Options WhaleEarnings volatility research

Ticker research

Comcast Corporation (CMCSA)

$20.66 underlying · data as of Oct 9, 2026, 4:00 PM EDT

Earnings 2026-10-22

Price context

Underlying
$20.66
Expected move
$1.60
Expected move %
7.7%

Options snapshot

ATM implied volatility
51.4%
IV rank
31.8%
Liquidity
ACCEPTABLE
Median spread
27.5%

Catalyst

Next earnings
2026-10-22
Session
Before Market
Days away
13

Strategy opportunities

  • Iron Condor score 0.63

    Sell defined-risk premium around the implied-move boundaries when realized moves have frequently remained contained.

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  • Calendar score 0.56

    Sell nearer-dated premium and own post-event time when the earnings expiration carries a relative IV premium.

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Implied volatility

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Data provenance

Every figure on this page comes from published, reviewed research or labelled historical reconstructions. Modelled cash-secured-put and covered-call premiums are calculated from the published at-the-money implied volatility with Black-Scholes and are not live quotes.