Tour v526
DIS
DISNEY WALT CO
$106.82 -2.56%
$107.11 (+0.27%)🌙
as of 08/27 06:23 PM
8/27 18:23

Option Volume

Detail
Current (08/27) 31,993
Calls: 15,838 (50%)
Puts: 16,155 (50%)
Prior (08/26) 31,808
Calls: 18,681 (59%)
Puts: 13,127 (41%)
Current vs Prior +0.58%
Calls: -15.22% (Calls)
Puts: +23.07% (Puts)
Prior 7-Day Total 277,583
Calls: 181,542 (65%)
Puts: 96,041 (35%)
Prior 7-Day Average 39,654
Calls: 25,934 (65%)
Puts: 13,720 (35%)
Current vs Prior 7-Day Avg -19.32%
Calls: -38.93%
Puts: +17.75%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/27) $7.86M
Calls: $4.09M (52%)
Puts: $3.77M (48%)
Prior (08/26) $6.17M
Calls: $3.80M (62%)
Puts: $2.37M (38%)
Current vs Prior +27.48%
Calls: +7.71%
Puts: +59.12%
Prior 7-Day Total $64.41M
Calls: $46.14M (72%)
Puts: $18.27M (28%)
Prior 7-Day Average $9.20M
Calls: $6.59M (72%)
Puts: $2.61M (28%)
Current vs Prior 7-Day Avg -14.55%
Calls: -37.98%
Puts: +44.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 1.02
Prior (08/26) 0.70
Current vs Prior +45.16%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg +68.65%
Sentiment BEARISH

Open Interest

Detail
Current (08/27) 484,436
Calls: 299,563 (62%)
Puts: 184,873 (38%)
Prior (08/26) 440,789
Calls: 280,799 (64%)
Puts: 159,990 (36%)
Current vs Prior +9.90%
Prior 7-Day Total 3,533,365
Calls: 2,209,513 (63%)
Puts: 1,323,852 (37%)
Prior 7-Day Average 504,766
Calls: 315,644 (63%)
Puts: 189,121 (37%)
Current vs Prior 7-Day Avg -4.03%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 1.70% | 3.30%5.37% | 9.53%
Prior 1.88% | 3.23%4.84% | 9.67%
Current vs Prior -9.33% | +2.05%+10.94% | -1.44%
Prior 7-Day Avg 2.26% | 3.58%2.81% | 8.47%
Current vs 7-Day Avg -24.45% | -7.91%+91.42% | +12.52%
Prior 7-Day Eod 1.88% | 3.23%4.84% | 9.67%
Current vs 7-Day Eod -9.33% | +2.05%+10.94% | -1.44%
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 18.67% | 16.81%
Calls: 15.71% | 16.94%
Puts: 21.62% | 16.68%
Current vs 7-Day Avg -25.98% | -36.88%
Liquidity Expensive
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🤖 AI Insights

Slightly bearish P/C ratio of 1.02. P/C ratio rising 45% - increased hedging/bearish positioning. Call-heavy open interest (299,563 calls vs 184,873 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
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 8 of results (avg 8.8%, best 7.8%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Aug 283.704.00$3.857.8%2150.99665
$92.00Sep 414.5015.75$15.138.3%20.98--
$103.00Oct 25.506.05$5.789.5%10.73--
$105.00Sep 183.403.75$3.589.8%380.657.0K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 417.1018.60$17.858.4%40.92--
$125.00Sep 1117.3018.85$18.088.6%20.91--
$107.00Sep 182.132.33$2.239.0%1200.49122
$109.00Sep 253.503.85$3.689.5%60.6025

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.94, cheapest $0.94)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Sep 40.880.99$0.9411.7%2500.3974

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 106 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 285.208.95$7.0753.0%90.99639
$103.00Aug 283.704.00$3.857.8%2150.99665
$92.00Aug 2814.7016.40$15.5510.9%40.9817
$92.00Sep 414.5015.75$15.138.3%20.98--
$90.00Aug 2816.0018.90$17.4516.6%30.9810
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Aug 284.355.90$5.1330.2%1651.00--
$113.00Aug 284.157.55$5.8558.1%2401.00--
$116.00Aug 287.3010.55$8.9336.4%21.00--
$118.00Aug 289.1012.30$10.7029.9%61.002
$119.00Aug 2810.1014.00$12.0532.4%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 241 active (total vol 22.7K, top 6.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 280.020.09$0.06116.7%9900.061.7K
$118.00Sep 40.000.29$0.14207.1%6520.05361
$109.00Aug 280.060.14$0.1080.0%6310.12721
$105.00Sep 253.704.30$4.0015.0%5110.66439
$104.00Sep 254.404.90$4.6510.8%4970.71552
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 181.161.72$1.4438.9%6.3K0.353.2K
$108.00Sep 182.422.90$2.6618.0%8190.565.0K
$105.00Aug 280.080.10$0.0922.2%7290.12756
$111.00Aug 282.845.15$4.0057.8%7030.96673
$103.00Aug 280.000.02$0.01200.0%5050.01697

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 27.3%, max 43.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$106.00Aug 28Oct 228.2%20.4%38.7%37281
$107.00Aug 28Oct 226.4%22.0%20.2%180603
$108.00Aug 28Oct 227.9%25.0%11.7%327939
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$107.00Aug 28Sep 2526.4%18.5%43.1%432574
$106.00Aug 28Oct 228.2%20.4%38.7%475627
$108.00Aug 28Oct 227.9%25.0%11.7%139564

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 94 found (best R:R 1.78, avg 3.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$103.00$104.00Aug 28$0.36$0.64$0.3699%1.78$103.36
$101.00$102.00Aug 28$0.40$0.60$0.4097%1.50$101.40
$103.00$104.00Sep 4$0.35$0.65$0.3588%1.86$103.35
$103.00$105.00Oct 2$1.08$0.92$1.0873%0.85$104.08
$105.00$106.00Sep 11$0.51$0.49$0.5174%0.96$105.51
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$109.00Aug 28$0.51$0.49$0.5196%0.96$109.49
$112.00$111.00Sep 11$0.60$0.40$0.6090%0.67$111.40
$106.00$105.00Sep 18$0.10$0.90$0.1041%9.00$105.90
$110.00$109.00Oct 2$0.40$0.60$0.4063%1.50$109.60
$110.00$109.00Sep 4$0.57$0.43$0.5780%0.75$109.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 0.53, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$112.00$113.00Sep 25$0.40$0.40$0.6074%0.67$112.40
$108.00$109.00Sep 11$0.52$0.52$0.4856%1.08$108.52
$109.00$110.00Oct 2$0.53$0.53$0.4758%1.13$109.53
$118.00$119.00Sep 4$0.13$0.13$0.8795%0.15$118.13
$108.00$109.00Sep 18$0.53$0.53$0.4755%1.13$108.53
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$98.00$96.00Sep 25$0.69$0.69$1.3184%0.53$97.31
$106.00$105.00Sep 11$0.53$0.53$0.4761%1.13$105.47
$102.00$101.00Sep 18$0.34$0.34$0.6680%0.52$101.66
$104.00$103.00Sep 18$0.41$0.41$0.5971%0.69$103.59
$106.00$105.00Sep 25$0.48$0.48$0.5259%0.92$105.52

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.80, cheapest $0.79)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Aug 28Sep 4$0.8026.4%22.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Aug 28Sep 4$0.7926.4%22.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 1.06% of stock, avg 5.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$107.00Aug 28$0.52$0.61$1.13$105.87$108.131.06%
$108.00Aug 28$0.21$1.23$1.44$106.56$109.441.35%
$106.00Aug 28$1.21$0.26$1.47$104.53$107.471.38%
$109.00Aug 28$0.10$2.28$2.38$106.62$111.382.23%
$105.00Aug 28$2.55$0.09$2.64$102.36$107.642.47%
$107.00Sep 4$1.32$1.40$2.72$104.28$109.722.55%
$108.00Sep 4$0.93$1.87$2.80$105.20$110.802.62%
$110.00Aug 28$0.06$2.79$2.85$107.15$112.852.67%
$106.00Sep 4$2.12$0.94$3.06$102.94$109.062.86%
$109.00Sep 4$0.65$2.51$3.16$105.84$112.162.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.13% of stock, avg 2.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$102.00Aug 28$0.06$0.08$0.14$101.86$110.14
$111.00$102.00Aug 28$0.07$0.08$0.15$101.85$111.15
$110.00$105.00Aug 28$0.06$0.09$0.15$104.85$110.15
$111.00$105.00Aug 28$0.07$0.09$0.16$104.84$111.16
$109.00$105.00Aug 28$0.10$0.09$0.19$104.81$109.19
$109.00$102.00Aug 28$0.10$0.08$0.18$101.82$109.18
$108.00$105.00Aug 28$0.21$0.09$0.30$104.70$108.30
$108.00$102.00Aug 28$0.21$0.08$0.29$101.71$108.29
$110.00$106.00Aug 28$0.06$0.26$0.32$105.68$110.32
$111.00$106.00Aug 28$0.07$0.26$0.33$105.67$111.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 86 found (best R:R 0.77, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
96/98117/118Sep 25$0.87$1.1372%0.77$97.13$117.87
96/98112/113Sep 25$1.09$0.9158%1.20$96.91$113.09
101/102119/120Sep 18$0.49$0.5173%0.96$101.51$119.49
103/104119/120Sep 18$0.56$0.4464%1.27$103.44$119.56
101/102113/114Sep 18$0.56$0.4462%1.27$101.44$113.56
103/104112/113Sep 25$0.73$0.2744%2.70$103.27$112.73
96/98114/115Sep 25$0.80$1.2068%0.67$97.20$114.80
103/104113/114Sep 18$0.63$0.3753%1.70$103.37$113.63
101/102110/111Sep 18$0.66$0.3448%1.94$101.34$110.66
104/105112/113Sep 25$0.75$0.2539%3.00$104.25$112.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$108.00$109.00$110.00Aug 28$0.07$0.9317%13.29
$107.00$108.00$109.00Aug 28$0.20$0.8036%4.00
$107.00$108.00$109.00Sep 4$0.11$0.8920%8.09
$105.00$106.00$107.00Sep 4$0.13$0.8723%6.69
$109.00$110.00$111.00Sep 4$0.09$0.9115%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$106.00$107.00Aug 28$0.18$0.8241%4.56
$106.00$107.00$108.00Aug 28$0.27$0.7351%2.70
$105.00$106.00$107.00Sep 4$0.10$0.9023%9.00
$104.00$105.00$106.00Aug 28$0.11$0.8923%8.09
$100.00$101.00$102.00Sep 25$0.05$0.956%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. 112 found (best net $-0.33, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$92.00$98.001:2Sep 11-$3.48$2.52
$95.00$100.001:2Sep 18-$3.10$1.90
$102.00$105.001:2Oct 9-$1.94$1.06
$109.00$110.001:2Sep 4-$0.17$0.83
$112.00$113.001:2Sep 25-$0.16$0.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$110.001:2Sep 25-$0.33$4.67
$120.00$115.001:2Sep 18-$2.60$2.40
$109.00$107.001:2Sep 25-$0.26$1.74
$109.00$108.001:2Aug 28-$0.18$0.82
$116.00$113.001:2Aug 28-$2.77$0.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 2.86%, avg 0.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$107.00Oct 2$3.050.520.2%2.86%3.02%613
$108.00Oct 2$2.540.471.1%2.38%3.48%452
$109.00Oct 2$2.080.422.0%1.95%3.99%22
$110.00Oct 2$1.740.373.0%1.63%4.61%10360
$111.00Oct 2$1.420.333.9%1.33%5.24%927
$109.00Sep 25$1.700.432.0%1.59%3.63%35174
$108.00Sep 25$1.940.491.1%1.82%2.92%465
$113.00Oct 2$0.960.255.8%0.90%6.68%1--
$110.00Sep 25$1.300.373.0%1.22%4.19%113453
$111.00Sep 25$1.100.323.9%1.03%4.94%32140

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 15,838
Total Puts 16,155
Put/Call Ratio 1.02
Net Difference -317

Prior's Put/Call Breakdown

Total Calls 18,681
Total Puts 13,127
Put/Call Ratio 0.70
Net Difference 5,554

Prior 7-Day Put/Call Summary

Total Calls 181,542
Total Puts 96,041
Average Put/Call Ratio 0.60
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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