CMCSA option chain Comcast Corporation

Expiration Cboe delayed options data · as of 12:34 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 ±8.4% (20.03–23.69) · ATM IV 53.2% · P/C open interest 6.64

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
6.30	8.25	2	2	162.4%	0.98	0.0119	-0.008	15	0	0.9500			183.1%	-0.02	0.0120	-0.008
5.85	7.05			162.2%	0.97	0.0170	-0.008	16	0	0.9600			160.5%	-0.03	0.0171	-0.008
3.50	6.75		1	99.9%	0.96	0.0253	-0.009	17	0	1.95		2	184.6%	-0.04	0.0253	-0.009
2.97	6.00			121.1%	0.94	0.0394	-0.011	18	0	0.2100		93	72.9%	-0.06	0.0395	-0.011
2.45	4.30			89.9%	0.91	0.0656	-0.014	19	0	0.3000	3	166	63.1%	-0.09	0.0659	-0.014
1.98	2.37		89	52.5%	0.83	0.1112	-0.020	20	0.1800	0.2600	176	40.3K	53.2%	-0.17	0.1120	-0.020
1.56	1.91		2	48.2%	0.77	0.1367	-0.025	20.5	0.2500	0.3900	210	184	51.9%	-0.24	0.1376	-0.025
1.09	1.87	10	256	54.8%	0.69	0.1581	-0.028	21	0.4300	0.5800	41	1,016	53.9%	-0.31	0.1591	-0.029
0.9700	1.25	53	65	50.5%	0.60	0.1728	-0.031	21.5	0.3400	1.07	28	71	54.0%	-0.40	0.1740	-0.031
0.7500	0.8800	211	692	48.5%	0.51	0.1792	-0.032	22	0.6700	1.36	118	2,413	57.9%	-0.49	0.1805	-0.032
0.2600	0.6900	157	203	40.9%	0.43	0.1764	-0.031	22.5	0.9400	1.79	42	43	61.7%	-0.58	0.1779	-0.032
0.0500	0.4800	2,200	2,584	37.4%	0.34	0.1656	-0.029	23	1.03	2.05	2	109	52.7%	-0.66	0.1672	-0.030
0.2600	0.3700	464	777	49.4%	0.27	0.1485	-0.026	23.5	1.34	2.48			53.1%	-0.73	0.1503	-0.027
0.1600	0.2200	26	927	47.1%	0.21	0.1279	-0.023	24	2.08	2.43	1	168	48.8%	-0.80	0.1298	-0.023
0	0.4700	40	170	57.9%	0.16	0.1064	-0.019	24.5	1.70	4.00			63.9%	-0.85	0.1085	-0.019
0.0600	0.2000	10	416	53.7%	0.12	0.0865	-0.016	25	2.95	3.45	1	34	56.3%	-0.89	0.0885	-0.016
0	0.7500		5	83.2%	0.09	0.0696	-0.013	25.5	2.40	4.90			55.4%	-0.92	0.0714	-0.014
0	0.1500	16	73	56.8%	0.07	0.0563	-0.011	26	3.70	5.30		15	96.5%	-0.94	0.0577	-0.012
0	1.20			114.0%	0.06	0.0461	-0.010	26.5	4.00	5.90			98.6%	-0.95	0.0471	-0.010
0	0.1600		109	67.2%	0.05	0.0384	-0.009	27	4.50	6.50		1	108.9%	-0.96	0.0391	-0.009
0	0.1500		94	75.2%	0.04	0.0279	-0.008	28	4.70	7.75			91.4%	-0.97	0.0279	-0.008
0	1.56		174	157.9%	0.03	0.0213	-0.007	29	6.20	8.35			107.5%	-0.98	0.0209	-0.007
0	0.3000		67	105.3%	0.02	0.0170	-0.006	30	7.30	9.15			109.6%	-0.98	0.0164	-0.006
0	0.4500		15	124.5%	0.02	0.0141	-0.006	31	8.05	10.65			134.8%	-0.99	0.0133	-0.005
0	2.05			208.0%	0.02	0.0119	-0.006	32	8.85	11.30				-0.99	0.0111	-0.005

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.

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CMCSA option chain Comcast Corporation

Volatility smile — Oct 30, 2026

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