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% (19.64–24.09) · ATM IV 37.4% · P/C open interest 0.22
| 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 | |
| 6.05 | 8.30 | 81.0% | 0.98 | 0.0102 | -0.002 | 15 | 0 | 1.35 | 120.2% | -0.02 | 0.0102 | -0.002 | ||||
| 5.10 | 8.00 | 98.0% | 0.97 | 0.0157 | -0.003 | 16 | 0 | 0.7500 | 86.1% | -0.03 | 0.0158 | -0.003 | ||||
| 4.10 | 6.10 | 50.7% | 0.96 | 0.0254 | -0.003 | 17 | 0 | 1.55 | 2 | 97.2% | -0.04 | 0.0255 | -0.003 | |||
| 2.81 | 5.40 | 2 | 41.5% | 0.93 | 0.0424 | -0.005 | 18 | 0.0500 | 0.2100 | 30 | 45.0% | -0.07 | 0.0427 | -0.005 | ||
| 2.75 | 4.50 | 62.2% | 0.87 | 0.0688 | -0.007 | 19 | 0.1700 | 0.3100 | 1 | 6 | 43.0% | -0.13 | 0.0694 | -0.007 | ||
| 1.46 | 2.61 | 15.3% | 0.78 | 0.0987 | -0.010 | 20 | 0.3500 | 0.5100 | 29 | 60 | 41.5% | -0.22 | 0.0998 | -0.011 | ||
| 1.50 | 1.80 | 6 | 36.6% | 0.66 | 0.1244 | -0.013 | 21 | 0.5700 | 0.7900 | 6 | 7 | 38.5% | -0.34 | 0.1261 | -0.013 | |
| 0.9800 | 1.37 | 41 | 64 | 39.1% | 0.53 | 0.1379 | -0.014 | 22 | 0.7800 | 1.32 | 9 | 18 | 35.6% | -0.47 | 0.1404 | -0.014 |
| 0.6400 | 0.8400 | 102 | 229 | 38.3% | 0.40 | 0.1346 | -0.013 | 23 | 1.57 | 1.90 | 1 | 3 | 38.8% | -0.61 | 0.1381 | -0.013 |
| 0.4100 | 0.6900 | 233 | 251 | 37.9% | 0.28 | 0.1173 | -0.011 | 24 | 1.42 | 3.60 | 1 | 3 | 41.2% | -0.73 | 0.1221 | -0.012 |
| 0.2000 | 0.3100 | 2 | 4 | 37.8% | 0.18 | 0.0929 | -0.009 | 25 | 2.75 | 3.65 | 34.8% | -0.83 | 0.0991 | -0.010 | ||
| 0.1200 | 0.2200 | 3 | 9 | 39.8% | 0.12 | 0.0680 | -0.007 | 26 | 2.17 | 5.30 | 2 | -0.91 | 0.0749 | -0.007 | ||
| 0.0100 | 0.3100 | 18 | 31 | 45.3% | 0.07 | 0.0476 | -0.005 | 27 | 4.60 | 6.10 | 57.6% | -0.95 | 0.0522 | -0.005 | ||
| 0 | 0.9500 | 1 | 69.9% | 0.05 | 0.0337 | -0.004 | 28 | 5.25 | 7.45 | 64.1% | -0.98 | 0.0329 | -0.004 | |||
| 0 | 1.15 | 81.2% | 0.04 | 0.0252 | -0.003 | 29 | 5.10 | 9.10 | 46.9% | -0.99 | 0.0208 | -0.003 | ||||
| 0 | 1.57 | 97.3% | 0.03 | 0.0199 | -0.003 | 30 | 6.10 | 10.00 | -0.99 | 0.0140 | -0.002 | |||||
| 0 | 2.14 | 115.8% | 0.03 | 0.0164 | -0.003 | 31 | 7.10 | 11.00 | -0.99 | 0.0101 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs