CMCSA option chain Comcast Corporation
Cboe delayed options data · as of 21:51 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 ±8.0% (20.52–24.08) · ATM IV 59.9% · P/C open interest 6.32
| 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 | |
| 6.35 | 9.20 | 2 | 205.5% | 0.99 | 0.0076 | -0.005 | 15 | 0 | 2.13 | 300.9% | -0.01 | 0.0076 | -0.006 | |||
| 4.90 | 8.20 | 2 | 138.0% | 0.98 | 0.0113 | -0.006 | 16 | 0 | 2.13 | 267.8% | -0.02 | 0.0113 | -0.007 | |||
| 4.20 | 7.25 | 1 | 147.8% | 0.98 | 0.0174 | -0.008 | 17 | 0 | 2.14 | 2 | 236.7% | -0.02 | 0.0174 | -0.009 | ||
| 3.30 | 6.25 | 131.3% | 0.96 | 0.0281 | -0.010 | 18 | 0 | 0.2100 | 93 | 92.7% | -0.04 | 0.0282 | -0.011 | |||
| 2.72 | 5.05 | 2 | 0.95 | 0.0366 | -0.012 | 18.5 | 0 | 1.04 | 138.3% | -0.05 | 0.0367 | -0.012 | ||||
| 1.70 | 4.85 | 0.94 | 0.0483 | -0.014 | 19 | 0 | 0.1500 | 1 | 210 | 68.6% | -0.06 | 0.0485 | -0.014 | |||
| 2.06 | 4.35 | 89.0% | 0.92 | 0.0648 | -0.017 | 19.5 | 0 | 0.5800 | 89.8% | -0.08 | 0.0650 | -0.017 | ||||
| 2.10 | 2.85 | 5 | 89 | 47.0% | 0.89 | 0.0870 | -0.021 | 20 | 0.0800 | 0.2000 | 36.9K | 40.3K | 62.0% | -0.11 | 0.0874 | -0.021 |
| 1.66 | 2.69 | 2 | 2 | 64.0% | 0.84 | 0.1144 | -0.026 | 20.5 | 0.0500 | 0.4700 | 107 | 203 | 64.9% | -0.16 | 0.1150 | -0.026 |
| 1.35 | 2.25 | 21 | 292 | 64.0% | 0.77 | 0.1432 | -0.032 | 21 | 0.2600 | 0.7100 | 14 | 1,046 | 73.0% | -0.23 | 0.1440 | -0.032 |
| 1.15 | 1.54 | 55 | 66 | 55.0% | 0.69 | 0.1687 | -0.037 | 21.5 | 0.2300 | 0.5700 | 47 | 73 | 53.5% | -0.31 | 0.1696 | -0.037 |
| 0.9200 | 1.10 | 90 | 722 | 53.1% | 0.60 | 0.1868 | -0.040 | 22 | 0.5000 | 0.7600 | 46 | 2,433 | 56.1% | -0.40 | 0.1879 | -0.041 |
| 0.5600 | 0.8600 | 17 | 247 | 50.3% | 0.50 | 0.1945 | -0.042 | 22.5 | 0.6800 | 1.46 | 1 | 43 | 69.5% | -0.50 | 0.1956 | -0.042 |
| 0.4600 | 0.6000 | 2,794 | 2,632 | 52.2% | 0.41 | 0.1906 | -0.040 | 23 | 1.07 | 1.52 | 11 | 107 | 65.2% | -0.59 | 0.1918 | -0.040 |
| 0.1300 | 0.5100 | 12 | 793 | 48.5% | 0.32 | 0.1762 | -0.036 | 23.5 | 0.9700 | 3.15 | 96.2% | -0.68 | 0.1773 | -0.037 | ||
| 0.2200 | 0.2800 | 286 | 1,032 | 52.4% | 0.24 | 0.1540 | -0.031 | 24 | 1.63 | 2.27 | 2 | 168 | 62.6% | -0.76 | 0.1551 | -0.031 |
| 0.1300 | 0.2300 | 6 | 170 | 54.2% | 0.18 | 0.1277 | -0.026 | 24.5 | 1.16 | 4.40 | 98.2% | -0.83 | 0.1289 | -0.026 | ||
| 0.1000 | 0.1700 | 27 | 454 | 56.6% | 0.13 | 0.1017 | -0.021 | 25 | 2.55 | 3.10 | 1 | 34 | 68.8% | -0.88 | 0.1032 | -0.021 |
| 0 | 0.3100 | 27 | 66.1% | 0.09 | 0.0797 | -0.017 | 25.5 | 2.69 | 4.60 | 10 | 106.1% | -0.91 | 0.0815 | -0.017 | ||
| 0.0400 | 0.0900 | 5 | 91 | 58.6% | 0.07 | 0.0630 | -0.015 | 26 | 3.45 | 5.00 | 15 | 123.3% | -0.93 | 0.0648 | -0.015 | |
| 0 | 0.5200 | 4 | 92.4% | 0.06 | 0.0507 | -0.013 | 26.5 | 3.75 | 5.65 | 127.2% | -0.95 | 0.0524 | -0.013 | |||
| 0 | 0.1600 | 109 | 73.0% | 0.05 | 0.0416 | -0.011 | 27 | 4.30 | 6.75 | 1 | 161.9% | -0.96 | 0.0434 | -0.011 | ||
| 0 | 0.2400 | 93 | 91.5% | 0.03 | 0.0289 | -0.009 | 28 | 4.80 | 7.75 | 156.3% | -0.97 | 0.0305 | -0.009 | |||
| 0 | 2.13 | 174 | 201.2% | 0.03 | 0.0206 | -0.007 | 29 | 5.90 | 8.10 | 142.9% | -0.98 | 0.0226 | -0.007 | |||
| 0 | 0.0500 | 67 | 84.8% | 0.02 | 0.0151 | -0.006 | 30 | 6.10 | 9.75 | 146.1% | -0.99 | 0.0165 | -0.006 | |||
| 0 | 0.0100 | 15 | 75.8% | 0.02 | 0.0117 | -0.005 | 31 | 7.90 | 10.05 | 163.3% | -0.99 | 0.0126 | -0.005 | |||
| 0 | 2.13 | 239.8% | 0.01 | 0.0094 | -0.005 | 32 | 8.80 | 11.75 | 206.7% | -0.99 | 0.0098 | -0.004 | ||||
| 0 | 2.13 | 251.3% | 0.01 | 0.0078 | -0.004 | 33 | 9.80 | 12.75 | 217.6% | -1.00 | 0.0074 | -0.004 | ||||
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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs