Tour v366
DIS
DISNEY WALT CO
$96.41 -1.29%
$96.40 (-0.01%)🌙
as of 07/20 06:25 PM
7/20 18:25

Option Volume

Detail
Current (07/20) 24,934
Calls: 16,693 (67%)
Puts: 8,241 (33%)
Prior (07/17) 48,978
Calls: 25,914 (53%)
Puts: 23,064 (47%)
Current vs Prior -49.09%
Calls: -35.58% (Calls)
Puts: -64.27% (Puts)
Prior 7-Day Total 288,791
Calls: 168,702 (58%)
Puts: 120,089 (42%)
Prior 7-Day Average 41,255
Calls: 24,100 (58%)
Puts: 17,155 (42%)
Current vs Prior 7-Day Avg -39.56%
Calls: -30.74%
Puts: -51.96%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $5.24M
Calls: $3.77M (72%)
Puts: $1.47M (28%)
Prior (07/17) $6.90M
Calls: $3.44M (50%)
Puts: $3.46M (50%)
Current vs Prior -24.10%
Calls: +9.50%
Puts: -57.47%
Prior 7-Day Total $57.45M
Calls: $33.01M (57%)
Puts: $24.44M (43%)
Prior 7-Day Average $8.21M
Calls: $4.72M (57%)
Puts: $3.49M (43%)
Current vs Prior 7-Day Avg -36.17%
Calls: -20.15%
Puts: -57.83%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.49
Prior (07/17) 0.89
Current vs Prior -44.53%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -33.04%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 431,092
Calls: 269,459 (63%)
Puts: 161,633 (37%)
Prior (07/17) 489,260
Calls: 293,202 (60%)
Puts: 196,058 (40%)
Current vs Prior -11.89%
Prior 7-Day Total 3,313,554
Calls: 1,980,527 (60%)
Puts: 1,333,027 (40%)
Prior 7-Day Average 473,364
Calls: 282,932 (60%)
Puts: 190,432 (40%)
Current vs Prior 7-Day Avg -8.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.91% | 4.31%9.08% | 10.46%
Prior 3.41% | 4.57%1.33% | 9.06%
Current vs Prior -14.51% | -5.51%+581.88% | +15.39%
Prior 7-Day Avg 2.56% | 3.88%2.49% | 8.92%
Current vs 7-Day Avg +13.64% | +11.17%+264.39% | +17.16%
Prior 7-Day Eod 3.41% | 4.57%1.33% | 9.06%
Current vs 7-Day Eod -14.51% | -5.51%+581.88% | +15.39%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 21.23% | 13.38%
Calls: 16.56% | 13.50%
Puts: 25.90% | 13.25%
Prior 21.23% | 13.38%
Calls: 16.56% | 13.50%
Puts: 25.90% | 13.25%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 21.23% | 13.38%
Calls: 16.56% | 13.50%
Puts: 25.90% | 13.25%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($3.77M). Below-average activity with volume down 49% vs prior. Extreme bullish P/C ratio of 0.49 - heavy call buying (16,693 calls vs 8,241 puts). P/C ratio dropping 45% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 42 of results (avg 7.0%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 716.5517.05$16.803.0%120.95193
$100.00Aug 212.722.84$2.784.3%5640.3914.1K
$105.00Aug 211.341.40$1.374.4%3200.2310.0K
$96.00Aug 144.254.45$4.354.6%150.546
$95.00Aug 214.955.20$5.084.9%2300.572.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 219.559.95$9.754.1%230.771.6K
$100.00Aug 215.906.20$6.055.0%740.613.3K
$98.00Aug 144.554.80$4.685.3%20.5459
$94.00Aug 142.692.85$2.775.8%250.3842
$95.00Aug 213.253.45$3.356.0%5720.424.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 14 found (avg $0.66, cheapest $0.26)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 210.290.34$0.3215.6%950.073.8K
$98.00Jul 240.520.62$0.5717.5%3210.31707
$100.00Jul 310.600.68$0.6412.5%2210.24938
$109.00Aug 140.590.72$0.6619.7%30.1311
$97.00Jul 240.840.93$0.8910.1%7710.43254
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 210.230.28$0.2619.2%510.051.2K
$94.00Jul 240.300.35$0.3215.6%8530.20593
$95.00Jul 240.530.61$0.5714.0%3460.30456
$85.00Aug 210.590.68$0.6414.1%460.1213.9K
$85.00Aug 280.660.77$0.7215.3%30.1229

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 62 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 2410.9011.60$11.256.2%70.993
$86.00Jul 249.9510.90$10.439.1%60.991
$89.00Jul 246.958.20$7.5716.5%130.992
$80.00Jul 2414.4518.45$16.4524.3%80.995
$87.00Jul 249.009.80$9.408.5%30.982
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Jul 247.458.25$7.8510.2%41.002
$105.00Jul 247.959.15$8.5514.0%41.00--
$106.00Jul 249.3010.40$9.8511.2%21.003
$103.00Jul 246.407.20$6.8011.8%10.95207
$101.00Jul 244.505.10$4.8012.5%120.9336

Most actively traded options today. High liquidity = easy entry/exit. 212 active (total vol 19.0K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Jul 312.002.24$2.1211.3%2.6K0.56518
$104.00Jul 240.010.02$0.0250.0%8750.01238
$97.00Jul 240.840.93$0.8910.1%7710.43254
$102.00Jul 240.020.06$0.04100.0%7160.04766
$102.00Aug 71.351.91$1.6334.4%6330.30213
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Jul 240.300.35$0.3215.6%8530.20593
$93.00Jul 240.130.20$0.1741.2%7160.11846
$95.00Aug 213.253.45$3.356.0%5720.424.8K
$96.00Jul 240.860.99$0.9314.0%5470.43693
$92.00Jul 240.060.09$0.0837.5%4600.06306

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 39.1%, max 115.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Jul 24Aug 2874.1%38.0%94.9%29120
$110.00Jul 24Aug 2859.0%35.7%65.3%24574
$107.00Jul 24Aug 2857.6%36.6%57.4%12150
$80.00Jul 24Aug 781.5%52.2%56.2%20198
$109.00Jul 24Aug 2851.4%34.0%51.1%6--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Jul 24Aug 2881.5%37.9%115.1%611
$85.00Aug 7Aug 2843.5%34.9%24.7%17164
$87.00Jul 31Aug 2842.4%34.9%21.3%44182
$103.00Jul 24Jul 3133.7%29.9%12.8%3209
$88.00Jul 24Aug 2837.0%34.1%8.5%5606

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 126 found (best R:R 30.25, avg 3.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$115.00Aug 28$0.32$4.68$0.3214.62$110.32
$103.00$104.00Jul 31$0.10$0.90$0.109.00$103.10
$107.00$109.00Aug 14$0.22$1.78$0.228.09$107.22
$108.00$110.00Aug 21$0.23$1.77$0.237.70$108.23
$99.00$100.00Jul 24$0.15$0.85$0.155.67$99.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$85.00$80.00Aug 7$0.16$4.84$0.1630.25$84.84
$85.00$80.00Aug 21$0.38$4.62$0.3812.16$84.62
$85.00$80.00Aug 28$0.40$4.60$0.4011.50$84.60
$91.00$90.00Jul 31$0.10$0.90$0.109.00$90.90
$92.00$91.00Jul 31$0.11$0.89$0.118.09$91.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 145 found (best R:R 12.64, avg 1.16)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$88.00Jul 31$2.78$2.78$0.2212.64$87.78
$87.00$89.00Jul 24$1.83$1.83$0.1710.76$88.83
$88.00$90.00Aug 21$1.83$1.83$0.1710.76$89.83
$93.00$94.00Jul 24$0.87$0.87$0.136.69$93.87
$90.00$93.00Jul 31$2.53$2.53$0.475.38$92.53
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$99.00Jul 24$0.84$0.84$0.165.25$99.16
$100.00$99.00Aug 14$0.77$0.77$0.233.35$99.23
$105.00$100.00Aug 21$3.70$3.70$1.302.85$101.30
$104.00$101.00Aug 14$2.18$2.18$0.822.66$101.82
$101.00$100.00Aug 14$0.72$0.72$0.282.57$100.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $0.65, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Jul 24Jul 31$0.0939.5%32.0%
$90.00Jul 24Jul 31$0.1031.8%27.9%
$85.00Jul 24Jul 31$0.1351.9%35.0%
$104.00Jul 24Jul 31$0.1432.7%29.5%
$115.00Jul 24Aug 7$0.1474.1%45.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$88.00Jul 24Jul 31$0.1337.0%34.1%
$90.00Jul 24Jul 31$0.1331.8%27.9%
$80.00Jul 24Aug 7$0.1981.5%52.2%
$100.00Jul 24Jul 31$0.2029.9%27.8%
$91.00Jul 24Jul 31$0.2229.2%28.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 2.39% of stock, avg 7.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$97.00Jul 24$0.89$1.41$2.30$94.70$99.302.39%
$96.00Jul 24$1.40$0.93$2.33$93.67$98.332.42%
$95.00Jul 24$2.05$0.57$2.62$92.38$97.622.72%
$98.00Jul 24$0.57$2.09$2.66$95.34$100.662.76%
$94.00Jul 24$2.68$0.32$3.00$91.00$97.003.11%
$99.00Jul 24$0.33$3.01$3.34$95.66$102.343.46%
$96.00Jul 31$2.12$1.47$3.59$92.41$99.593.72%
$97.00Jul 31$1.66$2.04$3.70$93.30$100.703.84%
$93.00Jul 24$3.55$0.17$3.72$89.28$96.723.86%
$95.00Jul 31$2.72$1.16$3.88$91.12$98.884.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.18% of stock, avg 4.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$101.00$92.00Jul 24$0.09$0.08$0.17$91.83$101.17
$100.00$92.00Jul 24$0.18$0.08$0.26$91.74$100.26
$101.00$93.00Jul 24$0.09$0.17$0.26$92.74$101.26
$100.00$93.00Jul 24$0.18$0.17$0.35$92.65$100.35
$99.00$92.00Jul 24$0.33$0.08$0.41$91.59$99.41
$101.00$94.00Jul 24$0.09$0.32$0.41$93.59$101.41
$99.00$93.00Jul 24$0.33$0.17$0.50$92.50$99.50
$100.00$94.00Jul 24$0.18$0.32$0.50$93.50$100.50
$98.00$92.00Jul 24$0.57$0.08$0.65$91.35$98.65
$99.00$94.00Jul 24$0.33$0.32$0.65$93.35$99.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 352 found (best R:R 9.00, avg credit $0.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
86/8790/93Jul 31$2.70$0.309.00$84.30$92.70
92/9394/95Jul 31$0.90$0.109.00$92.10$94.90
95/9698/99Aug 14$0.90$0.109.00$95.10$98.90
91/9296/97Aug 21$0.90$0.109.00$91.10$96.90
93/9495/96Aug 21$0.90$0.109.00$93.10$95.90
92/9395/96Jul 31$0.89$0.118.09$92.11$95.89
91/9293/94Jul 31$0.88$0.127.33$91.12$93.88
91/9295/96Aug 7$0.88$0.127.33$91.12$95.88
90/9193/94Jul 31$0.87$0.136.69$90.13$93.87
95/9699/100Aug 14$0.87$0.136.69$95.13$99.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$92.00$93.00$94.00Jul 24$0.05$0.9519.00
$101.00$102.00$103.00Jul 24$0.05$0.9519.00
$101.00$102.00$103.00Aug 21$0.05$0.9519.00
$99.00$100.00$101.00Jul 24$0.06$0.9415.67
$100.00$101.00$102.00Jul 31$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$92.00$93.00$94.00Jul 24$0.06$0.9415.67
$89.00$90.00$91.00Jul 31$0.08$0.9211.50
$85.00$86.00$87.00Aug 7$0.08$0.9211.50
$87.00$88.00$89.00Jul 31$0.09$0.9110.11
$93.00$94.00$95.00Aug 7$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 89 found (best net $-0.07, 82 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$115.001:2Aug 28-$0.12$4.88
$111.00$115.001:2Jul 24-$0.02$3.98
$92.00$96.001:2Aug 14-$1.95$2.05
$108.00$110.001:2Jul 31-$0.02$1.98
$110.00$112.001:2Jul 31-$0.03$1.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$88.00$80.001:2Jul 24-$0.07$7.93
$85.00$80.001:2Aug 7-$0.07$4.93
$85.00$80.001:2Aug 14-$0.43$4.57
$100.00$97.001:2Jul 31-$0.03$2.97
$105.00$100.001:2Aug 21-$2.35$2.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 4.25%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$97.00Aug 28$4.100.500.6%4.25%4.86%62
$97.00Aug 21$3.850.500.6%3.99%4.61%21--
$97.00Aug 14$3.750.500.6%3.89%4.50%25290
$98.00Aug 14$3.300.461.6%3.42%5.07%1528
$98.00Aug 21$3.300.461.6%3.42%5.07%8--
$98.00Aug 7$2.910.461.6%3.02%4.67%25312
$99.00Aug 21$2.900.422.7%3.01%5.69%55--
$99.00Aug 14$2.890.422.7%3.00%5.68%1134
$100.00Aug 28$2.800.403.7%2.90%6.63%4--
$100.00Aug 21$2.720.393.7%2.82%6.54%56414.1K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 16,693
Total Puts 8,241
Put/Call Ratio 0.49
Net Difference 8,452

Prior's Put/Call Breakdown

Total Calls 25,914
Total Puts 23,064
Put/Call Ratio 0.89
Net Difference 2,850

Prior 7-Day Put/Call Summary

Total Calls 168,702
Total Puts 120,089
Average Put/Call Ratio 0.74
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All