Tour v528
DIS
DISNEY WALT CO
$104.23 +1.52%
$104.30 (+0.07%)🌙
as of 09/21 06:23 PM
9/21 18:23

Option Volume

Detail
Current (09/21) 40,385
Calls: 21,060 (52%)
Puts: 19,325 (48%)
Prior (09/18) 61,205
Calls: 28,350 (46%)
Puts: 32,855 (54%)
Current vs Prior -34.02%
Calls: -25.71% (Calls)
Puts: -41.18% (Puts)
Prior 7-Day Total 204,380
Calls: 115,347 (56%)
Puts: 89,033 (44%)
Prior 7-Day Average 29,197
Calls: 16,478 (56%)
Puts: 12,719 (44%)
Current vs Prior 7-Day Avg +38.32%
Calls: +27.81%
Puts: +51.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $6.70M
Calls: $3.60M (54%)
Puts: $3.10M (46%)
Prior (09/18) $14.85M
Calls: $8.00M (54%)
Puts: $6.85M (46%)
Current vs Prior -54.87%
Calls: -55.00%
Puts: -54.73%
Prior 7-Day Total $45.62M
Calls: $27.44M (60%)
Puts: $18.18M (40%)
Prior 7-Day Average $6.52M
Calls: $3.92M (60%)
Puts: $2.60M (40%)
Current vs Prior 7-Day Avg +2.79%
Calls: -8.19%
Puts: +19.37%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.92
Prior (09/18) 1.16
Current vs Prior -20.82%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg +19.04%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/21) 355,721
Calls: 216,938 (61%)
Puts: 138,783 (39%)
Prior (09/18) 500,471
Calls: 312,014 (62%)
Puts: 188,457 (38%)
Current vs Prior -28.92%
Prior 7-Day Total 3,184,197
Calls: 1,984,176 (62%)
Puts: 1,200,021 (38%)
Prior 7-Day Average 454,885
Calls: 283,453 (62%)
Puts: 171,431 (38%)
Current vs Prior 7-Day Avg -21.80%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 2.89% | 3.94%5.65% | 12.66%
Prior 3.08% | 4.28%1.43% | 8.08%
Current vs Prior -6.17% | -7.78%+294.68% | +56.65%
Prior 7-Day Avg 2.48% | 3.85%2.65% | 8.65%
Current vs 7-Day Avg +16.51% | +2.46%+113.12% | +46.33%
Prior 7-Day Eod 3.08% | 4.28%1.43% | 8.08%
Current vs 7-Day Eod -6.17% | -7.78%+294.68% | +56.65%
Sentiment BULLISHBEARISH

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

Light premium activity with dollar volume down 55% vs prior. P/C ratio dropping 21% - sentiment shifting bullish. Call-heavy open interest (216,938 calls vs 138,783 puts) suggests bullish positioning. Declining open interest (down 29%) indicates positions being closed.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 13 of results (avg 7.3%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 165.405.65$5.534.5%630.762.7K
$92.00Oct 912.2013.00$12.606.3%500.87--
$100.00Sep 254.354.65$4.506.7%120.91129
$95.00Oct 169.6010.40$10.008.0%10.93--
$98.00Oct 237.157.75$7.458.1%140.82--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Oct 237.808.20$8.005.0%150.83--
$100.00Oct 160.941.00$0.976.2%4680.2426.7K
$110.00Oct 166.056.45$6.256.4%210.80582
$105.00Oct 233.003.25$3.138.0%110.52--
$105.00Oct 162.732.97$2.858.4%1590.524.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 13 found (avg $0.56, cheapest $0.32)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Sep 250.300.35$0.3215.6%8400.20944
$106.00Sep 250.510.61$0.5617.9%1.0K0.30353
$115.00Oct 20.050.06$0.0616.7%630.03502
$105.00Sep 250.840.99$0.9216.3%1.1K0.42788
$108.00Oct 20.520.60$0.5614.3%1360.22122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$101.00Sep 250.230.28$0.2619.2%710.15134
$103.00Sep 250.650.74$0.7012.9%6.2K0.33753
$100.00Oct 20.370.45$0.4119.5%60.17546
$100.00Oct 90.640.75$0.7015.7%50.21--
$99.00Oct 160.680.81$0.7517.3%210.20--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 57 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Sep 255.457.00$6.2324.9%110.9711
$96.00Oct 27.609.00$8.3016.9%10.95--
$95.00Oct 27.6510.10$8.8827.6%10.957
$95.00Oct 99.2510.45$9.8512.2%510.9434
$95.00Oct 169.6010.40$10.008.0%10.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Sep 257.058.10$7.5713.9%11.003
$115.00Sep 2510.1511.70$10.9314.2%11.001
$110.00Sep 255.156.10$5.6316.9%180.98--
$111.00Sep 256.106.90$6.5012.3%30.962
$109.00Sep 254.204.95$4.5816.4%100.94--

Most actively traded options today. High liquidity = easy entry/exit. 189 active (total vol 29.8K, top 6.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 160.150.24$0.2045.0%1.6K0.0717.7K
$109.00Sep 250.060.18$0.12100.0%1.5K0.08427
$111.00Sep 250.030.16$0.10130.0%1.2K0.06508
$105.00Sep 250.840.99$0.9216.3%1.1K0.42788
$110.00Sep 250.050.07$0.0633.3%1.0K0.051.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Sep 250.650.74$0.7012.9%6.2K0.33753
$102.00Sep 250.410.50$0.4520.0%2.1K0.23609
$99.00Sep 250.060.12$0.0966.7%1.3K0.0699
$97.00Sep 250.010.05$0.03133.3%1.2K0.0268
$100.00Oct 160.941.00$0.976.2%4680.2426.7K

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 18.0%, max 31.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Sep 25Oct 3030.7%23.7%29.6%5094
$103.00Sep 25Oct 3029.3%23.5%24.9%377738
$104.00Sep 25Oct 3028.1%22.8%23.3%4481.2K
$107.00Sep 25Oct 2327.9%24.8%12.2%850991
$106.00Sep 25Oct 2327.8%25.4%9.4%1.0K578
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Sep 25Oct 2330.7%23.4%31.0%2.1K609
$103.00Sep 25Oct 2329.3%23.2%26.2%6.2K753
$104.00Sep 25Oct 3028.1%22.8%23.3%1641.1K
$105.00Sep 25Oct 2328.0%25.2%11.0%190302
$107.00Sep 25Oct 3027.9%25.3%10.0%89168

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 102 found (best R:R 0.67, avg 3.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$96.00Oct 2$0.58$0.42$0.5895%0.72$95.58
$101.00$104.00Oct 16$1.54$1.46$1.5472%0.95$102.54
$103.00$104.00Oct 23$0.35$0.65$0.3560%1.86$103.35
$108.00$109.00Oct 30$0.20$0.80$0.2036%4.00$108.20
$110.00$111.00Oct 30$0.13$0.87$0.1327%6.69$110.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$112.00$110.00Oct 23$1.20$0.80$1.2083%0.67$110.80
$107.00$106.00Sep 25$0.58$0.42$0.5882%0.72$106.42
$105.00$104.00Oct 9$0.38$0.62$0.3853%1.63$104.62
$104.00$103.00Oct 16$0.35$0.65$0.3546%1.86$103.65
$104.00$101.00Oct 30$1.06$1.94$1.0646%1.83$102.94

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 77 found (best R:R 0.16, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$123.00$125.00Sep 25$0.28$0.28$1.7294%0.16$123.28
$109.00$110.00Oct 30$0.52$0.52$0.4868%1.08$109.52
$118.00$120.00Oct 2$0.19$0.19$1.8193%0.10$118.19
$114.00$115.00Sep 25$0.12$0.12$0.8895%0.14$114.12
$105.00$108.00Oct 30$1.34$1.34$1.6651%0.81$106.34
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$101.00$98.00Oct 30$0.95$0.95$2.0568%0.46$100.05
$92.00$91.00Sep 25$0.16$0.16$0.8493%0.19$91.84
$100.00$99.00Oct 2$0.22$0.22$0.7884%0.28$99.78
$103.00$101.00Oct 16$0.75$0.75$1.2560%0.60$102.25
$96.00$94.00Oct 30$0.28$0.28$1.7285%0.16$95.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.56, cheapest $0.49)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Sep 25Oct 2$0.5429.3%24.5%
$104.00Sep 25Oct 2$0.5928.1%24.5%
$105.00Sep 25Oct 2$0.6328.0%26.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Sep 25Oct 2$0.4929.3%24.5%
$104.00Sep 25Oct 2$0.5828.1%24.5%
$105.00Sep 25Oct 2$0.5128.0%26.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 2.39% of stock, avg 5.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Sep 25$1.44$1.05$2.49$101.51$106.492.39%
$105.00Sep 25$0.92$1.57$2.49$102.51$107.492.39%
$103.00Sep 25$2.05$0.70$2.75$100.25$105.752.64%
$106.00Sep 25$0.56$2.42$2.98$103.02$108.982.86%
$102.00Sep 25$2.84$0.45$3.29$98.71$105.293.16%
$107.00Sep 25$0.32$3.00$3.32$103.68$110.323.19%
$105.00Oct 2$1.55$2.08$3.63$101.37$108.633.48%
$104.00Oct 2$2.03$1.63$3.66$100.34$107.663.51%
$103.00Oct 2$2.59$1.19$3.78$99.22$106.783.63%
$101.00Sep 25$3.63$0.26$3.89$97.11$104.893.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.25% of stock, avg 2.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$109.00$100.00Sep 25$0.12$0.14$0.26$99.74$109.26
$108.00$100.00Sep 25$0.20$0.14$0.34$99.66$108.34
$109.00$101.00Sep 25$0.12$0.26$0.38$100.62$109.38
$108.00$101.00Sep 25$0.20$0.26$0.46$100.54$108.46
$107.00$100.00Sep 25$0.32$0.14$0.46$99.54$107.46
$107.00$101.00Sep 25$0.32$0.26$0.58$100.42$107.58
$109.00$102.00Sep 25$0.12$0.45$0.57$101.43$109.57
$108.00$102.00Sep 25$0.20$0.45$0.65$101.35$108.65
$109.00$100.00Oct 2$0.38$0.41$0.79$99.21$109.79
$107.00$102.00Sep 25$0.32$0.45$0.77$101.23$107.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 121 found (best R:R 0.28, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
91/92123/125Sep 25$0.44$1.5687%0.28$91.56$123.44
96/97109/110Oct 30$0.66$0.3450%1.94$96.34$109.66
91/92114/115Sep 25$0.28$0.7288%0.39$91.72$114.28
100/101107/108Oct 9$0.66$0.3439%1.94$100.34$107.66
100/101114/115Sep 25$0.24$0.7680%0.32$100.76$114.24
91/92106/107Sep 25$0.40$0.6064%0.67$91.60$106.40
100/101110/111Oct 9$0.49$0.5154%0.96$100.51$110.49
95/96109/110Oct 16$0.40$0.6063%0.67$95.60$109.40
101/102114/115Sep 25$0.31$0.6971%0.45$101.69$114.31
98/99109/110Oct 16$0.48$0.5254%0.92$98.52$109.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 26.27, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$103.00$104.00$105.00Sep 25$0.09$0.9125%10.11
$104.00$105.00$106.00Oct 2$0.07$0.9317%13.29
$115.00$120.00$125.00Oct 16$0.11$4.895%44.45
$103.00$104.00$105.00Oct 2$0.08$0.9217%11.50
$105.00$106.00$107.00Oct 2$0.08$0.9216%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$98.00$101.00$104.00Oct 30$0.11$2.8927%26.27
$101.00$102.00$103.00Sep 25$0.06$0.9418%15.67
$102.00$103.00$104.00Sep 25$0.10$0.9022%9.00
$100.00$101.00$102.00Sep 25$0.07$0.9314%13.29
$101.00$102.00$103.00Oct 9$0.06$0.9412%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 106 found (best net $-0.61, 98 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Oct 9-$0.61$4.39
$95.00$100.001:2Oct 16-$1.06$3.94
$105.00$108.001:2Oct 30-$0.65$2.35
$100.00$103.001:2Oct 23-$1.53$1.47
$101.00$104.001:2Oct 16-$1.50$1.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$108.00$105.001:2Oct 16-$0.95$2.05
$107.00$104.001:2Oct 30-$1.23$1.77
$104.00$101.001:2Oct 30-$0.77$2.23
$103.00$101.001:2Oct 16-$0.47$1.53
$97.00$95.001:2Oct 9-$0.03$1.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 2.93%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Oct 30$3.050.490.7%2.93%3.66%915
$108.00Oct 30$1.810.363.6%1.74%5.35%27328
$105.00Oct 23$2.730.490.7%2.62%3.36%757
$106.00Oct 23$2.260.441.7%2.17%3.87%9225
$109.00Oct 30$1.470.324.6%1.41%5.99%315
$107.00Oct 23$1.850.392.7%1.77%4.43%1047
$108.00Oct 23$1.500.343.6%1.44%5.06%527
$105.00Oct 16$2.360.480.7%2.26%3.00%3772.5K
$106.00Oct 16$1.890.421.7%1.81%3.51%70--
$111.00Oct 30$1.000.246.5%0.96%7.45%177

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 21,060
Total Puts 19,325
Put/Call Ratio 0.92
Net Difference 1,735

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 115,347
Total Puts 89,033
Average Put/Call Ratio 0.77
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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