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Comcast Corp CMCSA

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-16T21:48:03.008Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:38:44.340681936Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:02.442426+00:00

Share price$21.95
1D+0.3%
AH$21.79$21.92$22.05$22.18$22.315:30 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$0.13$1.04$1.95$2.87$3.78$19.18$20.70$22.22$23.73$25.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMCSA spot · $21.95CMCSA PRICE$0.75$0.64$0.52$0.71$0.45$0.56$0.67$0.74$0.80$0.90$1.10$1.55$2.59$0.23$0.31$0.39$0.46$0.56$0.68$0.79$0.91$1.06$1.91$2.25$2.46$3.52
PutsExpensive2.21×
CallsExpensive2.47×
SkewBullish-17.55 pp
Implied moveBearish±$1.47
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.72260.5%47.9%20.4863.5%7.7%
25Δ25.54143.8%19.2%20.7763.7%6.8%
30Δ23.9197.5%11.3%21.0563.5%5.8%
35Δ24.30123.5%14.0%21.3261.6%5.0%
40Δ22.4453.7%4.3%21.5860.7%4.2%
45Δ22.2455.8%3.9%21.8161.4%3.7%
50Δ22.0357.9%3.4%22.0561.9%3.2%
55Δ21.8455.3%2.9%22.2860.8%2.7%
60Δ21.6451.7%2.3%22.5361.1%2.2%
65Δ21.4349.8%1.8%23.2691.4%2.7%
70Δ21.1852.8%1.5%23.7093.5%2.3%
75Δ20.7164.9%1.4%24.0588.8%1.6%
80Δ19.7298.9%1.7%25.15106.0%1.4%

20Δ

Calls
Pseudo strike
31.72
IV
260.5%
B/E move
47.9%
Puts
Pseudo strike
20.48
IV
63.5%
B/E move
7.7%

25Δ

Calls
Pseudo strike
25.54
IV
143.8%
B/E move
19.2%
Puts
Pseudo strike
20.77
IV
63.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
23.91
IV
97.5%
B/E move
11.3%
Puts
Pseudo strike
21.05
IV
63.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
24.30
IV
123.5%
B/E move
14.0%
Puts
Pseudo strike
21.32
IV
61.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
22.44
IV
53.7%
B/E move
4.3%
Puts
Pseudo strike
21.58
IV
60.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
22.24
IV
55.8%
B/E move
3.9%
Puts
Pseudo strike
21.81
IV
61.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
22.03
IV
57.9%
B/E move
3.4%
Puts
Pseudo strike
22.05
IV
61.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
21.84
IV
55.3%
B/E move
2.9%
Puts
Pseudo strike
22.28
IV
60.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
21.64
IV
51.7%
B/E move
2.3%
Puts
Pseudo strike
22.53
IV
61.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
21.43
IV
49.8%
B/E move
1.8%
Puts
Pseudo strike
23.26
IV
91.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
21.18
IV
52.8%
B/E move
1.5%
Puts
Pseudo strike
23.70
IV
93.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
20.71
IV
64.9%
B/E move
1.4%
Puts
Pseudo strike
24.05
IV
88.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
19.72
IV
98.9%
B/E move
1.7%
Puts
Pseudo strike
25.15
IV
106.0%
B/E move
1.4%