Comcast Corporation (CMCSA)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 12:34 UTC · Figures derived from the full chain (620 contracts, 16 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Oct 30, 2026 (11 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±8.4% (range 20.03–23.69) by Oct 30, 2026. ATM straddle: 1.83 @ strike 22 · ATM IV: 53.2%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 19.67 | -10% | 86.4% | 13.6% |
| 20.77 | -5% | 69.4% | 30.6% |
| 21.86 | +0% | 48.2% | 51.8% |
| 22.95 | +5% | 28.3% | 71.7% |
| 24.05 | +10% | 14.0% | 86.0% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Oct 30, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±6.7% | 60.0% | 38.0K |
| Oct 30, 2026 | 11 | ±8.4% | 53.2% | 51.4K |
| Nov 06, 2026 | 18 | ±6.7% | 34.5% | 2,579 |
| Nov 13, 2026 | 25 | ±10.2% | 45.6% | 2,248 |
| Nov 20, 2026 | 32 | ±10.2% | 40.8% | 46.9K |
| Nov 27, 2026 | 39 | ±10.2% | 37.4% | 728 |
| Dec 18, 2026 | 60 | ±12.3% | 36.2% | 74.7K |
| Jan 15, 2027 | 88 | ±14.2% | 33.6% | 257.0K |
| Mar 19, 2027 | 151 | ±18.6% | 36.0% | 38.8K |
| Apr 16, 2027 | 179 | ±20.7% | 36.7% | 8,744 |
Open interest by strike · Oct 30
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 20 P · 54.2K25 C · 16.5K21 P · 14.0K23 C · 12.2K24 C · 10.9K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 19.4% of the time.
Past earnings reactions
Avg |reaction| 5.2% · median 4.4% (20 reports). Two-session close-to-close window; definition
About Comcast Corporation
Comcast Corporation functions as a global media and technology conglomerate. Its diverse operations are segmented across Cable Communications, Media, Studios, Theme Parks, and Sky. The Cable Communications division delivers internet, television, phone, and mobile services to residential and business clients under its Xfinity brand, alongside offering advertising solutions. Its Media segment encompasses NBCUniversal's television and streaming platforms, including its national, regional, and international cable channels, the NBC and Telemundo broadcast networks, and the Peacock streaming service. The Studios segment is responsible for NBCUniversal's film and television production and distribution activities. Through its Theme Parks division, Comcast manages Universal Studios resorts located in Orlando, Florida; Hollywood, California; Osaka, Japan; and Beijing, China. The Sky segment provides direct-to-consumer services such as video, internet, voice, and mobile phone offerings, while its content arm includes entertainment networks, the Sky News channel, and Sky Sports networks. Additionally, Comcast owns the Philadelphia Flyers hockey team and the Wells Fargo Center arena in Philadel
Communication Services · Telecommunications Services · NASDAQ · Profile: Financial Modeling Prep
Related securities · Communication Services
META · IV 44.6%VZ · IV 28.2%AMC · IV 90.8%SNAP · IV 84.9%NFLX · IV 48.1%RDDT · IV 80.6%