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 ±10.2% (19.64–24.08) · ATM IV 45.6% · P/C open interest 0.18
| 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 | |
| 5.80 | 8.70 | 4 | 109.9% | 0.98 | 0.0121 | -0.004 | 15 | 0 | 1.35 | 146.6% | -0.02 | 0.0121 | -0.004 | |||
| 4.90 | 7.55 | 92.3% | 0.97 | 0.0175 | -0.005 | 16 | 0 | 1.36 | 129.2% | -0.03 | 0.0176 | -0.005 | ||||
| 3.30 | 6.65 | 0.96 | 0.0264 | -0.005 | 17 | 0 | 0.9500 | 13 | 97.8% | -0.04 | 0.0265 | -0.005 | ||||
| 2.75 | 5.35 | 45.8% | 0.94 | 0.0415 | -0.007 | 18 | 0 | 0.2900 | 5 | 56.3% | -0.07 | 0.0418 | -0.007 | |||
| 2.15 | 4.40 | 55.4% | 0.89 | 0.0680 | -0.009 | 19 | 0.0400 | 0.2600 | 57 | 45.0% | -0.11 | 0.0684 | -0.009 | |||
| 2.14 | 2.45 | 1 | 37 | 43.0% | 0.80 | 0.1052 | -0.013 | 20 | 0.2900 | 0.3500 | 4 | 74 | 43.9% | -0.20 | 0.1060 | -0.013 |
| 1.33 | 1.95 | 3 | 28 | 45.0% | 0.67 | 0.1386 | -0.017 | 21 | 0.5400 | 0.7700 | 28 | 143 | 45.5% | -0.33 | 0.1399 | -0.017 |
| 0.9400 | 1.08 | 31 | 84 | 41.6% | 0.52 | 0.1549 | -0.018 | 22 | 0.8100 | 1.61 | 4 | 22 | 49.7% | -0.48 | 0.1569 | -0.018 |
| 0.5600 | 0.6800 | 138 | 1,248 | 42.0% | 0.37 | 0.1484 | -0.017 | 23 | 1.14 | 2.09 | 11 | 15 | 41.6% | -0.63 | 0.1513 | -0.018 |
| 0.2900 | 0.3700 | 22 | 130 | 40.8% | 0.24 | 0.1239 | -0.014 | 24 | 1.60 | 3.25 | 10 | 45.3% | -0.77 | 0.1277 | -0.015 | |
| 0.1100 | 0.2100 | 3 | 339 | 40.0% | 0.15 | 0.0912 | -0.010 | 25 | 2.18 | 4.45 | 49.4% | -0.87 | 0.0958 | -0.011 | ||
| 0 | 0.1400 | 4 | 39 | 39.3% | 0.09 | 0.0618 | -0.007 | 26 | 2.88 | 5.30 | 36.3% | -0.93 | 0.0663 | -0.008 | ||
| 0 | 1.35 | 88.7% | 0.06 | 0.0424 | -0.005 | 27 | 3.80 | 6.15 | -0.96 | 0.0446 | -0.006 | |||||
| 0 | 1.55 | 102.7% | 0.04 | 0.0311 | -0.005 | 28 | 4.85 | 7.85 | 77.1% | -0.97 | 0.0312 | -0.005 | ||||
| 0 | 2.14 | 126.2% | 0.04 | 0.0242 | -0.004 | 29 | 5.35 | 8.45 | -0.98 | 0.0233 | -0.004 | |||||
| 0 | 0.3000 | 74.1% | 0.03 | 0.0196 | -0.004 | 30 | 6.55 | 9.60 | -0.98 | 0.0180 | -0.004 | |||||
| 0 | 2.13 | 141.6% | 0.03 | 0.0163 | -0.004 | 31 | 7.65 | 10.60 | 73.0% | -0.99 | 0.0142 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs