Tour v381
DIS
DISNEY WALT CO
$96.14 -0.28%
$96.16 (+0.02%)🌙
as of 07/21 06:25 PM
7/21 18:25

Option Volume

Detail
Current (07/21) 23,432
Calls: 11,582 (49%)
Puts: 11,850 (51%)
Prior (07/20) 24,934
Calls: 16,693 (67%)
Puts: 8,241 (33%)
Current vs Prior -6.02%
Calls: -30.62% (Calls)
Puts: +43.79% (Puts)
Prior 7-Day Total 282,751
Calls: 168,294 (60%)
Puts: 114,457 (40%)
Prior 7-Day Average 40,393
Calls: 24,042 (60%)
Puts: 16,351 (40%)
Current vs Prior 7-Day Avg -41.99%
Calls: -51.83%
Puts: -27.53%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $6.07M
Calls: $2.04M (34%)
Puts: $4.03M (66%)
Prior (07/20) $5.24M
Calls: $3.77M (72%)
Puts: $1.47M (28%)
Current vs Prior +15.84%
Calls: -45.82%
Puts: +173.54%
Prior 7-Day Total $55.02M
Calls: $32.49M (59%)
Puts: $22.53M (41%)
Prior 7-Day Average $7.86M
Calls: $4.64M (59%)
Puts: $3.22M (41%)
Current vs Prior 7-Day Avg -22.79%
Calls: -56.03%
Puts: +25.14%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 1.02
Prior (07/20) 0.49
Current vs Prior +107.25%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +47.87%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 378,769
Calls: 208,774 (55%)
Puts: 169,995 (45%)
Prior (07/20) 431,092
Calls: 269,459 (63%)
Puts: 161,633 (37%)
Current vs Prior -12.14%
Prior 7-Day Total 3,277,902
Calls: 1,980,243 (60%)
Puts: 1,297,659 (40%)
Prior 7-Day Average 468,271
Calls: 282,891 (60%)
Puts: 185,379 (40%)
Current vs Prior 7-Day Avg -19.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.59% | 4.08%8.96% | 10.09%
Prior 2.91% | 4.31%9.08% | 10.46%
Current vs Prior -11.14% | -5.50%-1.32% | -3.50%
Prior 7-Day Avg 2.71% | 4.01%3.30% | 9.10%
Current vs 7-Day Avg -4.51% | +1.78%+171.76% | +10.84%
Prior 7-Day Eod 2.91% | 4.31%9.08% | 10.46%
Current vs 7-Day Eod -11.14% | -5.50%-1.32% | -3.50%
Sentiment BULLISHBULLISH

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
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🤖 AI Insights

Moderately bearish flow with 66% put dollar volume ($4.03M). Slightly bearish P/C ratio of 1.02. P/C ratio rising 107% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 35 of results (avg 7.4%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 214.754.90$4.833.1%290.572.0K
$86.00Jul 2410.0510.60$10.335.3%110.892
$96.00Jul 241.021.08$1.055.7%1190.54255
$96.00Aug 214.204.45$4.335.8%50.532
$98.00Jul 240.330.35$0.345.9%3730.24879
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Aug 212.092.20$2.155.1%140.3214
$96.00Aug 213.703.90$3.805.3%2680.4710
$96.00Aug 143.553.75$3.655.5%510.4736
$115.00Aug 2118.0519.10$18.585.7%10.92193
$94.00Aug 142.652.82$2.746.2%1320.3961

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.67, cheapest $0.18)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Jul 240.170.19$0.1811.1%6030.142.2K
$98.00Jul 240.330.35$0.345.9%3730.24879
$97.00Jul 240.550.66$0.6118.0%1.4K0.37458
$107.00Aug 210.891.04$0.9715.5%270.1821
$98.00Jul 310.911.04$0.9813.3%1470.35844
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Jul 310.680.80$0.7416.2%620.29693
$96.00Jul 240.780.91$0.8515.3%2190.471.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 71 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Jul 248.509.50$9.0011.1%41.005
$88.00Jul 247.409.85$8.6328.4%10.99--
$91.00Jul 244.606.45$5.5333.5%180.9848
$85.00Jul 3110.5012.65$11.5818.6%40.9872
$90.00Jul 245.156.55$5.8523.9%110.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 248.1510.05$9.1020.9%21.00--
$102.00Jul 244.956.35$5.6524.8%10.96--
$101.00Jul 243.705.60$4.6540.9%70.95--
$105.00Jul 318.009.25$8.6314.5%30.9428
$106.00Jul 318.4511.45$9.9530.2%10.94--

Most actively traded options today. High liquidity = easy entry/exit. 211 active (total vol 14.5K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Jul 240.550.66$0.6118.0%1.4K0.37458
$99.00Jul 240.170.19$0.1811.1%6030.142.2K
$110.00Jul 310.010.10$0.06150.0%4960.02642
$101.00Jul 240.040.07$0.0650.0%4690.05715
$100.00Jul 310.420.54$0.4825.0%3850.201.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 210.100.45$0.28125.0%8880.051.2K
$91.00Jul 240.000.04$0.02200.0%8270.02435
$93.00Jul 240.070.12$0.1050.0%8220.091.5K
$92.00Jul 240.020.05$0.0475.0%5440.04566
$90.00Jul 240.010.05$0.03133.3%5170.02--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 40.0%, max 168.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$86.00Jul 24Jul 31104.2%38.8%168.4%152
$85.00Jul 24Aug 2193.3%35.4%163.1%205
$108.00Jul 24Aug 2863.8%35.0%81.9%1086
$110.00Jul 24Aug 2855.2%35.4%56.0%320586
$106.00Jul 24Aug 2855.0%35.7%54.2%6--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Aug 7Aug 2851.2%36.2%41.4%7416
$88.00Aug 7Aug 2845.6%34.4%32.7%613
$102.00Jul 24Jul 3134.8%28.4%22.6%2--
$85.00Aug 7Aug 2142.3%35.4%19.4%14914.1K
$90.00Jul 24Aug 2837.8%34.2%10.7%51824

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 129 found (best R:R 34.71, avg 3.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$106.00$109.00Aug 7$0.15$2.85$0.1519.00$106.15
$110.00$115.00Aug 28$0.34$4.66$0.3413.71$110.34
$108.00$110.00Aug 14$0.18$1.82$0.1810.11$108.18
$104.00$105.00Jul 24$0.10$0.90$0.109.00$104.10
$104.00$105.00Jul 31$0.11$0.89$0.118.09$104.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$85.00$80.00Aug 7$0.14$4.86$0.1434.71$84.86
$85.00$80.00Aug 21$0.24$4.76$0.2419.83$84.76
$85.00$80.00Aug 14$0.30$4.70$0.3015.67$84.70
$87.00$80.00Aug 28$0.67$6.33$0.679.45$86.33
$94.00$93.00Jul 24$0.11$0.89$0.118.09$93.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 147 found (best R:R 13.29, avg 1.04)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.00$85.00Jul 24$4.65$4.65$0.3513.29$84.65
$86.00$88.00Jul 31$1.82$1.82$0.1810.11$87.82
$85.00$90.00Aug 21$3.93$3.93$1.073.67$88.93
$93.00$94.00Jul 31$0.77$0.77$0.233.35$93.77
$95.00$97.00Aug 14$1.40$1.40$0.602.33$96.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$99.00Jul 31$0.88$0.88$0.127.33$99.12
$115.00$105.00Aug 21$8.76$8.76$1.247.06$106.24
$105.00$100.00Aug 14$3.95$3.95$1.053.76$101.05
$105.00$100.00Aug 21$3.77$3.77$1.233.07$101.23
$105.00$101.00Aug 7$2.97$2.97$1.032.88$102.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $0.40, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Jul 24Jul 31$0.0655.0%34.7%
$105.00Jul 24Jul 31$0.0937.8%31.7%
$88.00Jul 24Jul 31$0.1041.8%32.2%
$104.00Jul 24Jul 31$0.1054.3%34.0%
$108.00Jul 24Jul 31$0.1063.8%42.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$86.00Aug 14Aug 21$0.0739.7%36.2%
$102.00Jul 24Jul 31$0.0834.8%28.4%
$90.00Jul 24Jul 31$0.1337.8%28.4%
$85.00Aug 7Aug 14$0.1442.3%39.0%
$91.00Jul 24Jul 31$0.1630.5%25.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 1.98% of stock, avg 7.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$96.00Jul 24$1.05$0.85$1.90$94.10$97.901.98%
$97.00Jul 24$0.61$1.44$2.05$94.95$99.052.13%
$95.00Jul 24$1.67$0.45$2.12$92.88$97.122.21%
$98.00Jul 24$0.34$2.18$2.52$95.48$100.522.62%
$94.00Jul 24$2.66$0.21$2.87$91.13$96.872.99%
$99.00Jul 24$0.18$2.92$3.10$95.90$102.103.22%
$96.00Jul 31$1.83$1.56$3.39$92.61$99.393.53%
$93.00Jul 24$3.35$0.10$3.45$89.55$96.453.59%
$97.00Jul 31$1.37$2.09$3.46$93.54$100.463.60%
$95.00Jul 31$2.38$1.10$3.48$91.52$98.483.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.21% of stock, avg 4.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$100.00$93.00Jul 24$0.10$0.10$0.20$92.80$100.20
$104.00$93.00Jul 24$0.11$0.10$0.21$92.79$104.21
$99.00$93.00Jul 24$0.18$0.10$0.28$92.72$99.28
$100.00$94.00Jul 24$0.10$0.21$0.31$93.69$100.31
$104.00$94.00Jul 24$0.11$0.21$0.32$93.68$104.32
$99.00$94.00Jul 24$0.18$0.21$0.39$93.61$99.39
$98.00$93.00Jul 24$0.34$0.10$0.44$92.56$98.44
$98.00$94.00Jul 24$0.34$0.21$0.55$93.45$98.55
$100.00$95.00Jul 24$0.10$0.45$0.55$94.45$100.55
$104.00$95.00Jul 24$0.11$0.45$0.56$94.44$104.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 295 found (best R:R 8.52, avg credit $0.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
93/9495/97Aug 14$1.79$0.218.52$92.21$96.79
89/9094/95Aug 21$0.89$0.118.09$89.11$94.89
91/9293/94Jul 31$0.88$0.127.33$91.12$93.88
96/97107/108Aug 28$0.88$0.127.33$96.12$107.88
94/9597/98Aug 7$0.87$0.136.69$94.13$97.87
92/9395/97Aug 14$1.74$0.266.69$91.26$96.74
91/9298/99Aug 21$0.87$0.136.69$91.13$98.87
92/9394/95Aug 21$0.87$0.136.69$92.13$94.87
90/9194/95Aug 21$0.86$0.146.14$90.14$94.86
93/9498/99Aug 21$0.86$0.146.14$93.14$98.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 65 found (best R:R 21.22, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$91.00$93.00$95.00Aug 7$0.09$1.9121.22
$106.00$108.00$110.00Aug 14$0.11$1.8917.18
$102.00$103.00$104.00Jul 31$0.06$0.9415.67
$96.00$97.00$98.00Jul 31$0.07$0.9313.29
$99.00$100.00$101.00Aug 21$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$96.00$97.00$98.00Jul 31$0.05$0.9519.00
$94.00$95.00$96.00Aug 7$0.06$0.9415.67
$87.00$88.00$89.00Aug 14$0.06$0.9415.67
$86.00$87.00$88.00Aug 21$0.06$0.9415.67
$92.00$93.00$94.00Jul 31$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 92 found (best net $-1.06, 83 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$115.001:2Aug 28-$0.03$4.97
$110.00$113.001:2Jul 24-$0.05$2.95
$112.00$115.001:2Aug 21-$0.29$2.71
$106.00$109.001:2Aug 7-$0.42$2.58
$112.00$114.001:2Aug 7-$0.14$1.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$105.001:2Aug 21-$1.06$8.94
$85.00$80.001:2Aug 21-$0.04$4.96
$85.00$80.001:2Aug 7-$0.05$4.95
$105.00$100.001:2Aug 14-$1.85$3.15
$105.00$100.001:2Aug 21-$2.28$2.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 3.90%, avg 1.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$97.00Aug 28$3.750.500.9%3.90%4.80%2--
$97.00Aug 21$3.550.490.9%3.69%4.59%621
$98.00Aug 28$3.500.471.9%3.64%5.58%1114
$98.00Aug 21$3.250.461.9%3.38%5.32%228
$97.00Aug 7$3.200.490.9%3.33%4.22%10--
$99.00Aug 28$2.990.433.0%3.11%6.08%5--
$99.00Aug 21$2.800.423.0%2.91%5.89%455
$98.00Aug 7$2.680.451.9%2.79%4.72%38304
$100.00Aug 28$2.680.404.0%2.79%6.80%1354
$97.00Aug 14$2.500.480.9%2.60%3.49%1--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 11,582
Total Puts 11,850
Put/Call Ratio 1.02
Net Difference -268

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 168,294
Total Puts 114,457
Average Put/Call Ratio 0.69
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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