236 | -0.015 | 87.5 | 2.45 | 2.95 | 1 | 774 | 23.8% | -0.28 | 0.0245 | -0.015 | |
| 7.20 | 8.40 | 74 | 21.6% | 0.67 | 0.0265 | -0.016 | 90 | 2.55 | 3.80 | 108 | 21.8% | -0.34 | 0.0276 | -0.017 | ||
| 5.90 | 7.10 | 4 | 419 | 22.1% | 0.60 | 0.0288 | -0.017 | 92.5 | 3.70 | 4.90 | 11 | 22.1% | -0.42 | 0.0300 | -0.017 | |
| 4.70 | 6.40 | 2 | 164 | 23.3% | 0.52 | 0.0301 | -0.017 | 95 | 5.20 | 6.10 | 31 | 22.4% | -0.49 | 0.0315 | -0.018 | |
| 3.60 | 4.20 | 9 | 380 | 20.8% | 0.45 | 0.0303 | -0.017 | 97.5 | 6.60 | 7.60 | 1 | 22.5% | -0.57 | 0.0319 | -0.017 | |
| 2.80 | 3.30 | 4 | 86 | 20.9% | 0.38 | 0.0294 | -0.016 | 100 | 7.70 | 9.60 | 5 | 22.2% | -0.65 | 0.0314 | -0.017 | |
| 1.50 | 2.10 | 1 | 3,567 | 21.2% | 0.25 | 0.0249 | -0.013 | 105 | 11.30 | 13.60 | 22.6% | -0.79 | 0.0297 | -0.015 | ||
| 0.8500 | 1.50 | 57 | 44 | 22.4% | 0.16 | 0.0188 | -0.010 | 110 | 15.50 | 18.30 | 24.2% | -0.91 | 0.0256 | -0.014 | ||
| 0.4000 | 1.15 | 1 | 23.6% | 0.11 | 0.0135 | -0.008 | 115 | 20.10 | 23.60 | 1 | 28.2% | -0.97 | 0.0132 | -0.007 | ||
| 0 | 0.9500 | 5 | 24.1% | 0.08 | 0.0101 | -0.007 | 120 | 24.40 | 28.50 | 28.0% | -0.99 | 0.0057 | -0.001 | |||
| 0 | 1.20 | 4 | 28.7% | 0.07 | 0.0079 | -0.006 | 125 | 29.40 | 33.50 | 31.5% | -1.00 | 0.0025 | 0.000 | |||
| 0 | 0.5000 | 2 | 26.6% | 0.06 | 0.0064 | -0.006 | 130 | 34.30 | 38.60 | 33.4% | -1.00 | 0.0012 | 0.000 | |||
| 0 | 2.20 | 39.6% | 0.05 | 0.0054 | -0.006 | 135 | 39.30 | 43.60 | 36.4% | -1.00 | 0.0006 | 0.000 | ||||
| 0 | 1.15 | 1 | 36.8% | 0.04 | 0.0046 | -0.006 | 140 | 44.30 | 48.60 | 39.4% | -1.00 | 0.0003 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs