Tour v528
DIS
DISNEY WALT CO
$102.67 -2.54%
$102.74 (+0.07%)🌙
as of 09/18 06:23 PM
9/18 18:23

Option Volume

Detail
Current (09/18) 61,205
Calls: 28,350 (46%)
Puts: 32,855 (54%)
Prior (09/17) 26,822
Calls: 15,830 (59%)
Puts: 10,992 (41%)
Current vs Prior +128.19%
Calls: +79.09% (Calls)
Puts: +198.90% (Puts)
Prior 7-Day Total 169,644
Calls: 102,592 (60%)
Puts: 67,052 (40%)
Prior 7-Day Average 24,234
Calls: 14,656 (60%)
Puts: 9,578 (40%)
Current vs Prior 7-Day Avg +152.55%
Calls: +93.44%
Puts: +242.99%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/18) $14.85M
Calls: $8.00M (54%)
Puts: $6.85M (46%)
Prior (09/17) $7.10M
Calls: $3.43M (48%)
Puts: $3.66M (52%)
Current vs Prior +109.11%
Calls: +132.83%
Puts: +86.89%
Prior 7-Day Total $35.39M
Calls: $22.71M (64%)
Puts: $12.67M (36%)
Prior 7-Day Average $5.06M
Calls: $3.24M (64%)
Puts: $1.81M (36%)
Current vs Prior 7-Day Avg +193.68%
Calls: +146.47%
Puts: +278.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 1.16
Prior (09/17) 0.69
Current vs Prior +66.90%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +64.40%
Sentiment BEARISH

Open Interest

Detail
Current (09/18) 500,471
Calls: 312,014 (62%)
Puts: 188,457 (38%)
Prior (09/17) 443,789
Calls: 275,380 (62%)
Puts: 168,409 (38%)
Current vs Prior +12.77%
Prior 7-Day Total 3,096,722
Calls: 1,937,542 (63%)
Puts: 1,159,180 (37%)
Prior 7-Day Average 442,388
Calls: 276,791 (63%)
Puts: 165,597 (37%)
Current vs Prior 7-Day Avg +13.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 1.43% | 3.08%1.43% | 8.08%
Prior 1.64% | 3.36%1.64% | 8.16%
Current vs Prior +87.43% | +27.25%-12.81% | -0.97%
Prior 7-Day Avg 2.41% | 3.76%2.97% | 8.83%
Current vs 7-Day Avg +27.92% | +13.81%-51.73% | -8.47%
Prior 7-Day Eod 1.64% | 3.36%1.64% | 8.16%
Current vs 7-Day Eod +87.43% | +27.25%-12.81% | -0.97%
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

Massive premium surge with dollar volume up 109% vs prior. Dollar volume significantly above 7-day average (194% higher). Unusually high activity with volume up 128% vs prior - elevated interest. Volume explosion - 153% above 7-day average (61,205 vs avg 24,234).

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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 4 of results (avg 8.4%, best 6.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Sep 1811.8513.00$12.439.3%131.00481
$105.00Oct 161.701.87$1.799.5%9660.382.0K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 161.401.50$1.456.9%12.2K0.3315.6K
$115.00Sep 2512.0513.05$12.558.0%50.991

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.47, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 160.160.18$0.1711.8%2.7K0.0618.6K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 20.700.85$0.7719.5%360.27538

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 77 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Sep 2516.7518.90$17.8312.1%301.00--
$90.00Sep 1811.8513.00$12.439.3%131.00481
$95.00Sep 186.859.00$7.9327.1%10.99--
$96.00Sep 186.258.50$7.3830.5%20.9917
$99.00Sep 183.304.35$3.8327.4%830.9938
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Sep 181.241.79$1.5236.2%4341.00599
$105.00Sep 182.102.66$2.3823.5%6.4K1.009.0K
$106.00Sep 182.944.55$3.7542.9%1791.00955
$108.00Sep 184.156.60$5.3845.5%901.001.2K
$109.00Sep 185.507.70$6.6033.3%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 218 active (total vol 46.4K, top 12.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 160.160.18$0.1711.8%2.7K0.0618.6K
$110.00Oct 160.500.62$0.5621.4%2.0K0.165.2K
$104.00Sep 250.630.81$0.7225.0%1.2K0.34642
$105.00Oct 161.701.87$1.799.5%9660.382.0K
$120.00Oct 160.050.09$0.0757.1%9330.024.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 161.401.50$1.456.9%12.2K0.3315.6K
$105.00Sep 182.102.66$2.3823.5%6.4K1.009.0K
$102.00Sep 180.000.24$0.12200.0%1.5K0.221.2K
$103.00Sep 180.280.76$0.5292.3%1.2K0.68524
$104.00Sep 251.862.23$2.0518.0%9590.66278

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 339.2%, max 413.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Sep 18Oct 30120.1%23.4%413.7%20461
$103.00Sep 18Oct 3084.4%23.1%264.8%670193
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Sep 18Oct 30120.1%23.4%413.7%1.5K1.2K
$103.00Sep 18Oct 3084.4%23.1%264.8%1.2K525

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 0.92, avg 4.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$96.00Sep 18$0.55$0.45$0.55100%0.82$95.55
$100.00$102.00Oct 30$0.78$1.22$0.7867%1.56$100.78
$103.00$104.00Oct 23$0.19$0.81$0.1949%4.26$103.19
$105.00$106.00Oct 30$0.24$0.76$0.2442%3.17$105.24
$115.00$120.00Oct 30$0.17$4.83$0.1710%28.41$115.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$111.00$110.00Sep 18$0.52$0.48$0.52100%0.92$110.48
$108.00$107.00Sep 18$0.63$0.37$0.63100%0.59$107.37
$104.00$103.00Oct 23$0.18$0.82$0.1855%4.56$103.82
$108.00$106.00Oct 9$1.20$0.80$1.2080%0.67$106.80
$107.00$106.00Sep 25$0.57$0.43$0.5790%0.75$106.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 1.08, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$113.00$114.00Sep 18$0.52$0.52$0.4887%1.08$113.52
$105.00$110.00Oct 16$1.23$1.23$3.7762%0.33$106.23
$106.00$107.00Oct 9$0.41$0.41$0.5970%0.69$106.41
$110.00$111.00Oct 30$0.33$0.33$0.6777%0.49$110.33
$108.00$109.00Oct 23$0.35$0.35$0.6573%0.54$108.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$101.00$100.00Oct 2$0.77$0.77$0.2362%3.35$100.23
$100.00$95.00Oct 16$1.06$1.06$3.9467%0.27$98.94
$98.00$97.00Oct 30$0.41$0.41$0.5973%0.69$97.59
$101.00$100.00Oct 9$0.52$0.52$0.4861%1.08$100.48
$97.00$93.00Oct 2$0.39$0.39$3.6183%0.11$96.61

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.98, cheapest $0.95)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Sep 18Sep 25$1.0184.4%23.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Sep 18Sep 25$0.9584.4%23.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 66 found (cheapest 0.64% of stock, avg 5.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Sep 18$0.14$0.52$0.66$102.34$103.660.64%
$102.00Sep 18$0.95$0.12$1.07$100.93$103.071.04%
$104.00Sep 18$0.01$1.52$1.53$102.47$105.531.49%
$101.00Sep 18$1.67$0.01$1.68$99.32$102.681.64%
$105.00Sep 18$0.01$2.38$2.39$102.61$107.392.33%
$103.00Sep 25$1.15$1.47$2.62$100.38$105.622.55%
$102.00Sep 25$1.69$0.97$2.66$99.34$104.662.59%
$100.00Sep 18$2.70$0.01$2.71$97.29$102.712.64%
$104.00Sep 25$0.72$2.05$2.77$101.23$106.772.70%
$101.00Sep 25$2.44$0.55$2.99$98.01$103.992.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 133 found (cheapest 0.25% of stock, avg 2.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$103.00$102.00Sep 18$0.14$0.12$0.26$101.74$103.26
$107.00$98.00Sep 25$0.17$0.15$0.32$97.68$107.32
$107.00$99.00Sep 25$0.17$0.21$0.38$98.62$107.38
$106.00$98.00Sep 25$0.27$0.15$0.42$97.58$106.42
$106.00$99.00Sep 25$0.27$0.21$0.48$98.52$106.48
$107.00$100.00Sep 25$0.17$0.35$0.52$99.48$107.52
$105.00$98.00Sep 25$0.36$0.15$0.51$97.49$105.51
$115.00$95.00Oct 16$0.17$0.39$0.56$94.44$115.56
$105.00$99.00Sep 25$0.36$0.21$0.57$98.43$105.57
$106.00$100.00Sep 25$0.27$0.35$0.62$99.38$106.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 1.70, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
101/102113/114Sep 18$0.63$0.3765%1.70$101.37$113.63
97/98110/111Oct 30$0.74$0.2650%2.85$97.26$110.74
93/94110/111Oct 30$0.49$0.5164%0.96$93.51$110.49
95/96108/109Oct 23$0.54$0.4657%1.17$95.46$108.54
96/97108/109Oct 23$0.57$0.4353%1.33$96.43$108.57
99/100108/109Oct 23$0.70$0.3039%2.33$99.30$108.70
97/98109/110Oct 30$0.62$0.3847%1.63$97.38$109.62
99/100106/107Oct 9$0.70$0.3039%2.33$99.30$106.70
98/99106/107Oct 9$0.62$0.3845%1.63$98.38$106.62
99/100114/115Oct 2$0.40$0.6067%0.67$99.60$114.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 4.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$100.00$105.00Oct 16$1.39$3.6150%2.60
$100.00$105.00$110.00Oct 16$1.43$3.5751%2.50
$105.00$110.00$115.00Oct 16$0.84$4.1632%4.95
$90.00$95.00$100.00Oct 16$0.68$4.3228%6.35
$110.00$115.00$120.00Oct 16$0.29$4.7114%16.24
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Oct 16$1.00$4.0051%4.00
$95.00$100.00$105.00Oct 16$1.34$3.6650%2.73
$101.00$102.00$103.00Sep 18$0.29$0.7165%2.45
$90.00$95.00$100.00Oct 16$0.77$4.2330%5.49
$101.00$102.00$103.00Sep 25$0.08$0.9225%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 116 found (best net $-0.40, 97 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Oct 16-$0.40$4.60
$90.00$95.001:2Sep 18-$3.43$1.57
$90.00$95.001:2Oct 16-$3.77$1.23
$100.00$103.001:2Oct 23-$0.87$2.13
$101.00$102.001:2Sep 18-$0.23$0.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Oct 16-$0.45$4.55
$115.00$110.001:2Oct 16-$2.10$2.90
$105.00$104.001:2Sep 18-$0.66$0.34
$101.00$100.001:2Oct 2$0.00$1.00
$102.00$101.001:2Sep 25-$0.13$0.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 2.41%, avg 0.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$104.00Oct 30$2.470.481.3%2.41%3.70%1371
$105.00Oct 30$2.070.422.3%2.02%4.29%1114
$103.00Oct 30$2.860.520.3%2.79%3.11%1341
$106.00Oct 30$1.740.383.2%1.69%4.94%216
$104.00Oct 23$2.280.451.3%2.22%3.52%1--
$105.00Oct 23$1.900.402.3%1.85%4.12%453
$108.00Oct 30$1.110.305.2%1.08%6.27%16--
$109.00Oct 30$1.060.266.2%1.03%7.20%213
$110.00Oct 30$0.970.237.1%0.94%8.08%10838
$106.00Oct 23$1.460.353.2%1.42%4.67%4222

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 28,350
Total Puts 32,855
Put/Call Ratio 1.16
Net Difference -4,505

Prior's Put/Call Breakdown

Total Calls 15,830
Total Puts 10,992
Put/Call Ratio 0.69
Net Difference 4,838

Prior 7-Day Put/Call Summary

Total Calls 102,592
Total Puts 67,052
Average Put/Call Ratio 0.70
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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