CMCSA option chain Comcast Corporation
Cboe delayed options data · as of 09:33 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 ±4.3% (25.64–27.98) · ATM IV 25.7% · P/C open interest 0.29
| 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 | |
| 10.65 | 13.95 | 3 | 2 | 167.7% | 1.00 | 0.0008 | 0.000 | 15 | 0 | 0.0200 | 829 | 112.6% | -0.00 | 0.0008 | -0.001 | |
| 10.10 | 12.95 | 1 | 145.3% | 1.00 | 0.0012 | 0.000 | 16 | 0 | 0.7800 | 121 | 193.0% | -0.00 | 0.0012 | -0.001 | ||
| 8.90 | 11.25 | 1 | 149.4% | 1.00 | 0.0016 | 0.000 | 17 | 0 | 0.1800 | 125.1% | -0.00 | 0.0016 | -0.001 | |||
| 8.40 | 9.90 | 1 | 23 | 1.00 | 0.0019 | 0.000 | 17.5 | 0 | 0.0100 | 3,139 | 78.6% | -0.00 | 0.0019 | -0.001 | ||
| 7.85 | 10.95 | 1 | 110.0% | 1.00 | 0.0023 | 0.000 | 18 | 0 | 0.0700 | 94.9% | -0.00 | 0.0023 | -0.001 | |||
| 6.05 | 9.95 | 2 | 9 | 111.0% | 1.00 | 0.0034 | -0.000 | 19 | 0 | 0.1800 | 945 | 98.8% | -0.00 | 0.0034 | -0.001 | |
| 6.75 | 7.30 | 253 | 100.8% | 0.99 | 0.0051 | -0.001 | 20 | 0 | 0.0200 | 1 | 6,700 | 60.8% | -0.01 | 0.0051 | -0.001 | |
| 5.60 | 6.85 | 226 | 108.1% | 0.99 | 0.0080 | -0.001 | 21 | 0 | 0.1700 | 1 | 2,911 | 73.6% | -0.01 | 0.0080 | -0.002 | |
| 4.35 | 6.50 | 0.99 | 0.0102 | -0.001 | 21.5 | 0 | 0.1900 | 69.5% | -0.01 | 0.0103 | -0.002 | |||||
| 3.90 | 6.50 | 2 | 90.9% | 0.99 | 0.0133 | -0.002 | 22 | 0 | 0.1900 | 63.6% | -0.01 | 0.0134 | -0.002 | |||
| 3.20 | 5.75 | 3 | 2,306 | 61.7% | 0.98 | 0.0177 | -0.002 | 22.5 | 0 | 0.0200 | 6 | 6,470 | 38.7% | -0.02 | 0.0178 | -0.003 |
| 3.10 | 4.50 | 3 | 0.98 | 0.0241 | -0.003 | 23 | 0 | 0.2000 | 52.8% | -0.02 | 0.0242 | -0.003 | ||||
| 2.42 | 4.75 | 20 | 47.9% | 0.97 | 0.0338 | -0.003 | 23.5 | 0.0100 | 0.0400 | 1 | 2 | 35.1% | -0.03 | 0.0340 | -0.004 | |
| 2.81 | 3.00 | 34 | 3,092 | 34.3% | 0.96 | 0.0492 | -0.004 | 24 | 0.0100 | 0.0300 | 22 | 3,827 | 29.2% | -0.04 | 0.0495 | -0.005 |
| 1.55 | 3.45 | 39.3% | 0.94 | 0.0744 | -0.006 | 24.5 | 0 | 0.1100 | 35 | 30.5% | -0.06 | 0.0750 | -0.006 | |||
| 1.81 | 2.20 | 84 | 6,163 | 33.7% | 0.90 | 0.1149 | -0.008 | 25 | 0.0600 | 0.0900 | 528 | 3,641 | 27.4% | -0.10 | 0.1159 | -0.009 |
| 1.41 | 2.04 | 16 | 40.3% | 0.83 | 0.1680 | -0.012 | 25.5 | 0.1100 | 0.1800 | 20 | 211 | 27.1% | -0.17 | 0.1696 | -0.012 | |
| 1.09 | 1.29 | 25 | 8,037 | 30.6% | 0.73 | 0.2200 | -0.016 | 26 | 0.2300 | 0.2700 | 97 | 2,953 | 26.3% | -0.27 | 0.2225 | -0.016 |
| 0.6400 | 1.12 | 11 | 118 | 30.8% | 0.61 | 0.2586 | -0.018 | 26.5 | 0.3300 | 0.9300 | 69 | 127 | 35.6% | -0.40 | 0.2618 | -0.018 |
| 0.1400 | 0.7500 | 89 | 197 | 22.8% | 0.47 | 0.2684 | -0.019 | 27 | 0.3400 | 1.10 | 36 | 106 | 28.6% | -0.53 | 0.2725 | -0.019 |
| 0.2700 | 0.3600 | 150 | 14.3K | 25.5% | 0.35 | 0.2460 | -0.017 | 27.5 | 0.6900 | 1.05 | 2 | 1,415 | 20.9% | -0.66 | 0.2507 | -0.018 |
| 0.1300 | 0.2800 | 179 | 353 | 26.8% | 0.24 | 0.2041 | -0.015 | 28 | 1.19 | 1.49 | 21 | 25.6% | -0.77 | 0.2086 | -0.015 | |
| 0.0500 | 0.2000 | 82 | 397 | 27.5% | 0.16 | 0.1572 | -0.012 | 28.5 | 1.37 | 1.99 | -0.85 | 0.1620 | -0.012 | |||
| 0.0100 | 0.3200 | 36 | 2,087 | 35.7% | 0.11 | 0.1155 | -0.009 | 29 | 1.80 | 2.43 | 537 | -0.90 | 0.1227 | -0.010 | ||
| 0 | 0.0700 | 2 | 22 | 27.5% | 0.08 | 0.0849 | -0.008 | 29.5 | 1.86 | 3.45 | -0.94 | 0.0932 | -0.008 | |||
| 0.0200 | 0.0600 | 135 | 43.9K | 32.2% | 0.06 | 0.0648 | -0.007 | 30 | 2.70 | 3.50 | 501 | -0.95 | 0.0750 | -0.008 | ||
| 0 | 0.0400 | 1 | 6,430 | 35.0% | 0.04 | 0.0420 | -0.006 | 31 | 3.65 | 4.40 | 1 | -0.97 | 0.0506 | -0.007 | ||
| 0 | 0.1900 | 4 | 55.1% | 0.03 | 0.0292 | -0.005 | 32 | 4.15 | 6.10 | 16 | -0.98 | 0.0349 | -0.006 | |||
| 0 | 0.0500 | 8,909 | 45.9% | 0.03 | 0.0246 | -0.005 | 32.5 | 4.55 | 6.75 | 4 | -0.99 | 0.0290 | -0.005 | |||
| 0 | 0.1900 | 62.4% | 0.02 | 0.0208 | -0.004 | 33 | 5.65 | 7.00 | 20 | 71.6% | -0.99 | 0.0234 | -0.004 | |||
| 0.0100 | 0.2300 | 210 | 1,002 | 72.7% | 0.02 | 0.0148 | -0.004 | 34 | 5.80 | 8.20 | 8 | -1.00 | 0.0115 | -0.004 | ||
| 0 | 0.0500 | 5,892 | 60.3% | 0.01 | 0.0105 | -0.003 | 35 | 7.50 | 9.00 | 6 | 75.5% | -1.00 | 0.0040 | -0.003 | ||
| 0 | 0.0100 | 5 | 7,088 | 53.9% | 0.01 | 0.0077 | -0.002 | 36 | 7.70 | 10.20 | 14 | -1.00 | 0.0007 | -0.003 | ||
| 0 | 0.1800 | 6,875 | 89.8% | 0.01 | 0.0055 | -0.002 | 37.5 | 9.55 | 11.70 | 2 | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.1800 | 390 | 98.1% | 0.01 | 0.0043 | -0.002 | 39 | 11.25 | 13.25 | 2 | 99.2% | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.0100 | 1,436 | 103.3% | 0.01 | 0.0037 | -0.002 | 40 | 12.70 | 14.10 | 18 | 127.2% | -1.00 | 0.0000 | -0.003 | ||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs