CMCSA option chain Comcast Corporation
Cboe delayed options data · as of 15:35 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 ±31.3% (15.16–29.02) · ATM IV 36.6% · P/C open interest 0.19
| 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 | |
| 9.15 | 9.85 | 17 | 44.2% | 0.96 | 0.0137 | -0.000 | 13 | 0.3800 | 0.5000 | 910 | 41.0% | -0.08 | 0.0164 | -0.002 | ||
| 7.50 | 8.15 | 408 | 41.6% | 0.90 | 0.0242 | -0.001 | 15 | 0.6800 | 0.8300 | 2,733 | 39.0% | -0.14 | 0.0245 | -0.002 | ||
| 5.70 | 6.25 | 194 | 38.7% | 0.80 | 0.0338 | -0.002 | 17.5 | 0.8800 | 1.52 | 1,685 | 34.7% | -0.23 | 0.0345 | -0.003 | ||
| 4.40 | 4.60 | 2 | 803 | 37.5% | 0.70 | 0.0418 | -0.003 | 20 | 2.30 | 2.46 | 3,442 | 37.3% | -0.33 | 0.0423 | -0.003 | |
| 3.30 | 3.50 | 1,080 | 37.5% | 0.59 | 0.0467 | -0.003 | 22.5 | 3.35 | 3.70 | 3,021 | 35.8% | -0.44 | 0.0468 | -0.003 | ||
| 2.42 | 2.60 | 1 | 1,770 | 37.1% | 0.48 | 0.0478 | -0.003 | 25 | 4.90 | 5.20 | 919 | 35.7% | -0.55 | 0.0479 | -0.003 | |
| 1.75 | 1.88 | 2,080 | 36.6% | 0.39 | 0.0460 | -0.003 | 27.5 | 6.60 | 6.95 | 1,859 | 35.3% | -0.64 | 0.0464 | -0.003 | ||
| 1.28 | 1.45 | 12.3K | 37.0% | 0.31 | 0.0421 | -0.003 | 30 | 8.55 | 8.95 | 541 | 35.6% | -0.73 | 0.0430 | -0.002 | ||
| 0.7600 | 1.09 | 4,441 | 35.9% | 0.24 | 0.0372 | -0.003 | 32.5 | 10.55 | 11.20 | 104 | 36.0% | -0.80 | 0.0386 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs