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Comcast Corp CMCSA

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-16T00:59:05.570Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:24:40.809895338Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:59:04.787263+00:00

Share price$21.72
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$0.12$1.49$2.86$4.23$5.60$18.25$20.23$22.20$24.18$26.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMCSA spot · $21.72CMCSA PRICE$0.27$0.36$0.46$0.56$0.70$0.84$0.97$1.05$1.13$1.21$1.47$1.90$2.76$0.32$0.43$0.54$0.66$0.75$0.83$0.91$1.18$1.55$1.90$2.22$2.53$5.20
PutsExpensive1.13×
CallsExpensive1.14×
SkewBearish+3.21 pp
Implied moveBullish±$1.88
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2236.8%12.8%19.7739.4%10.5%
25Δ23.7837.3%11.2%20.2139.0%8.9%
30Δ23.3737.2%9.7%20.5938.7%7.7%
35Δ22.9737.2%8.3%20.9738.3%6.5%
40Δ22.6337.7%7.4%21.2836.1%5.5%
45Δ22.3038.2%6.5%21.5833.8%4.4%
50Δ21.9738.3%5.6%21.8931.5%3.4%
55Δ21.6935.8%4.7%22.2733.4%2.9%
60Δ21.4233.2%3.8%22.6837.5%2.7%
65Δ21.1430.7%2.9%23.1040.7%2.4%
70Δ20.7631.7%2.3%23.5340.6%1.9%
75Δ20.2836.2%2.1%23.9640.5%1.4%
80Δ19.3644.3%1.9%26.5566.8%1.7%

20Δ

Calls
Pseudo strike
24.22
IV
36.8%
B/E move
12.8%
Puts
Pseudo strike
19.77
IV
39.4%
B/E move
10.5%

25Δ

Calls
Pseudo strike
23.78
IV
37.3%
B/E move
11.2%
Puts
Pseudo strike
20.21
IV
39.0%
B/E move
8.9%

30Δ

Calls
Pseudo strike
23.37
IV
37.2%
B/E move
9.7%
Puts
Pseudo strike
20.59
IV
38.7%
B/E move
7.7%

35Δ

Calls
Pseudo strike
22.97
IV
37.2%
B/E move
8.3%
Puts
Pseudo strike
20.97
IV
38.3%
B/E move
6.5%

40Δ

Calls
Pseudo strike
22.63
IV
37.7%
B/E move
7.4%
Puts
Pseudo strike
21.28
IV
36.1%
B/E move
5.5%

45Δ

Calls
Pseudo strike
22.30
IV
38.2%
B/E move
6.5%
Puts
Pseudo strike
21.58
IV
33.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
21.97
IV
38.3%
B/E move
5.6%
Puts
Pseudo strike
21.89
IV
31.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
21.69
IV
35.8%
B/E move
4.7%
Puts
Pseudo strike
22.27
IV
33.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
21.42
IV
33.2%
B/E move
3.8%
Puts
Pseudo strike
22.68
IV
37.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
21.14
IV
30.7%
B/E move
2.9%
Puts
Pseudo strike
23.10
IV
40.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
20.76
IV
31.7%
B/E move
2.3%
Puts
Pseudo strike
23.53
IV
40.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
20.28
IV
36.2%
B/E move
2.1%
Puts
Pseudo strike
23.96
IV
40.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
19.36
IV
44.3%
B/E move
1.9%
Puts
Pseudo strike
26.55
IV
66.8%
B/E move
1.7%