Tour v528
DIS
DISNEY WALT CO
$106.42 -2.00%
$106.47 (+0.05%)🌙
as of 09/15 06:26 PM
9/15 18:26

Option Volume

Detail
Current (09/15) 19,359
Calls: 8,086 (42%)
Puts: 11,273 (58%)
Prior (09/14) 23,153
Calls: 16,063 (69%)
Puts: 7,090 (31%)
Current vs Prior -16.39%
Calls: -49.66% (Calls)
Puts: +59.00% (Puts)
Prior 7-Day Total 176,186
Calls: 113,126 (64%)
Puts: 63,060 (36%)
Prior 7-Day Average 25,169
Calls: 16,160 (64%)
Puts: 9,008 (36%)
Current vs Prior 7-Day Avg -23.09%
Calls: -49.97%
Puts: +25.14%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/15) $3.79M
Calls: $1.96M (52%)
Puts: $1.83M (48%)
Prior (09/14) $5.45M
Calls: $4.26M (78%)
Puts: $1.19M (22%)
Current vs Prior -30.42%
Calls: -54.08%
Puts: +54.42%
Prior 7-Day Total $37.83M
Calls: $24.63M (65%)
Puts: $13.20M (35%)
Prior 7-Day Average $5.40M
Calls: $3.52M (65%)
Puts: $1.89M (35%)
Current vs Prior 7-Day Avg -29.89%
Calls: -44.41%
Puts: -2.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 1.39
Prior (09/14) 0.44
Current vs Prior +215.85%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +148.17%
Sentiment BEARISH

Open Interest

Detail
Current (09/15) 460,367
Calls: 287,175 (62%)
Puts: 173,192 (38%)
Prior (09/14) 414,519
Calls: 251,148 (61%)
Puts: 163,371 (39%)
Current vs Prior +11.06%
Prior 7-Day Total 3,103,126
Calls: 1,954,198 (63%)
Puts: 1,148,928 (37%)
Prior 7-Day Average 443,303
Calls: 279,171 (63%)
Puts: 164,132 (37%)
Current vs Prior 7-Day Avg +3.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 2.56% | 3.86%2.56% | 8.37%
Prior 2.80% | 4.05%2.80% | 8.36%
Current vs Prior -8.70% | -4.69%-8.70% | +0.13%
Prior 7-Day Avg 2.45% | 3.70%3.50% | 9.03%
Current vs 7-Day Avg +4.30% | +4.26%-26.90% | -7.27%
Prior 7-Day Eod 2.80% | 4.05%2.80% | 8.36%
Current vs 7-Day Eod -8.70% | -4.69%-8.70% | +0.13%
Sentiment BULLISHBULLISH

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

Bearish P/C ratio of 1.39 indicates protective positioning. P/C ratio rising 216% - increased hedging/bearish positioning. Call-heavy open interest (287,175 calls vs 173,192 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 4 of results (avg 8.7%, best 6.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 237.758.25$8.006.2%130.806
$100.00Sep 186.206.85$6.5310.0%691.003.8K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 162.112.30$2.218.6%4230.413.3K
$115.00Oct 168.759.65$9.209.8%40.85339

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.53, cheapest $0.31)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Sep 180.470.54$0.5113.7%1.1K0.28714
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Sep 180.280.33$0.3116.1%4800.20236
$100.00Oct 160.710.85$0.7817.9%830.1815.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 57 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 1810.5512.05$11.3013.3%71.001.0K
$98.00Sep 187.508.60$8.0513.7%11.002
$100.00Sep 186.206.85$6.5310.0%691.003.8K
$90.00Oct 1615.4017.55$16.4813.0%61.00--
$99.00Sep 257.108.75$7.9320.8%10.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 1816.9019.20$18.0512.7%1101.00--
$120.00Sep 1812.5014.80$13.6516.8%20.99--
$115.00Sep 188.4510.05$9.2517.3%1150.98231
$119.00Sep 1811.3014.05$12.6821.7%30.98--
$116.00Sep 188.6010.20$9.4017.0%20.97--

Most actively traded options today. High liquidity = easy entry/exit. 163 active (total vol 14.3K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Sep 180.470.54$0.5113.7%1.1K0.28714
$115.00Oct 160.510.69$0.6030.0%6910.1517.7K
$110.00Sep 180.150.21$0.1833.3%6880.1210.1K
$111.00Sep 180.080.11$0.1030.0%3680.071.1K
$107.00Sep 180.650.93$0.7935.4%3630.41586
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Sep 181.301.62$1.4621.9%1.3K0.59401
$100.00Sep 180.020.05$0.0475.0%1.0K0.0312.1K
$102.00Sep 180.060.15$0.1181.8%7600.07566
$101.00Sep 180.010.07$0.04150.0%7350.03497
$99.00Sep 180.000.08$0.04200.0%7180.03--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 15.4%, max 19.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$108.00Sep 18Oct 3030.3%25.6%18.6%1.1K715
$105.00Sep 18Oct 3028.3%24.2%16.6%2186.8K
$109.00Sep 18Oct 3029.6%25.4%16.6%239853
$106.00Sep 18Oct 3028.1%24.3%15.5%128932
$107.00Sep 18Oct 3028.9%25.4%13.8%366587
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$108.00Sep 18Oct 930.3%25.3%19.8%2631.2K
$109.00Sep 18Oct 929.6%25.1%18.2%17232
$106.00Sep 18Oct 3028.1%24.3%15.5%407602
$104.00Sep 18Oct 2329.2%25.4%14.7%496244
$105.00Sep 18Oct 2328.3%24.7%14.2%4849.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 87 found (best R:R 5.67, avg 4.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$103.00$105.00Sep 18$1.32$0.68$1.3289%0.52$104.32
$105.00$106.00Oct 30$0.30$0.70$0.3058%2.33$105.30
$105.00$106.00Oct 9$0.36$0.64$0.3659%1.78$105.36
$107.00$108.00Oct 23$0.31$0.69$0.3151%2.23$107.31
$113.00$115.00Oct 9$0.14$1.86$0.1418%13.29$113.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$116.00$115.00Sep 18$0.15$0.85$0.1597%5.67$115.85
$109.00$108.00Oct 9$0.29$0.71$0.2964%2.45$108.71
$109.00$108.00Oct 2$0.33$0.67$0.3368%2.03$108.67
$110.00$109.00Sep 25$0.66$0.34$0.6679%0.52$109.34
$102.00$100.00Oct 9$0.29$1.71$0.2925%5.90$101.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 0.31, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$110.00$116.00Oct 23$1.44$1.44$4.5663%0.32$111.44
$112.00$115.00Oct 30$0.79$0.79$2.2170%0.36$112.79
$110.00$115.00Oct 16$1.02$1.02$3.9867%0.26$111.02
$110.00$111.00Oct 2$0.28$0.28$0.7274%0.39$110.28
$113.00$115.00Sep 25$0.14$0.14$1.8691%0.08$113.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$104.00$97.00Oct 23$1.66$1.66$5.3464%0.31$102.34
$106.00$100.00Oct 30$2.12$2.12$3.8854%0.55$103.88
$100.00$95.00Oct 16$0.57$0.57$4.4382%0.13$99.43
$105.00$100.00Oct 16$1.43$1.43$3.5759%0.40$103.57
$98.00$95.00Oct 30$0.42$0.42$2.5883%0.16$97.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.66, cheapest $0.65)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Sep 18Sep 25$0.6528.9%25.3%
$106.00Sep 18Sep 25$0.7228.1%24.7%
$105.00Sep 18Sep 25$0.5628.3%25.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Sep 18Sep 25$0.6728.9%25.3%
$106.00Sep 18Sep 25$0.6728.1%24.7%
$105.00Sep 18Sep 25$0.6728.3%25.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 44 found (cheapest 2.05% of stock, avg 5.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$106.00Sep 18$1.26$0.92$2.18$103.82$108.182.05%
$107.00Sep 18$0.79$1.46$2.25$104.75$109.252.11%
$105.00Sep 18$1.94$0.53$2.47$102.53$107.472.32%
$108.00Sep 18$0.51$2.13$2.64$105.36$110.642.48%
$109.00Sep 18$0.27$3.08$3.35$105.65$112.353.15%
$103.00Sep 18$3.26$0.18$3.44$99.56$106.443.23%
$106.00Sep 25$1.98$1.59$3.57$102.43$109.573.35%
$107.00Sep 25$1.44$2.13$3.57$103.43$110.573.35%
$105.00Sep 25$2.50$1.20$3.70$101.30$108.703.48%
$108.00Sep 25$1.02$2.73$3.75$104.25$111.753.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 0.20% of stock, avg 2.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$111.00$102.00Sep 18$0.10$0.11$0.21$101.79$111.21
$111.00$103.00Sep 18$0.10$0.18$0.28$102.72$111.28
$110.00$102.00Sep 18$0.18$0.11$0.29$101.71$110.29
$110.00$103.00Sep 18$0.18$0.18$0.36$102.64$110.36
$109.00$102.00Sep 18$0.27$0.11$0.38$101.62$109.38
$120.00$95.00Oct 16$0.22$0.21$0.43$94.57$120.43
$109.00$103.00Sep 18$0.27$0.18$0.45$102.55$109.45
$111.00$104.00Sep 18$0.10$0.31$0.41$103.59$111.41
$110.00$104.00Sep 18$0.18$0.31$0.49$103.51$110.49
$109.00$104.00Sep 18$0.27$0.31$0.58$103.42$109.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 68 found (best R:R 1.00, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
99/100111/112Oct 9$0.50$0.5057%1.00$99.50$111.50
100/101110/111Oct 2$0.48$0.5256%0.92$100.52$110.48
102/103110/111Oct 2$0.57$0.4347%1.33$102.43$110.57
103/104110/111Oct 2$0.62$0.3840%1.63$103.38$110.62
100/101112/113Oct 2$0.35$0.6566%0.54$100.65$112.35
100/101109/110Oct 2$0.50$0.5050%1.00$100.50$109.50
98/99111/112Oct 9$0.39$0.6161%0.64$98.61$111.39
99/100110/111Oct 9$0.48$0.5252%0.92$99.52$110.48
102/103112/113Oct 2$0.44$0.5656%0.79$102.56$112.44
102/103109/110Oct 2$0.59$0.4140%1.44$102.41$109.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$100.00$105.00Oct 30$0.38$4.6232%12.16
$100.00$105.00$110.00Oct 16$1.21$3.7949%3.13
$90.00$95.00$100.00Oct 16$0.23$4.7718%20.74
$110.00$115.00$120.00Oct 16$0.64$4.3627%6.81
$105.00$110.00$115.00Oct 16$1.24$3.7644%3.03
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Oct 16$0.16$4.8427%30.25
$95.00$100.00$105.00Oct 16$0.86$4.1435%4.81
$100.00$105.00$110.00Oct 16$1.39$3.6148%2.60
$90.00$95.00$100.00Oct 16$0.40$4.6017%11.50
$104.00$105.00$106.00Sep 25$0.05$0.9517%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-0.69, 78 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$105.001:2Oct 16-$0.41$4.59
$101.00$105.001:2Oct 2-$0.12$3.88
$100.00$105.001:2Oct 30-$0.86$4.14
$95.00$100.001:2Oct 16-$2.90$2.10
$101.00$104.001:2Sep 25-$0.83$2.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$111.001:2Sep 18-$0.69$3.31
$115.00$110.001:2Oct 16-$0.86$4.14
$108.00$105.001:2Oct 9-$0.10$2.90
$98.00$95.001:2Oct 30-$0.04$2.96
$106.00$105.001:2Sep 18-$0.14$0.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 2.63%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$108.00Oct 30$2.800.461.5%2.63%4.12%31
$109.00Oct 30$2.440.412.4%2.29%4.72%1--
$110.00Oct 30$1.980.383.4%1.86%5.22%226
$107.00Oct 30$2.880.500.6%2.71%3.25%31
$108.00Oct 23$2.430.461.5%2.28%3.77%522
$112.00Oct 30$1.490.305.2%1.40%6.64%171
$110.00Oct 23$1.720.373.4%1.62%4.98%1159
$107.00Oct 23$2.600.510.6%2.44%2.99%4--
$110.00Oct 16$1.430.333.4%1.34%4.71%2594.9K
$107.00Oct 9$2.200.470.6%2.07%2.61%6526

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 8,086
Total Puts 11,273
Put/Call Ratio 1.39
Net Difference -3,187

Prior's Put/Call Breakdown

Total Calls 16,063
Total Puts 7,090
Put/Call Ratio 0.44
Net Difference 8,973

Prior 7-Day Put/Call Summary

Total Calls 113,126
Total Puts 63,060
Average Put/Call Ratio 0.56
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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