CMCSA option chain Comcast Corporation
Cboe delayed options data · as of 06:34 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 ±36.2% (14.20–30.28) · ATM IV 43.9% · P/C open interest 0.38
| 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 | |
| 9.10 | 10.85 | 3 | 52.0% | 0.96 | 0.0136 | -0.000 | 13 | 0 | 4.35 | 68 | 81.3% | -0.08 | 0.0153 | -0.002 | ||
| 5.85 | 9.75 | 30 | 34.6% | 0.90 | 0.0228 | -0.001 | 15 | 0.4900 | 0.8300 | 250 | 39.5% | -0.13 | 0.0230 | -0.002 | ||
| 5.70 | 6.35 | 27 | 36.7% | 0.81 | 0.0329 | -0.002 | 17.5 | 0 | 3.75 | 388 | 47.1% | -0.21 | 0.0337 | -0.003 | ||
| 3.30 | 5.50 | 78 | 34.8% | 0.70 | 0.0417 | -0.003 | 20 | 2.06 | 2.36 | 800 | 37.8% | -0.32 | 0.0427 | -0.003 | ||
| 3.15 | 5.75 | 39 | 259 | 48.5% | 0.59 | 0.0473 | -0.004 | 22.5 | 2.83 | 4.35 | 657 | 39.2% | -0.43 | 0.0482 | -0.004 | |
| 2.32 | 2.69 | 57 | 2,304 | 36.6% | 0.48 | 0.0487 | -0.004 | 25 | 2.50 | 6.70 | 893 | 33.6% | -0.54 | 0.0495 | -0.003 | |
| 1.25 | 2.31 | 6 | 611 | 36.0% | 0.39 | 0.0468 | -0.004 | 27.5 | 5.35 | 7.60 | 389 | 35.0% | -0.64 | 0.0477 | -0.003 | |
| 1.09 | 1.37 | 1,312 | 35.3% | 0.30 | 0.0427 | -0.003 | 30 | 6.00 | 11.00 | 135 | 36.0% | -0.73 | 0.0439 | -0.002 | ||
| 0.6900 | 0.9800 | 1,349 | 34.7% | 0.24 | 0.0375 | -0.003 | 32.5 | 8.50 | 13.00 | 75 | 38.4% | -0.81 | 0.0392 | -0.002 | ||
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 — Dec 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs