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Comcast Corp CMCSA

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-15T20:04:04.075Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:36.811610446Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:02.787890+00:00

Share price$21.77
1D+2.3%
AH$21.13$21.37$21.62$21.86$22.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMCSA
Sold putSold callAH

Comcast Corp options

Live interpolated CMCSA call and put midpoint premiums by absolute delta.Comcast Corp$0.00$1.09$2.18$3.27$4.36$20.40$21.07$21.73$22.40$23.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $21.77OPTION PRICELive CMCSA spot · $21.77CMCSA PRICE$0.47$0.27$0.08$0.11$0.13$0.16$0.19$0.22$0.24$0.27$0.30$0.33$2.34$0.10$0.07$0.10$0.14$0.18$0.22$0.26$0.30$0.34$0.61$1.75$2.90$4.04
PutsExpensive3.03×
CallsExpensive1.40×
SkewBearish+6.16 pp
Implied moveBearish±$0.45
TiltBearish36.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.74413.4%25.0%20.26131.0%7.4%
25Δ24.18213.4%12.3%21.4044.9%2.0%
30Δ21.9936.0%1.4%21.5638.9%1.4%
35Δ21.9435.8%1.3%21.6241.1%1.3%
40Δ21.8935.7%1.1%21.6943.2%1.2%
45Δ21.8335.6%1.0%21.7545.4%1.1%
50Δ21.7835.5%0.9%21.8247.5%1.0%
55Δ21.7235.4%0.8%21.8849.7%0.9%
60Δ21.6735.3%0.7%21.9551.8%0.8%
65Δ21.6235.2%0.5%22.2270.7%0.7%
70Δ21.5635.1%0.4%23.30153.3%1.0%
75Δ21.5135.0%0.3%24.37235.9%1.4%
80Δ19.58210.5%0.7%25.44318.5%1.7%

20Δ

Calls
Pseudo strike
26.74
IV
413.4%
B/E move
25.0%
Puts
Pseudo strike
20.26
IV
131.0%
B/E move
7.4%

25Δ

Calls
Pseudo strike
24.18
IV
213.4%
B/E move
12.3%
Puts
Pseudo strike
21.40
IV
44.9%
B/E move
2.0%

30Δ

Calls
Pseudo strike
21.99
IV
36.0%
B/E move
1.4%
Puts
Pseudo strike
21.56
IV
38.9%
B/E move
1.4%

35Δ

Calls
Pseudo strike
21.94
IV
35.8%
B/E move
1.3%
Puts
Pseudo strike
21.62
IV
41.1%
B/E move
1.3%

40Δ

Calls
Pseudo strike
21.89
IV
35.7%
B/E move
1.1%
Puts
Pseudo strike
21.69
IV
43.2%
B/E move
1.2%

45Δ

Calls
Pseudo strike
21.83
IV
35.6%
B/E move
1.0%
Puts
Pseudo strike
21.75
IV
45.4%
B/E move
1.1%

50Δ

Calls
Pseudo strike
21.78
IV
35.5%
B/E move
0.9%
Puts
Pseudo strike
21.82
IV
47.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
21.72
IV
35.4%
B/E move
0.8%
Puts
Pseudo strike
21.88
IV
49.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
21.67
IV
35.3%
B/E move
0.7%
Puts
Pseudo strike
21.95
IV
51.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
21.62
IV
35.2%
B/E move
0.5%
Puts
Pseudo strike
22.22
IV
70.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
21.56
IV
35.1%
B/E move
0.4%
Puts
Pseudo strike
23.30
IV
153.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
21.51
IV
35.0%
B/E move
0.3%
Puts
Pseudo strike
24.37
IV
235.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
19.58
IV
210.5%
B/E move
0.7%
Puts
Pseudo strike
25.44
IV
318.5%
B/E move
1.7%