CMCSA option chain Comcast Corporation
Cboe delayed options data · as of 00:33 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 ±11.6% (23.56–29.76) · ATM IV 38.5% · P/C open interest —
| 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 | |
| 2.74 | 6.80 | 34.6% | 0.94 | 0.0364 | -0.003 | 22 | 0 | 2.19 | 78.1% | -0.09 | 0.0430 | -0.006 | ||||
| 1.79 | 5.85 | 32.3% | 0.87 | 0.0573 | -0.006 | 23 | 0 | 2.25 | 68.4% | -0.16 | 0.0612 | -0.009 | ||||
| 0.8700 | 4.95 | 30.1% | 0.80 | 0.0779 | -0.010 | 24 | 0 | 2.37 | 59.3% | -0.23 | 0.0787 | -0.012 | ||||
| 0.1700 | 4.20 | 32.0% | 0.71 | 0.0985 | -0.012 | 25 | 0 | 1.25 | 32.1% | -0.32 | 0.0967 | -0.013 | ||||
| 0 | 3.50 | 37.5% | 0.61 | 0.1157 | -0.014 | 26 | 0 | 2.89 | 43.1% | -0.42 | 0.1113 | -0.013 | ||||
| 0 | 2.85 | 41.9% | 0.49 | 0.1200 | -0.014 | 27 | 0 | 3.35 | 35.2% | -0.54 | 0.1147 | -0.013 | ||||
| 0 | 1.00 | 26.9% | 0.38 | 0.1117 | -0.013 | 28 | 0.2000 | 4.00 | 29.0% | -0.64 | 0.1070 | -0.012 | ||||
| 0 | 2.42 | 55.0% | 0.28 | 0.0976 | -0.012 | 29 | 0.8300 | 4.75 | 25.8% | -0.73 | 0.0939 | -0.010 | ||||
| 0 | 1.50 | 49.2% | 0.20 | 0.0807 | -0.010 | 30 | 1.72 | 5.60 | 24.9% | -0.82 | 0.0778 | -0.007 | ||||
| 0 | 2.22 | 66.6% | 0.13 | 0.0619 | -0.007 | 31 | 2.65 | 6.70 | 30.9% | -0.88 | 0.0596 | -0.004 | ||||
| 0 | 0.2400 | 35.1% | 0.08 | 0.0448 | -0.005 | 32 | 3.60 | 7.65 | 31.5% | -0.93 | 0.0428 | -0.002 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs