CL option chain Colgate-Palmolive Company
Cboe delayed options data · as of 21:49 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 ±3.4% (86.75–92.89) · ATM IV 17.4% · P/C open interest 0.82
| 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 | |
| 43.80 | 46.60 | 18 | 160.9% | 1.00 | 0.0006 | 0.000 | 45 | 0 | 2.15 | 12 | 241.8% | -0.01 | 0.0006 | -0.011 | ||
| 39.00 | 42.10 | 174.3% | 0.99 | 0.0008 | 0.000 | 50 | 0 | 2.15 | 7 | 210.6% | -0.01 | 0.0008 | -0.012 | |||
| 33.00 | 37.10 | 0.99 | 0.0012 | 0.000 | 55 | 0 | 2.15 | 27 | 182.2% | -0.01 | 0.0012 | -0.013 | ||||
| 28.80 | 32.10 | 1 | 119.7% | 0.99 | 0.0017 | 0.000 | 60 | 0 | 2.15 | 177 | 156.0% | -0.01 | 0.0017 | -0.015 | ||
| 23.30 | 26.60 | 6 | 0.99 | 0.0027 | -0.004 | 65 | 0 | 2.15 | 260 | 131.5% | -0.01 | 0.0027 | -0.016 | |||
| 18.50 | 22.10 | 65 | 70.3% | 0.98 | 0.0043 | -0.008 | 70 | 0 | 1.40 | 573 | 96.0% | -0.02 | 0.0043 | -0.018 | ||
| 13.10 | 17.00 | 64 | 0.97 | 0.0075 | -0.012 | 75 | 0 | 0.0500 | 646 | 39.8% | -0.03 | 0.0075 | -0.019 | |||
| 9.40 | 13.10 | 37.2% | 0.96 | 0.0129 | -0.015 | 79 | 0 | 0.9500 | 52.9% | -0.04 | 0.0129 | -0.021 | ||||
| 8.10 | 12.00 | 184 | 0.95 | 0.0150 | -0.016 | 80 | 0 | 0.1000 | 4,191 | 30.2% | -0.05 | 0.0151 | -0.021 | |||
| 7.10 | 11.10 | 0.95 | 0.0177 | -0.017 | 81 | 0 | 0.9500 | 45.4% | -0.05 | 0.0179 | -0.021 | |||||
| 7.30 | 9.00 | 0.94 | 0.0212 | -0.017 | 82 | 0 | 0.7500 | 50 | 38.8% | -0.06 | 0.0214 | -0.021 | ||||
| 6.70 | 8.40 | 0.94 | 0.0234 | -0.018 | 82.5 | 0 | 0.3500 | 1 | 132 | 30.3% | -0.06 | 0.0236 | -0.022 | |||
| 6.30 | 8.00 | 0.93 | 0.0259 | -0.018 | 83 | 0 | 0.7500 | 6 | 35.2% | -0.07 | 0.0262 | -0.022 | ||||
| 5.20 | 7.10 | 0.92 | 0.0324 | -0.020 | 84 | 0.0500 | 0.3500 | 26.3% | -0.08 | 0.0328 | -0.023 | |||||
| 5.00 | 6.20 | 218 | 29.3% | 0.90 | 0.0419 | -0.022 | 85 | 0.1500 | 0.2500 | 1 | 679 | 23.0% | -0.10 | 0.0424 | -0.025 | |
| 3.80 | 5.10 | 21.9% | 0.86 | 0.0552 | -0.026 | 86 | 0.1500 | 0.6500 | 8 | 24.5% | -0.14 | 0.0559 | -0.029 | |||
| 3.10 | 4.20 | 22.2% | 0.81 | 0.0722 | -0.032 | 87 | 0.3000 | 0.5500 | 2 | 21.0% | -0.19 | 0.0732 | -0.034 | |||
| 2.95 | 3.60 | 515 | 22.3% | 0.77 | 0.0812 | -0.036 | 87.5 | 0.3500 | 0.6000 | 9 | 883 | 19.8% | -0.23 | 0.0825 | -0.038 | |
| 2.30 | 3.20 | 1 | 19.6% | 0.73 | 0.0899 | -0.039 | 88 | 0.5000 | 0.8000 | 3 | 4 | 20.6% | -0.27 | 0.0914 | -0.041 | |
| 1.90 | 2.30 | 1 | 19.9% | 0.64 | 0.1040 | -0.045 | 89 | 0.5000 | 1.10 | 7 | 31 | 17.8% | -0.37 | 0.1060 | -0.046 | |
| 1.25 | 2.60 | 18 | 2,215 | 18.0% | 0.53 | 0.1106 | -0.048 | 90 | 0.8000 | 1.50 | 30 | 1,691 | 16.7% | -0.48 | 0.1130 | -0.049 |
| 0.9000 | 1.30 | 17 | 19 | 20.2% | 0.42 | 0.1084 | -0.047 | 91 | 1.55 | 2.05 | 5 | 18.0% | -0.59 | 0.1113 | -0.048 | |
| 0.5500 | 0.8000 | 2 | 17 | 19.1% | 0.32 | 0.0984 | -0.043 | 92 | 2.25 | 3.20 | 38 | 21.9% | -0.70 | 0.1015 | -0.043 | |
| 0.5000 | 0.9500 | 7 | 1,367 | 22.1% | 0.27 | 0.0913 | -0.040 | 92.5 | 2.70 | 3.20 | 5 | 504 | 19.7% | -0.74 | 0.0943 | -0.040 |
| 0.2500 | 0.8000 | 17 | 20.9% | 0.23 | 0.0832 | -0.037 | 93 | 2.85 | 3.70 | 5 | 18.5% | -0.79 | 0.0860 | -0.036 | ||
| 0 | 0.4500 | 1 | 19 | 18.3% | 0.16 | 0.0661 | -0.030 | 94 | 3.60 | 5.20 | 6 | 24.7% | -0.85 | 0.0681 | -0.030 | |
| 0.1500 | 0.3000 | 61 | 1,952 | 21.4% | 0.12 | 0.0512 | -0.026 | 95 | 4.30 | 5.70 | 80 | -0.90 | 0.0548 | -0.024 | ||
| 0 | 0.6500 | 29 | 27.1% | 0.09 | 0.0399 | -0.023 | 96 | 5.30 | 7.00 | 25.2% | -0.93 | 0.0461 | -0.020 | |||
| 0 | 0.1500 | 1 | 144 | 21.3% | 0.08 | 0.0318 | -0.021 | 97 | 6.10 | 8.30 | 29.6% | -0.95 | 0.0404 | -0.019 | ||
| 0.0500 | 0.1500 | 2 | 1,361 | 23.8% | 0.07 | 0.0286 | -0.020 | 97.5 | 6.70 | 8.40 | 12 | 25.1% | -0.95 | 0.0376 | -0.018 | |
| 0 | 0.8000 | 35.1% | 0.06 | 0.0259 | -0.019 | 98 | 7.30 | 9.20 | 34.1% | -0.96 | 0.0350 | -0.018 | ||||
| 0 | 0.7500 | 37.4% | 0.06 | 0.0215 | -0.018 | 99 | 8.30 | 10.00 | 33.5% | -0.97 | 0.0286 | -0.019 | ||||
| 0 | 0.1500 | 3 | 2,402 | 28.2% | 0.05 | 0.0182 | -0.017 | 100 | 8.90 | 10.90 | 1 | 53 | -0.97 | 0.0235 | -0.020 | |
| 0 | 0.7500 | 42.9% | 0.04 | 0.0156 | -0.017 | 101 | 10.30 | 11.90 | 36.5% | -0.98 | 0.0196 | -0.021 | ||||
| 0 | 1.05 | 50.0% | 0.04 | 0.0135 | -0.016 | 102 | 11.30 | 13.10 | 43.3% | -0.98 | 0.0166 | -0.022 | ||||
| 0 | 0.7500 | 6 | 48.2% | 0.03 | 0.0118 | -0.015 | 103 | 12.20 | 14.60 | 52.5% | -0.99 | 0.0143 | -0.022 | |||
| 0 | 0.3500 | 1,087 | 45.1% | 0.03 | 0.0093 | -0.014 | 105 | 13.50 | 16.60 | 42.3% | -0.99 | 0.0098 | -0.025 | |||
| 0 | 0.7500 | 267 | 65.0% | 0.02 | 0.0057 | -0.013 | 110 | 18.10 | 22.10 | 56.6% | -1.00 | 0.0040 | -0.030 | |||
| 0 | 0.6000 | 27 | 72.4% | 0.02 | 0.0039 | -0.011 | 115 | 23.40 | 26.60 | -1.00 | 0.0018 | -0.033 | ||||
| 0 | 1.35 | 173 | 97.5% | 0.01 | 0.0028 | -0.011 | 120 | 28.00 | 32.10 | 70.8% | -1.00 | 0.0009 | -0.036 | |||
| 0 | 1.35 | 2 | 107.5% | 0.01 | 0.0022 | -0.010 | 125 | 33.00 | 36.50 | -1.00 | 0.0004 | -0.038 | ||||
| 0 | 1.55 | 2 | 120.6% | 0.01 | 0.0017 | -0.009 | 130 | 38.00 | 42.10 | 87.1% | -1.00 | 0.0002 | -0.039 | |||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs