Tour v526
DIS
DISNEY WALT CO
$107.78 +0.43%
$107.88 (+0.09%)🌙
as of 08/21 06:25 PM
8/21 18:25

Option Volume

Detail
Current (08/21) 32,632
Calls: 24,115 (74%)
Puts: 8,517 (26%)
Prior (08/20) 46,121
Calls: 35,387 (77%)
Puts: 10,734 (23%)
Current vs Prior -29.25%
Calls: -31.85% (Calls)
Puts: -20.65% (Puts)
Prior 7-Day Total 265,186
Calls: 167,583 (63%)
Puts: 97,603 (37%)
Prior 7-Day Average 37,883
Calls: 23,940 (63%)
Puts: 13,943 (37%)
Current vs Prior 7-Day Avg -13.86%
Calls: +0.73%
Puts: -38.92%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $5.94M
Calls: $4.38M (74%)
Puts: $1.57M (26%)
Prior (08/20) $12.64M
Calls: $11.02M (87%)
Puts: $1.62M (13%)
Current vs Prior -53.00%
Calls: -60.29%
Puts: -3.38%
Prior 7-Day Total $63.12M
Calls: $45.89M (73%)
Puts: $17.23M (27%)
Prior 7-Day Average $9.02M
Calls: $6.56M (73%)
Puts: $2.46M (27%)
Current vs Prior 7-Day Avg -34.10%
Calls: -33.24%
Puts: -36.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.35
Prior (08/20) 0.30
Current vs Prior +16.43%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -44.29%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 539,403
Calls: 332,292 (62%)
Puts: 207,111 (38%)
Prior (08/20) 500,905
Calls: 312,103 (62%)
Puts: 188,802 (38%)
Current vs Prior +7.69%
Prior 7-Day Total 3,643,754
Calls: 2,239,774 (61%)
Puts: 1,403,980 (39%)
Prior 7-Day Average 520,536
Calls: 319,967 (61%)
Puts: 200,568 (39%)
Current vs Prior 7-Day Avg +3.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.14% | 2.87%1.14% | 7.50%
Prior 1.57% | 3.35%1.57% | 7.81%
Current vs Prior +83.14% | +15.06%-27.10% | -3.99%
Prior 7-Day Avg 2.14% | 3.50%2.55% | 8.22%
Current vs 7-Day Avg +33.86% | +10.17%-55.24% | -8.83%
Prior 7-Day Eod 1.57% | 3.35%1.57% | 7.81%
Current vs 7-Day Eod +83.14% | +15.06%-27.10% | -3.99%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.61% | 19.29%
Calls: 17.48% | 19.83%
Puts: 23.73% | 18.75%
Prior 20.61% | 19.29%
Calls: 17.48% | 19.83%
Puts: 23.73% | 18.75%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 20.61% | 19.29%
Calls: 17.48% | 19.83%
Puts: 23.73% | 18.75%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($4.38M). Light premium activity with dollar volume down 53% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (24,115 calls vs 8,517 puts). Call-heavy open interest (332,292 calls vs 207,111 puts) suggests bullish positioning.

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 4 of results (avg 8.2%, best 7.7%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 188.158.80$8.487.7%1060.894.0K
$110.00Sep 181.731.87$1.807.8%7550.3915.5K
$100.00Aug 217.408.05$7.738.4%3211.007.8K
$105.00Sep 184.354.75$4.558.8%2350.697.3K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.66, cheapest $0.76)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 280.710.82$0.7614.5%2400.36642
$115.00Sep 180.510.60$0.5516.4%2320.167.7K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 91 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Aug 2117.8021.35$19.5818.1%721.0031
$89.00Aug 2116.8020.35$18.5819.1%731.0011
$90.00Aug 2116.3018.90$17.6014.8%201.001.0K
$92.00Aug 2113.8017.90$15.8525.9%31.00--
$94.00Aug 2111.8515.90$13.8829.2%11.001.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 2116.5018.55$17.5211.7%81.00--
$120.00Aug 2110.8513.40$12.1321.0%30.99--
$115.00Aug 216.058.25$7.1530.8%10.991
$112.00Aug 213.156.15$4.6564.5%20.99--
$110.00Aug 211.373.80$2.5993.8%180.98226

Most actively traded options today. High liquidity = easy entry/exit. 221 active (total vol 22.1K, top 3.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 210.010.10$0.06150.0%3.5K0.233.6K
$120.00Sep 180.140.18$0.1625.0%2.1K0.064.6K
$110.00Aug 210.000.01$0.01100.0%1.5K0.0110.8K
$107.00Aug 210.651.05$0.8547.1%8721.002.4K
$108.00Aug 281.101.28$1.1915.1%8240.48657
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 210.000.01$0.01100.0%1.1K0.03537
$100.00Sep 180.360.44$0.4020.0%6060.1113.3K
$106.00Aug 210.000.01$0.01100.0%5840.02623
$105.00Aug 280.300.38$0.3423.5%4540.19215
$104.00Aug 280.160.32$0.2466.7%3720.13403

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 1138.9%, max 4261.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$114.00Aug 21Oct 2991.6%22.7%4261.8%814
$108.00Aug 21Oct 251.8%21.0%146.6%3.6K3.7K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$108.00Aug 21Oct 251.8%21.0%146.6%137149
$111.00Aug 28Sep 421.9%21.8%0.6%8133

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 4.88, avg 3.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$97.00$98.00Aug 21$0.17$0.83$0.17100%4.88$97.17
$101.00$104.00Sep 25$1.62$1.38$1.6283%0.85$102.62
$100.00$101.00Aug 28$0.45$0.55$0.45100%1.22$100.45
$100.00$101.00Sep 4$0.48$0.52$0.4894%1.08$100.48
$103.00$104.00Sep 11$0.58$0.42$0.5883%0.72$103.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$119.00Aug 28$0.45$0.55$0.4598%1.22$119.55
$112.00$111.00Aug 28$0.58$0.42$0.5890%0.72$111.42
$108.00$107.00Aug 28$0.27$0.73$0.2752%2.70$107.73
$108.00$107.00Sep 11$0.31$0.69$0.3150%2.23$107.69
$111.00$110.00Sep 4$0.58$0.42$0.5875%0.72$110.42

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 0.55, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$117.00$120.00Aug 21$1.06$1.06$1.9480%0.55$118.06
$110.00$115.00Sep 18$1.25$1.25$3.7561%0.33$111.25
$112.00$113.00Oct 2$0.44$0.44$0.5665%0.79$112.44
$117.00$120.00Aug 28$0.20$0.20$2.8091%0.07$117.20
$108.00$109.00Sep 11$0.58$0.58$0.4250%1.38$108.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$98.00$97.00Sep 25$0.58$0.58$0.4286%1.38$97.42
$107.00$101.00Oct 2$1.92$1.92$4.0856%0.47$105.08
$107.00$106.00Aug 28$0.52$0.52$0.4859%1.08$106.48
$107.00$105.00Sep 11$0.86$0.86$1.1457%0.75$106.14
$104.00$103.00Sep 25$0.43$0.43$0.5770%0.75$103.57

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. 60 found (cheapest 0.41% of stock, avg 4.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$108.00Aug 21$0.06$0.38$0.44$107.56$108.440.41%
$107.00Aug 21$0.85$0.01$0.86$106.14$107.860.80%
$109.00Aug 21$0.01$1.37$1.38$107.62$110.381.28%
$106.00Aug 21$1.79$0.01$1.80$104.20$107.801.67%
$108.00Aug 28$1.19$1.35$2.54$105.46$110.542.36%
$110.00Aug 21$0.01$2.59$2.60$107.40$112.602.41%
$109.00Aug 28$0.76$1.86$2.62$106.38$111.622.43%
$105.00Aug 21$2.78$0.01$2.79$102.21$107.792.59%
$107.00Aug 28$1.74$1.08$2.82$104.18$109.822.62%
$106.00Aug 28$2.62$0.56$3.18$102.82$109.182.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 139 found (cheapest 0.27% of stock, avg 2.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$112.00$103.00Aug 28$0.15$0.14$0.29$102.71$112.29
$112.00$104.00Aug 28$0.15$0.24$0.39$103.61$112.39
$111.00$103.00Aug 28$0.29$0.14$0.43$102.57$111.43
$112.00$105.00Aug 28$0.15$0.34$0.49$104.51$112.49
$111.00$104.00Aug 28$0.29$0.24$0.53$103.47$111.53
$120.00$100.00Sep 18$0.16$0.40$0.56$99.44$120.56
$111.00$105.00Aug 28$0.29$0.34$0.63$104.37$111.63
$110.00$103.00Aug 28$0.50$0.14$0.64$102.36$110.64
$112.00$103.00Sep 4$0.39$0.36$0.75$102.25$112.75
$110.00$104.00Aug 28$0.50$0.24$0.74$103.26$110.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 56 found (best R:R 2.16, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
92/93117/120Aug 21$2.05$0.9567%2.16$90.95$119.05
90/91117/120Aug 21$1.99$1.0168%1.97$89.01$118.99
97/98114/115Sep 25$0.85$0.1562%5.67$97.15$114.85
97/98115/117Sep 25$0.90$1.1067%0.82$97.10$115.90
103/104114/115Sep 25$0.70$0.3046%2.33$103.30$114.70
100/101114/115Sep 25$0.56$0.4460%1.27$100.44$114.56
103/104112/113Sep 25$0.76$0.2439%3.17$103.24$112.76
100/101112/113Sep 25$0.62$0.3852%1.63$100.38$112.62
102/103114/115Sep 25$0.61$0.3952%1.56$102.39$114.61
102/103112/113Sep 25$0.67$0.3344%2.03$102.33$112.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 81 found (best R:R 3.24, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Sep 18$1.18$3.8249%3.24
$106.00$107.00$108.00Aug 21$0.15$0.8577%5.67
$105.00$110.00$115.00Sep 18$1.50$3.5053%2.33
$110.00$115.00$120.00Sep 18$0.86$4.1434%4.81
$107.00$108.00$109.00Aug 21$0.74$0.2698%0.35
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Sep 18$1.37$3.6350%2.65
$95.00$100.00$105.00Sep 18$0.57$4.4328%7.77
$106.00$107.00$108.00Aug 21$0.37$0.6376%1.70
$107.00$108.00$109.00Aug 21$0.62$0.3894%0.61
$106.00$107.00$108.00Sep 4$0.13$0.8718%6.69

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 $-1.06, 81 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$98.00$104.001:2Oct 2-$1.43$4.57
$100.00$105.001:2Sep 18-$0.62$4.38
$96.00$101.001:2Sep 25-$2.87$2.13
$95.00$100.001:2Sep 18-$3.58$1.42
$105.00$108.001:2Oct 2-$1.47$1.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$118.00$113.001:2Aug 28-$1.06$3.94
$112.00$108.001:2Sep 25-$0.46$3.54
$112.00$110.001:2Aug 21-$0.53$1.47
$110.00$109.001:2Aug 21-$0.15$0.85
$107.00$105.001:2Sep 11-$0.13$1.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 2.88%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$108.00Oct 2$3.100.510.2%2.88%3.08%547
$110.00Oct 2$2.180.422.1%2.02%4.08%16--
$108.00Sep 25$2.810.500.2%2.61%2.81%3--
$109.00Sep 25$2.320.451.1%2.15%3.28%1--
$113.00Oct 2$1.300.304.8%1.21%6.05%133
$112.00Oct 2$1.330.353.9%1.23%5.15%1--
$110.00Sep 25$1.900.402.1%1.76%3.82%8294
$111.00Sep 25$1.490.353.0%1.38%4.37%528
$110.00Sep 18$1.730.392.1%1.61%3.66%75515.5K
$112.00Sep 25$1.250.313.9%1.16%5.08%2--

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 24,115
Total Puts 8,517
Put/Call Ratio 0.35
Net Difference 15,598

Prior's Put/Call Breakdown

Total Calls 35,387
Total Puts 10,734
Put/Call Ratio 0.30
Net Difference 24,653

Prior 7-Day Put/Call Summary

Total Calls 167,583
Total Puts 97,603
Average Put/Call Ratio 0.63
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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