CMCSA option chain Comcast Corporation
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 ±7.2% (20.50–23.68) · ATM IV 54.2% · P/C open interest 6.32
| 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 | |
| 6.35 | 8.45 | 2 | 185.8% | 0.99 | 0.0090 | -0.006 | 15 | 0 | 1.15 | 231.4% | -0.01 | 0.0091 | -0.007 | |||
| 5.35 | 7.45 | 2 | 161.3% | 0.98 | 0.0135 | -0.007 | 16 | 0 | 1.55 | 227.5% | -0.02 | 0.0135 | -0.008 | |||
| 4.55 | 6.45 | 1 | 151.9% | 0.97 | 0.0208 | -0.009 | 17 | 0 | 0.9600 | 2 | 164.7% | -0.03 | 0.0209 | -0.010 | ||
| 3.55 | 5.45 | 127.9% | 0.95 | 0.0338 | -0.012 | 18 | 0 | 0.1700 | 93 | 83.4% | -0.04 | 0.0340 | -0.012 | |||
| 3.05 | 4.95 | 116.1% | 0.94 | 0.0441 | -0.013 | 18.5 | 0 | 0.6400 | 109.4% | -0.06 | 0.0442 | -0.014 | ||||
| 2.55 | 4.50 | 107.0% | 0.92 | 0.0582 | -0.016 | 19 | 0 | 0.0700 | 210 | 54.1% | -0.08 | 0.0585 | -0.016 | |||
| 2.10 | 4.00 | 97.7% | 0.90 | 0.0776 | -0.019 | 19.5 | 0 | 0.5900 | 84.2% | -0.10 | 0.0780 | -0.019 | ||||
| 2.24 | 2.53 | 3 | 89 | 69.6% | 0.86 | 0.1029 | -0.023 | 20 | 0.1300 | 0.1800 | 10 | 40.3K | 57.8% | -0.14 | 0.1034 | -0.024 |
| 1.66 | 2.16 | 1 | 2 | 60.9% | 0.80 | 0.1320 | -0.029 | 20.5 | 0.2100 | 0.2600 | 25 | 203 | 56.1% | -0.20 | 0.1328 | -0.029 |
| 1.29 | 1.53 | 21 | 292 | 49.3% | 0.73 | 0.1610 | -0.034 | 21 | 0.3100 | 0.3800 | 1,046 | 54.4% | -0.27 | 0.1620 | -0.034 | |
| 1.06 | 1.18 | 66 | 52.7% | 0.64 | 0.1848 | -0.037 | 21.5 | 0.4900 | 0.7000 | 46 | 73 | 54.1% | -0.36 | 0.1859 | -0.038 | |
| 0.7700 | 0.9000 | 11 | 722 | 49.2% | 0.54 | 0.1982 | -0.040 | 22 | 0.7000 | 0.8000 | 46 | 2,433 | 59.1% | -0.46 | 0.1994 | -0.040 |
| 0.5300 | 0.6600 | 7 | 247 | 54.9% | 0.45 | 0.1981 | -0.039 | 22.5 | 0.9600 | 1.06 | 1 | 43 | 55.6% | -0.56 | 0.1993 | -0.039 |
| 0.4300 | 0.4700 | 218 | 2,632 | 54.0% | 0.35 | 0.1855 | -0.037 | 23 | 1.25 | 1.36 | 1 | 107 | 52.4% | -0.65 | 0.1867 | -0.037 |
| 0.3000 | 0.3300 | 3 | 793 | 54.3% | 0.27 | 0.1643 | -0.033 | 23.5 | 1.53 | 1.80 | 48.5% | -0.73 | 0.1654 | -0.033 | ||
| 0.2000 | 0.2300 | 212 | 1,032 | 54.6% | 0.20 | 0.1386 | -0.028 | 24 | 1.97 | 2.19 | 2 | 168 | 53.1% | -0.80 | 0.1398 | -0.028 |
| 0.1400 | 0.1700 | 170 | 56.2% | 0.15 | 0.1121 | -0.023 | 24.5 | 2.05 | 3.80 | 92.3% | -0.86 | 0.1136 | -0.022 | |||
| 0.0800 | 0.1600 | 1 | 454 | 59.0% | 0.11 | 0.0880 | -0.018 | 25 | 2.68 | 3.40 | 34 | 64.0% | -0.90 | 0.0898 | -0.018 | |
| 0 | 0.1100 | 27 | 54.4% | 0.08 | 0.0681 | -0.015 | 25.5 | 2.98 | 3.65 | 10 | -0.93 | 0.0701 | -0.015 | |||
| 0.0300 | 0.0900 | 4 | 91 | 61.2% | 0.06 | 0.0531 | -0.012 | 26 | 3.35 | 5.05 | 15 | 96.5% | -0.95 | 0.0550 | -0.012 | |
| 0 | 0.5200 | 4 | 96.7% | 0.05 | 0.0420 | -0.010 | 26.5 | 3.85 | 5.55 | 103.6% | -0.96 | 0.0442 | -0.010 | |||
| 0 | 0.1600 | 109 | 76.5% | 0.04 | 0.0339 | -0.009 | 27 | 4.35 | 6.15 | 1 | 115.8% | -0.97 | 0.0359 | -0.009 | ||
| 0 | 0.2400 | 93 | 95.0% | 0.03 | 0.0231 | -0.007 | 28 | 5.20 | 7.05 | 114.0% | -0.98 | 0.0248 | -0.006 | |||
| 0 | 0.9500 | 174 | 152.4% | 0.02 | 0.0167 | -0.006 | 29 | 6.20 | 8.00 | 122.1% | -0.99 | 0.0175 | -0.005 | |||
| 0 | 0.0500 | 67 | 87.3% | 0.02 | 0.0128 | -0.005 | 30 | 7.20 | 9.15 | 143.5% | -0.99 | 0.0131 | -0.004 | |||
| 0 | 0.4500 | 15 | 143.3% | 0.01 | 0.0102 | -0.005 | 31 | 8.20 | 10.00 | 143.0% | -0.99 | 0.0099 | -0.004 | |||
| 0 | 1.16 | 197.8% | 0.01 | 0.0084 | -0.004 | 32 | 9.20 | 11.00 | 152.7% | -1.00 | 0.0076 | -0.004 | ||||
| 0 | 0.9700 | 197.5% | 0.01 | 0.0070 | -0.004 | 33 | 10.20 | 12.00 | 161.9% | -1.00 | 0.0059 | -0.004 | ||||
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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs