CMCSA option chain Comcast Corporation
Cboe delayed options data · as of 09:35 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 ±30.9% (15.16–28.75) · ATM IV 37.3% · P/C open interest 0.39
| 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 | |
| 7.10 | 10.25 | 3 | 0.96 | 0.0145 | -0.000 | 13 | 0.3500 | 0.4700 | 68 | 41.3% | -0.08 | 0.0167 | -0.002 | |||
| 7.30 | 8.90 | 30 | 52.1% | 0.90 | 0.0255 | -0.001 | 15 | 0.5800 | 0.8900 | 250 | 39.5% | -0.14 | 0.0253 | -0.002 | ||
| 4.65 | 5.95 | 1 | 27 | 31.8% | 0.80 | 0.0362 | -0.002 | 17.5 | 1.06 | 1.70 | 388 | 38.1% | -0.23 | 0.0365 | -0.003 | |
| 3.20 | 5.20 | 78 | 36.9% | 0.68 | 0.0443 | -0.003 | 20 | 1.05 | 3.05 | 800 | 33.7% | -0.34 | 0.0452 | -0.003 | ||
| 2.99 | 3.45 | 12 | 248 | 38.2% | 0.57 | 0.0489 | -0.003 | 22.5 | 3.40 | 3.75 | 657 | 36.3% | -0.46 | 0.0497 | -0.003 | |
| 2.16 | 2.41 | 158 | 2,146 | 37.0% | 0.46 | 0.0492 | -0.004 | 25 | 4.60 | 5.95 | 893 | 37.8% | -0.57 | 0.0499 | -0.003 | |
| 1.48 | 1.78 | 611 | 36.6% | 0.36 | 0.0465 | -0.003 | 27.5 | 6.70 | 8.30 | 389 | 43.0% | -0.66 | 0.0472 | -0.003 | ||
| 1.09 | 1.34 | 1 | 1,312 | 37.1% | 0.28 | 0.0418 | -0.003 | 30 | 8.70 | 9.25 | 135 | 37.2% | -0.75 | 0.0426 | -0.002 | |
| 0.2300 | 1.00 | 1,349 | 32.9% | 0.22 | 0.0364 | -0.003 | 32.5 | 10.70 | 11.65 | 75 | 38.6% | -0.82 | 0.0374 | -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