Options Skew Analytics

CMCSA option chain

Strikes around the forward, as they were quoted at the close

Data as of 6 November 2026 (end of day)

2026-11-13(7 days)ATM 35.20%±1.20skew +0.32
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
45$9.40$9.75—$15.00—————
01$6.40$8.85—$17.00—————
02$5.40$7.85—$18.00—————
01$4.40$6.85—$19.00—————
20$4.85$5.25—$19.50—————
033$3.15$4.70—$21.00—————
03$2.95$3.95—$21.50—————
12312$2.50$2.77—$22.0043.85%$0.01$0.032082
14453$1.96$2.18—$22.50—————
1891,376$1.51$1.72—$23.0040.33%$0.06$0.1048415
121139$1.11$1.25—$23.5036.41%$0.11$0.1528422
251,088$0.77$0.82—$24.0035.74%$0.23$0.2891300
207150$0.48$0.52—$24.5035.25%$0.42$0.499491
142420$0.26$0.3134.98%$25.00—$0.69$0.762135
92100$0.15$0.1736.09%$25.50—$1.05$1.181250
44404$0.05$0.0834.21%$26.00—————
3223$0.02$0.0435.00%$26.50—————
—————$27.50—$2.64$4.1010
—————$28.00—$3.15$4.7010
—————$29.00—$3.45$5.6010
—————$30.00—$5.10$6.7010

Forward $24.55. The 25-delta put carries +0.32 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 35.30%±1.70skew +1.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
09$8.85$10.90—$15.00—————
01$7.90$9.90—$16.00—————
025$6.80$8.35—$17.00—————
0153$4.85$6.90—$19.0063.97%$0.01$0.032,2081
04$4.35$5.75—$19.50—————
0741$4.45$4.75—$20.0052.79%$0.01$0.035,0061,005
08$3.40$5.40—$20.5052.13%$0.01$0.061,8351,506
01,851$3.40$3.80—$21.0044.99%$0.02$0.046,78345
—————$21.5041.62%$0.02$0.061,7171,502
62,685$2.52$2.81—$22.0039.92%$0.05$0.082,453123
01,821$2.01$2.35—$22.5038.85%$0.09$0.1324516
206,438$1.66$1.84—$23.0037.41%$0.15$0.202,535251
3451$1.32$1.40—$23.5036.51%$0.25$0.3148433
352,813$0.96$1.05—$24.0036.20%$0.41$0.4771050
11709$0.66$0.75—$24.5035.12%$0.59$0.69372185
2786,601$0.47$0.5436.26%$25.00—$0.88$0.951452
23620$0.29$0.3535.26%$25.50—$1.20$1.28150
994,158$0.17$0.2335.16%$26.00—$1.55$1.72240
36605$0.10$0.1636.06%$26.50—————
17524$0.06$0.1036.52%$27.00—————
444$0.02$0.0837.29%$27.50—$2.71$4.1510

Forward $24.57. The 25-delta put carries +1.35 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 33.28%±1.96skew +2.21
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$5.45$8.70—$18.00—————
06$4.45$6.95—$19.00—————
110$4.40$5.00—$20.00—————
07$3.45$4.10—$21.0041.66%$0.04$0.07672
078$2.51$2.90—$22.00—————
7356$1.74$2.00—$23.0034.99%$0.21$0.271569
129301$1.07$1.15—$24.0033.45%$0.47$0.563239
76587$0.54$0.6633.21%$25.00—$0.94$1.07250
43188$0.25$0.3132.78%$26.00—$1.65$1.75220
0834$0.10$0.1633.87%$27.00—————
368$0.04$0.0734.59%$28.00—————

Forward $24.59. The 25-delta put carries +2.21 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 33.33%±2.27skew +2.94
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$3.75$6.00—$20.00—————
—————$21.0039.58%$0.06$0.101210
027$2.92$3.65—$21.50—————
07$2.38$3.10—$22.00—————
445$2.25$2.47—$22.5035.70%$0.19$0.26133
016$1.84$2.01—$23.0035.12%$0.27$0.38485
1561$1.52$1.66—$23.5034.46%$0.39$0.5294
0230$1.19$1.34—$24.0034.71%$0.59$0.70324
050$0.90$1.06—$24.5033.57%$0.78$0.9025
26122$0.68$0.8033.22%$25.00—$1.06$1.17922
07$0.49$0.7535.87%$25.50—$1.38$1.51179
0144$0.33$0.4833.35%$26.00—$1.72$1.8610
416$0.23$0.3032.18%$26.50—————
336$0.16$0.2332.97%$27.00—————

Forward $24.64. The 25-delta put carries +2.94 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 33.64%±2.81skew +1.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0111$8.90$10.40—$15.0068.20%$0.01$0.041,0450
03$6.45$7.60—$17.5049.09%$0.02$0.033,32035
079$5.50$5.95—$19.00—————
18215$4.60$4.80—$20.0040.00%$0.07$0.094,25656
16586$3.65$3.85—$21.0037.30%$0.12$0.163,535379
2,1375,012$2.46$2.56—$22.5035.28%$0.32$0.407,54527
1125,452$1.43$1.51—$24.0034.15%$0.78$0.871,411300
1907,317$0.92$0.9933.55%$25.00—$1.24$1.372,87219
4585,048$0.55$0.6233.24%$26.00—$1.89$2.084780
2418,078$0.24$0.2933.60%$27.50—$2.97$3.252,1612
910,611$0.05$0.0834.95%$30.00—————
7649$0.02$0.0333.44%$31.00—————
86,336$0.01$0.0236.35%$32.50—————
—————$37.50—$11.95$14.05150

Forward $24.65. The 25-delta put carries +1.67 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 34.48%±3.70skew +1.75
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
019$8.60$10.95—$15.00—————
058$7.65$9.50—$16.00—————
2239$7.00$7.75—$17.5042.86%$0.04$0.071,3862
0224$5.20$5.85—$19.00—————
41,189$4.75$4.90—$20.0038.36%$0.17$0.239,18754
0846$3.30$4.20—$21.0036.69%$0.30$0.347,86630
235,132$2.70$2.76—$22.5035.06%$0.61$0.675,86431
74,784$1.67$1.76—$24.0033.99%$1.13$1.233,266154
5243,227$1.17$1.3534.53%$25.00—$1.66$1.796,8277
859,633$0.80$0.8733.11%$26.00—$2.28$2.557550
12317,583$0.44$0.4933.32%$27.50—$3.40$3.751,84110
511,376$0.20$0.2933.49%$29.00—$4.50$5.40960
—————$30.00—$5.35$6.306090
—————$32.50—$7.80$8.702190
—————$37.50—$12.55$13.8501

Forward $24.53. The 25-delta put carries +1.75 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 35.70%±5.30skew +1.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$10.80$12.85—$13.00—————
02$9.55$11.45—$14.00—————
03$8.80$10.75—$15.00—————
014$7.85$9.45—$16.00—————
071$6.20$7.15—$18.0040.87%$0.21$0.297460
08$5.45$6.25—$19.0038.78%$0.31$0.371,12987
0196$4.70$5.40—$20.0037.96%$0.47$0.531,17788
0369$4.20$4.50—$21.0037.12%$0.68$0.742,062154
0621$3.50$3.75—$22.0036.52%$0.95$1.032,23292
333,566$2.71$3.15—$23.0035.78%$1.27$1.393,4821
321,496$2.32$2.44—$24.0035.38%$1.69$1.8338658
35,587$1.84$1.9635.76%$25.00—$2.20$2.423,8650
1,0162,149$1.33$1.6034.89%$26.00—$2.72$3.055830
176860$1.03$1.2835.03%$27.00—$3.40$3.702570
802,833$0.87$0.9735.49%$28.00—$4.15$4.404720
21600$0.58$0.8035.06%$29.00—$4.85$5.55750
01,663$0.42$0.6735.53%$30.00—$5.65$6.50760
0603$0.27$0.3735.80%$32.00—$7.45$8.3580
—————$35.00—$10.25$11.0530

Forward $24.58. The 25-delta put carries +1.46 volatility points over the 25-delta call.

2027-04-16(161 days)ATM 35.75%±5.83skew +2.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$8.55$10.50—$15.00—————
—————$16.0041.89%$0.12$0.171510
—————$17.0041.77%$0.18$0.30235
02$6.25$7.20—$18.0040.43%$0.27$0.411100
01$5.35$6.35—$19.0039.24%$0.41$0.541180
0256$4.65$5.50—$20.0038.70%$0.61$0.7420140
0115$4.15$4.70—$21.0037.16%$0.83$0.9351110
1175$3.60$3.90—$22.0035.70%$1.03$1.242540
05,827$3.00$3.20—$23.0036.28%$1.47$1.6660210
092$2.42$2.65—$24.0035.59%$1.82$2.161581
78429$1.89$2.2735.83%$25.00—$2.40$2.68881
7168$1.56$1.7635.23%$26.00—$2.98$3.30950
0124$1.25$1.4135.10%$27.00—$3.65$3.951060
11509$1.00$1.1435.23%$28.00—$4.35$4.652130
4200$0.78$0.8734.76%$29.00—$5.05$5.7550
—————$30.00—$5.85$6.70100
113$0.46$0.5734.99%$31.00—————
0375$0.36$0.6037.03%$32.00—$7.55$8.5070

Forward $24.53. The 25-delta put carries +2.40 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.