Tour v527
DIS
DISNEY WALT CO
$106.55 +0.69%
$106.45 (-0.09%)🌙
as of 09/11 06:21 PM
9/11 18:21

Option Volume

Detail
Current (09/11) 26,046
Calls: 17,930 (69%)
Puts: 8,116 (31%)
Prior (09/10) 16,224
Calls: 10,315 (64%)
Puts: 5,909 (36%)
Current vs Prior +60.54%
Calls: +73.82% (Calls)
Puts: +37.35% (Puts)
Prior 7-Day Total 181,443
Calls: 111,550 (61%)
Puts: 69,893 (39%)
Prior 7-Day Average 25,920
Calls: 15,935 (61%)
Puts: 9,984 (39%)
Current vs Prior 7-Day Avg +0.48%
Calls: +12.51%
Puts: -18.72%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11) $4.29M
Calls: $3.02M (70%)
Puts: $1.27M (30%)
Prior (09/10) $4.77M
Calls: $2.63M (55%)
Puts: $2.14M (45%)
Current vs Prior -10.16%
Calls: +14.58%
Puts: -40.56%
Prior 7-Day Total $38.50M
Calls: $23.99M (62%)
Puts: $14.51M (38%)
Prior 7-Day Average $5.50M
Calls: $3.43M (62%)
Puts: $2.07M (38%)
Current vs Prior 7-Day Avg -22.01%
Calls: -11.99%
Puts: -38.58%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11) 0.45
Prior (09/10) 0.57
Current vs Prior -20.98%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg -31.02%
Sentiment BULLISH

Open Interest

Detail
Current (09/11) 469,196
Calls: 299,850 (64%)
Puts: 169,346 (36%)
Prior (09/10) 451,216
Calls: 283,143 (63%)
Puts: 168,073 (37%)
Current vs Prior +3.98%
Prior 7-Day Total 3,043,086
Calls: 1,867,652 (61%)
Puts: 1,175,434 (39%)
Prior 7-Day Average 434,726
Calls: 266,807 (61%)
Puts: 167,919 (39%)
Current vs Prior 7-Day Avg +7.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 0.97% | 2.92%2.92% | 9.16%
Prior 1.92% | 3.41%3.41% | 9.12%
Current vs Prior +52.15% | +22.42%-14.44% | +0.45%
Prior 7-Day Avg 2.28% | 3.50%3.92% | 9.18%
Current vs 7-Day Avg +27.97% | +19.32%-25.47% | -0.19%
Prior 7-Day Eod 1.92% | 3.41%3.41% | 9.12%
Current vs 7-Day Eod +52.15% | +22.42%-14.44% | +0.45%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 13.82% | 10.61%
Calls: 11.28% | 9.71%
Puts: 16.35% | 11.50%
Prior 13.82% | 10.61%
Calls: 11.28% | 9.71%
Puts: 16.35% | 11.50%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 13.82% | 10.61%
Calls: 11.28% | 9.71%
Puts: 16.35% | 11.50%
Current vs 7-Day Avg -0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($3.02M). Above-average activity with volume up 61% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (17,930 calls vs 8,116 puts). P/C ratio dropping 21% - 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 3 of results (avg 9.1%, best 8.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 167.307.95$7.638.5%80.822.7K
$89.00Sep 1116.8518.50$17.689.3%110.941
$115.00Oct 160.610.67$0.649.4%5620.1617.6K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.80, cheapest $0.98)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Sep 250.901.05$0.9815.3%2300.31232
$115.00Oct 160.610.67$0.649.4%5620.1617.6K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 160.720.82$0.7713.0%2150.1815.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 68 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Sep 118.7011.55$10.1328.1%221.0085
$99.00Sep 116.459.55$8.0038.8%41.00--
$101.00Sep 115.006.35$5.6823.8%51.0035
$103.00Sep 113.104.35$3.7233.6%361.00499
$104.00Sep 112.352.69$2.5213.5%761.00504
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 112.614.00$3.3142.0%30.993
$108.00Sep 110.891.79$1.3467.2%1940.9884
$115.00Sep 187.3010.45$8.8835.5%30.94231
$120.00Oct 1612.8514.30$13.5810.7%130.922
$107.00Sep 110.120.81$0.47146.8%560.91103

Most actively traded options today. High liquidity = easy entry/exit. 196 active (total vol 19.3K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Sep 110.300.82$0.5692.9%2.0K0.761.3K
$110.00Oct 161.661.84$1.7510.3%1.3K0.354.1K
$107.00Sep 110.000.03$0.02150.0%1.2K0.091.0K
$108.00Sep 110.000.01$0.01100.0%8300.021.4K
$110.00Sep 180.250.35$0.3033.3%7400.179.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Sep 110.000.24$0.12200.0%4240.25189
$105.00Sep 180.510.76$0.6439.1%3130.319.4K
$98.00Sep 250.000.34$0.17200.0%3080.0764
$99.00Sep 250.000.34$0.17200.0%3060.0740
$102.00Sep 250.260.56$0.4173.2%2410.1689

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 1567.7%, max 4011.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$119.00Sep 11Sep 181480.0%36.0%4011.9%1461
$106.00Sep 11Oct 2397.9%21.9%347.8%2.0K1.3K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$106.00Sep 11Oct 997.9%22.1%343.5%425189

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 91 found (best R:R 0.64, avg 4.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$103.00$104.00Oct 2$0.33$0.67$0.3374%2.03$103.33
$102.00$103.00Sep 11$0.63$0.37$0.6396%0.59$102.63
$88.00$89.00Sep 11$0.59$0.41$0.5988%0.69$88.59
$101.00$102.00Sep 18$0.63$0.37$0.6394%0.59$101.63
$101.00$104.00Oct 23$1.92$1.08$1.9274%0.56$102.92
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$110.00Oct 16$3.05$1.95$3.0584%0.64$111.95
$110.00$105.00Oct 23$2.32$2.68$2.3264%1.16$107.68
$104.00$101.00Oct 23$0.61$2.39$0.6136%3.92$103.39
$105.00$104.00Oct 23$0.15$0.85$0.1541%5.67$104.85
$110.00$105.00Oct 2$2.63$2.37$2.6371%0.90$107.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 68 found (best R:R 0.64, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$113.00$115.00Oct 23$0.58$0.58$1.4274%0.41$113.58
$107.00$108.00Oct 2$0.63$0.63$0.3751%1.70$107.63
$110.00$115.00Oct 16$1.11$1.11$3.8965%0.29$111.11
$107.00$108.00Oct 9$0.54$0.54$0.4651%1.17$107.54
$111.00$112.00Oct 2$0.26$0.26$0.7476%0.35$111.26
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$99.00Oct 23$0.39$0.39$0.6178%0.64$99.61
$98.00$97.00Oct 9$0.26$0.26$0.7488%0.35$97.74
$105.00$100.00Oct 16$1.38$1.38$3.6260%0.38$103.62
$100.00$95.00Oct 16$0.54$0.54$4.4682%0.12$99.46
$100.00$99.00Oct 9$0.30$0.30$0.7082%0.43$99.70

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 0.46% of stock, avg 5.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$107.00Sep 11$0.02$0.47$0.49$106.51$107.490.46%
$106.00Sep 11$0.56$0.12$0.68$105.32$106.680.64%
$108.00Sep 11$0.01$1.34$1.35$106.65$109.351.27%
$105.00Sep 11$1.42$0.01$1.43$103.57$106.431.34%
$104.00Sep 11$2.52$0.01$2.53$101.47$106.532.37%
$107.00Sep 18$1.10$1.47$2.57$104.43$109.572.41%
$106.00Sep 18$1.64$0.96$2.60$103.40$108.602.44%
$108.00Sep 18$0.69$2.13$2.82$105.18$110.822.65%
$105.00Sep 18$2.20$0.64$2.84$102.16$107.842.67%
$109.00Sep 18$0.43$2.82$3.25$105.75$112.253.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 136 found (cheapest 0.13% of stock, avg 2.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$107.00$106.00Sep 11$0.02$0.12$0.14$105.86$107.14
$111.00$102.00Sep 18$0.18$0.20$0.38$101.62$111.38
$111.00$103.00Sep 18$0.18$0.28$0.46$102.54$111.46
$120.00$95.00Oct 16$0.26$0.23$0.49$94.51$120.49
$110.00$102.00Sep 18$0.30$0.20$0.50$101.50$110.50
$110.00$103.00Sep 18$0.30$0.28$0.58$102.42$110.58
$111.00$104.00Sep 18$0.18$0.44$0.62$103.38$111.62
$109.00$102.00Sep 18$0.43$0.20$0.63$101.37$109.63
$109.00$103.00Sep 18$0.43$0.28$0.71$102.29$109.71
$110.00$104.00Sep 18$0.30$0.44$0.74$103.26$110.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 95 found (best R:R 1.08, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
97/98111/112Oct 9$0.52$0.4861%1.08$97.48$111.52
97/98110/111Oct 9$0.57$0.4356%1.33$97.43$110.57
97/98112/113Oct 9$0.47$0.5366%0.89$97.53$112.47
99/100111/112Oct 9$0.56$0.4455%1.27$99.44$111.56
99/100110/111Oct 9$0.61$0.3950%1.56$99.39$110.61
99/100112/113Oct 9$0.51$0.4960%1.04$99.49$112.51
99/100111/112Oct 2$0.48$0.5262%0.92$99.52$111.48
99/100113/114Oct 2$0.39$0.6170%0.64$99.61$113.39
97/98114/115Oct 9$0.36$0.6473%0.56$97.64$114.36
99/100115/116Oct 2$0.33$0.6776%0.49$99.67$115.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 66 found (best R:R 3.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Oct 16$1.12$3.8848%3.46
$105.00$106.00$107.00Sep 11$0.32$0.6891%2.13
$115.00$120.00$125.00Oct 16$0.22$4.7813%21.73
$105.00$110.00$115.00Oct 16$1.27$3.7344%2.94
$110.00$115.00$120.00Oct 16$0.73$4.2728%5.85
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$106.00$107.00Sep 11$0.24$0.7689%3.17
$95.00$100.00$105.00Oct 16$0.84$4.1634%4.95
$106.00$107.00$108.00Sep 11$0.52$0.4873%0.92
$90.00$95.00$100.00Oct 16$0.39$4.6116%11.82
$104.00$105.00$106.00Sep 11$0.11$0.8924%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 113 found (best net $-0.63, 90 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$105.001:2Oct 16-$0.63$4.37
$104.00$105.001:2Sep 11-$0.32$0.68
$113.00$115.001:2Oct 23-$0.21$1.79
$107.00$108.001:2Sep 18-$0.28$0.72
$108.00$109.001:2Sep 18-$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Oct 23-$0.01$4.99
$115.00$110.001:2Oct 16-$2.58$2.42
$120.00$115.001:2Oct 16-$3.78$1.22
$102.00$101.001:2Sep 25-$0.05$0.95
$104.00$103.001:2Sep 18-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 2.82%, avg 0.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$107.00Oct 23$3.000.500.4%2.82%3.24%2723
$108.00Oct 23$2.460.451.4%2.31%3.67%121
$110.00Oct 23$1.800.363.2%1.69%4.93%2626
$111.00Oct 23$1.480.334.2%1.39%5.57%222
$110.00Oct 16$1.660.353.2%1.56%4.80%1.3K4.1K
$113.00Oct 23$0.960.266.0%0.90%6.95%2--
$108.00Oct 9$1.990.431.4%1.87%3.23%1165
$107.00Oct 9$2.330.490.4%2.19%2.61%2321
$110.00Oct 9$1.190.333.2%1.12%4.35%14401
$111.00Oct 9$1.010.284.2%0.95%5.12%44132

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 17,930
Total Puts 8,116
Put/Call Ratio 0.45
Net Difference 9,814

Prior's Put/Call Breakdown

Total Calls 10,315
Total Puts 5,909
Put/Call Ratio 0.57
Net Difference 4,406

Prior 7-Day Put/Call Summary

Total Calls 111,550
Total Puts 69,893
Average Put/Call Ratio 0.66
Ratio Trend Falling

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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