CL option chain Colgate-Palmolive Company
Cboe delayed options data · as of 15:35 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 ±13.4% (80.91–106.01) · ATM IV 22.2% · P/C open interest 0.20
| 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 | |
| 31.90 | 35.90 | 33.4% | 0.97 | 0.0030 | -0.001 | 60 | 0 | 1.35 | 39.8% | -0.04 | 0.0032 | -0.004 | ||||
| 27.20 | 30.20 | 0.95 | 0.0043 | -0.002 | 65 | 0.0500 | 0.8000 | 3 | 30.6% | -0.05 | 0.0045 | -0.005 | ||||
| 22.50 | 25.50 | 20.5% | 0.93 | 0.0065 | -0.003 | 70 | 0.3000 | 1.05 | 5 | 28.4% | -0.07 | 0.0068 | -0.006 | |||
| 18.50 | 20.80 | 6 | 23.5% | 0.90 | 0.0098 | -0.006 | 75 | 0.8500 | 1.40 | 13 | 26.8% | -0.11 | 0.0102 | -0.008 | ||
| 16.40 | 18.60 | 23.3% | 0.87 | 0.0120 | -0.007 | 77.5 | 1.00 | 1.75 | 6 | 25.6% | -0.14 | 0.0123 | -0.009 | |||
| 14.40 | 17.70 | 1 | 26.6% | 0.83 | 0.0143 | -0.009 | 80 | 1.45 | 2.15 | 25.1% | -0.17 | 0.0147 | -0.010 | |||
| 12.40 | 14.60 | 22.9% | 0.79 | 0.0167 | -0.010 | 82.5 | 1.90 | 2.65 | 1 | 24.4% | -0.21 | 0.0171 | -0.011 | |||
| 10.60 | 12.80 | 22.8% | 0.75 | 0.0191 | -0.011 | 85 | 2.40 | 3.40 | 3 | 23.9% | -0.26 | 0.0196 | -0.013 | |||
| 9.20 | 10.70 | 1 | 22.3% | 0.70 | 0.0213 | -0.012 | 87.5 | 3.10 | 4.20 | 23.5% | -0.31 | 0.0218 | -0.013 | |||
| 7.60 | 9.10 | 1 | 21.8% | 0.64 | 0.0232 | -0.013 | 90 | 3.90 | 5.10 | 22.9% | -0.37 | 0.0238 | -0.014 | |||
| 6.20 | 7.70 | 106 | 21.6% | 0.58 | 0.0246 | -0.014 | 92.5 | 5.00 | 6.20 | 1 | 22.7% | -0.43 | 0.0254 | -0.015 | ||
| 5.50 | 6.50 | 41 | 22.4% | 0.52 | 0.0254 | -0.014 | 95 | 6.30 | 7.40 | 1 | 22.6% | -0.50 | 0.0263 | -0.015 | ||
| 3.50 | 4.40 | 8 | 21.9% | 0.40 | 0.0249 | -0.014 | 100 | 9.30 | 10.80 | 23.1% | -0.62 | 0.0262 | -0.014 | |||
| 2.15 | 3.10 | 22.2% | 0.29 | 0.0223 | -0.012 | 105 | 12.50 | 14.90 | 23.3% | -0.74 | 0.0250 | -0.012 | ||||
| 1.30 | 1.85 | 21.7% | 0.20 | 0.0184 | -0.010 | 110 | 16.70 | 19.10 | 24.2% | -0.86 | 0.0253 | -0.011 | ||||
| 0.8000 | 1.25 | 22.2% | 0.14 | 0.0142 | -0.008 | 115 | 20.70 | 24.10 | 25.0% | -0.95 | 0.0207 | -0.012 | ||||
| 0.5000 | 0.9000 | 22.9% | 0.10 | 0.0109 | -0.006 | 120 | 24.90 | 29.10 | -0.99 | 0.0083 | -0.002 | |||||
| 0 | 0.7500 | 22.4% | 0.08 | 0.0086 | -0.006 | 125 | 30.10 | 34.10 | 28.4% | -1.00 | 0.0022 | -0.001 | ||||
| 0 | 2.35 | 32.1% | 0.07 | 0.0070 | -0.005 | 130 | 35.10 | 39.10 | 31.4% | -1.00 | 0.0002 | -0.001 | ||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs