CMCSA option chain Comcast Corporation
Cboe delayed options data · as of 12:33 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 ±7.8% (24.70–28.89) · ATM IV 28.8% · P/C open interest 0.09
| 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 | |
| 10.05 | 14.00 | 117.9% | 0.99 | 0.0026 | -0.000 | 15 | 0 | 1.56 | 169.8% | -0.01 | 0.0036 | -0.002 | ||||
| 8.10 | 12.00 | 98.2% | 0.99 | 0.0044 | -0.001 | 17 | 0 | 2.13 | 157.7% | -0.01 | 0.0060 | -0.002 | ||||
| 7.00 | 11.00 | 81.2% | 0.99 | 0.0059 | -0.001 | 18 | 0 | 2.13 | 143.3% | -0.02 | 0.0080 | -0.003 | ||||
| 6.05 | 10.00 | 74.6% | 0.99 | 0.0079 | -0.001 | 19 | 0 | 2.13 | 129.4% | -0.02 | 0.0107 | -0.003 | ||||
| 5.40 | 9.00 | 85.3% | 0.98 | 0.0109 | -0.002 | 20 | 0 | 1.96 | 111.9% | -0.03 | 0.0148 | -0.003 | ||||
| 4.05 | 8.00 | 69.8% | 0.98 | 0.0157 | -0.002 | 21 | 0 | 1.92 | 93.0% | -0.03 | 0.0210 | -0.003 | ||||
| 3.85 | 7.05 | 75.9% | 0.97 | 0.0237 | -0.002 | 22 | 0 | 1.19 | 70.4% | -0.05 | 0.0314 | -0.004 | ||||
| 3.00 | 6.05 | 62.5% | 0.95 | 0.0389 | -0.003 | 23 | 0 | 0.3100 | 60 | 40 | 37.2% | -0.07 | 0.0502 | -0.005 | ||
| 2.01 | 4.35 | 39.4% | 0.90 | 0.0699 | -0.006 | 24 | 0 | 0.2900 | 2 | 28.4% | -0.13 | 0.0843 | -0.007 | |||
| 1.76 | 2.90 | 1 | 39.5% | 0.81 | 0.1142 | -0.009 | 25 | 0.0900 | 0.5900 | 20 | 29 | 28.3% | -0.24 | 0.1262 | -0.010 | |
| 1.15 | 2.31 | 3 | 39.6% | 0.67 | 0.1565 | -0.012 | 26 | 0 | 1.42 | 1 | 29.3% | -0.38 | 0.1608 | -0.012 | ||
| 0.8100 | 0.9300 | 403 | 410 | 27.9% | 0.50 | 0.1751 | -0.013 | 27 | 0.7400 | 1.71 | 1 | 1 | 29.7% | -0.55 | 0.1691 | -0.013 |
| 0.2700 | 0.8200 | 45 | 59 | 29.7% | 0.34 | 0.1590 | -0.012 | 28 | 1.16 | 2.21 | 22.9% | -0.70 | 0.1467 | -0.011 | ||
| 0 | 0.5400 | 83 | 288 | 28.7% | 0.21 | 0.1229 | -0.009 | 29 | 2.09 | 3.45 | 34.4% | -0.82 | 0.1098 | -0.008 | ||
| 0 | 0.2500 | 7 | 28.4% | 0.12 | 0.0841 | -0.007 | 30 | 2.44 | 4.80 | 35.0% | -0.90 | 0.0739 | -0.006 | |||
| 0 | 0.1400 | 36 | 8 | 29.8% | 0.08 | 0.0564 | -0.005 | 31 | 2.90 | 6.35 | 45.5% | -0.93 | 0.0496 | -0.004 | ||
| 0 | 1.15 | 62.5% | 0.06 | 0.0406 | -0.004 | 32 | 3.35 | 7.25 | 44.6% | -0.95 | 0.0362 | -0.004 | ||||
| 0 | 2.15 | 88.1% | 0.05 | 0.0315 | -0.004 | 33 | 4.90 | 8.30 | 56.1% | -0.96 | 0.0285 | -0.003 | ||||
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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs