CMCSA option chain Comcast Corporation
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 ±6.7% (20.41–23.32) · ATM IV 34.5% · P/C open interest 0.42
| 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 | |
| 5.00 | 8.15 | 15 | 0.97 | 0.0133 | -0.006 | 15 | 0 | 1.55 | 177.8% | -0.03 | 0.0133 | -0.006 | ||||
| 4.10 | 7.45 | 0.97 | 0.0187 | -0.007 | 16 | 0 | 1.55 | 156.6% | -0.03 | 0.0188 | -0.007 | |||||
| 4.10 | 6.40 | 95.3% | 0.95 | 0.0273 | -0.008 | 17 | 0 | 0.9600 | 35 | 112.9% | -0.05 | 0.0274 | -0.008 | |||
| 3.10 | 5.75 | 1 | 93.9% | 0.94 | 0.0418 | -0.009 | 18 | 0.0100 | 0.2500 | 8 | 65 | 62.9% | -0.06 | 0.0420 | -0.009 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 18.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.50 | 4.25 | 5 | 33 | 73.1% | 0.90 | 0.0677 | -0.011 | 19 | 0.0600 | 0.2300 | 248 | 51.1% | -0.10 | 0.0680 | -0.011 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.67 | 2.63 | 57 | 40.5% | 0.82 | 0.1089 | -0.015 | 20 | 0.2400 | 0.3500 | 40 | 211 | 48.9% | -0.19 | 0.1096 | -0.015 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 20.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.33 | 1.71 | 2 | 67 | 46.6% | 0.68 | 0.1484 | -0.021 | 21 | 0.4500 | 0.5800 | 17 | 126 | 45.0% | -0.32 | 0.1496 | -0.021 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 21.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.4300 | 0.9600 | 3 | 633 | 33.7% | 0.52 | 0.1668 | -0.023 | 22 | 0.4700 | 1.05 | 4 | 48 | 35.3% | -0.49 | 0.1687 | -0.023 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 22.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2500 | 0.5500 | 28 | 299 | 37.7% | 0.36 | 0.1572 | -0.021 | 23 | 1.49 | 1.98 | 2 | 24 | 53.2% | -0.65 | 0.1596 | -0.021 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2300 | 0.3500 | 47 | 467 | 45.0% | 0.22 | 0.1262 | -0.017 | 24 | 2.00 | 3.15 | 6 | 59.8% | -0.78 | 0.1294 | -0.017 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0600 | 0.1700 | 66 | 154 | 42.3% | 0.13 | 0.0884 | -0.012 | 25 | 2.55 | 4.35 | 64.8% | -0.88 | 0.0921 | -0.012 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0300 | 0.1300 | 1 | 86 | 47.0% | 0.08 | 0.0580 | -0.008 | 26 | 2.90 | 5.40 | 1 | 49.7% | -0.94 | 0.0610 | -0.009 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.2600 | 1 | 1 | 61.2% | 0.05 | 0.0398 | -0.006 | 27 | 3.60 | 6.40 | -0.96 | 0.0412 | -0.007 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0600 | 1 | 1 | 51.9% | 0.04 | 0.0297 | -0.006 | 28 | 5.05 | 7.60 | 84.9% | -0.97 | 0.0298 | -0.006 | ||
| 0 | 0.2700 | 1 | 76.9% | 0.03 | 0.0234 | -0.005 | 29 | 5.60 | 9.00 | 90.8% | -0.98 | 0.0230 | -0.005 | |||
| 0 | 0.6400 | 103.7% | 0.03 | 0.0191 | -0.005 | 30 | 6.75 | 10.00 | 105.6% | -0.98 | 0.0184 | -0.005 | ||||
| 0 | 1.37 | 139.6% | 0.03 | 0.0160 | -0.005 | 31 | 7.10 | 11.00 | -0.98 | 0.0150 | -0.005 | |||||
| 0 | 1.55 | 153.6% | 0.02 | 0.0137 | -0.005 | 32 | 8.05 | 12.00 | -0.99 | 0.0125 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs