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 40.8% · P/C open interest 1.82
| 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 | |
| 7.35 | 9.25 | 117.5% | 0.99 | 0.0056 | -0.001 | 14 | 0 | 0.2600 | 93.9% | -0.01 | 0.0056 | -0.001 | ||||
| 6.15 | 9.05 | 8 | 127.2% | 0.99 | 0.0086 | -0.002 | 15 | 0 | 0.0600 | 101 | 62.2% | -0.01 | 0.0086 | -0.002 | ||
| 5.10 | 8.00 | 107.9% | 0.98 | 0.0136 | -0.002 | 16 | 0 | 0.0400 | 2 | 130 | 49.8% | -0.02 | 0.0137 | -0.002 | ||
| 4.50 | 5.65 | 25 | 53.8% | 0.97 | 0.0228 | -0.003 | 17 | 0 | 0.0800 | 2,232 | 46.5% | -0.03 | 0.0229 | -0.003 | ||
| 3.30 | 5.35 | 64.8% | 0.94 | 0.0399 | -0.005 | 18 | 0.0400 | 0.1000 | 4 | 6,881 | 42.3% | -0.06 | 0.0401 | -0.005 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 18.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.94 | 3.55 | 158 | 47.2% | 0.89 | 0.0684 | -0.008 | 19 | 0.1500 | 0.2000 | 80 | 4,001 | 42.3% | -0.12 | 0.0689 | -0.008 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.12 | 2.58 | 7 | 654 | 41.0% | 0.79 | 0.1024 | -0.011 | 20 | 0.3300 | 0.3900 | 135 | 7,309 | 41.7% | -0.21 | 0.1033 | -0.011 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 20.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.49 | 1.74 | 4 | 1,584 | 39.0% | 0.67 | 0.1321 | -0.014 | 21 | 0.5700 | 0.7600 | 76 | 4,882 | 41.2% | -0.33 | 0.1336 | -0.014 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 21.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.00 | 1.38 | 75 | 2,718 | 43.7% | 0.53 | 0.1473 | -0.015 | 22 | 0.9200 | 1.14 | 36 | 2,101 | 38.0% | -0.48 | 0.1496 | -0.016 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 22.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6100 | 0.6900 | 378 | 6,010 | 38.6% | 0.38 | 0.1422 | -0.015 | 23 | 1.56 | 1.75 | 36 | 1,791 | 38.9% | -0.62 | 0.1456 | -0.015 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3500 | 0.4100 | 208 | 1,762 | 38.8% | 0.26 | 0.1211 | -0.012 | 24 | 2.27 | 2.79 | 20 | 738 | 45.4% | -0.75 | 0.1256 | -0.013 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1800 | 0.2300 | 212 | 1,741 | 38.6% | 0.16 | 0.0923 | -0.009 | 25 | 2.86 | 3.30 | 89 | -0.85 | 0.0979 | -0.010 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0900 | 0.1400 | 105 | 1,162 | 39.4% | 0.10 | 0.0644 | -0.007 | 26 | 3.30 | 5.10 | 4 | 44.8% | -0.92 | 0.0704 | -0.007 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0200 | 0.1000 | 430 | 39.7% | 0.06 | 0.0436 | -0.005 | 27 | 4.35 | 6.15 | 10 | 55.6% | -0.96 | 0.0464 | -0.005 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.1000 | 319 | 43.7% | 0.04 | 0.0307 | -0.004 | 28 | 4.10 | 7.80 | -0.98 | 0.0293 | -0.004 | ||||
| 0 | 0.2900 | 15 | 60.3% | 0.03 | 0.0232 | -0.003 | 29 | 5.55 | 7.70 | -0.99 | 0.0192 | -0.003 | ||||
| 0 | 0.0400 | 7 | 46.4% | 0.03 | 0.0184 | -0.003 | 30 | 6.10 | 9.10 | -0.99 | 0.0137 | -0.002 | ||||
| 0 | 0.2900 | 70.9% | 0.02 | 0.0152 | -0.003 | 31 | 7.10 | 9.90 | -0.99 | 0.0102 | -0.002 | |||||
| 0 | 0.1300 | 65.0% | 0.02 | 0.0128 | -0.003 | 32 | 8.10 | 11.10 | -0.99 | 0.0078 | -0.001 | |||||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs