Tour v526
DIS
DISNEY WALT CO
$106.22 -1.24%
$106.25 (+0.03%)🌙
as of 09/01 06:24 PM
9/1 18:24

Option Volume

Detail
Current (09/01) 20,657
Calls: 10,140 (49%)
Puts: 10,517 (51%)
Prior (08/31) 22,203
Calls: 12,801 (58%)
Puts: 9,402 (42%)
Current vs Prior -6.96%
Calls: -20.79% (Calls)
Puts: +11.86% (Puts)
Prior 7-Day Total 244,417
Calls: 163,678 (67%)
Puts: 80,739 (33%)
Prior 7-Day Average 34,916
Calls: 23,382 (67%)
Puts: 11,534 (33%)
Current vs Prior 7-Day Avg -40.84%
Calls: -56.63%
Puts: -8.82%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/01) $5.27M
Calls: $3.04M (58%)
Puts: $2.23M (42%)
Prior (08/31) $5.00M
Calls: $2.49M (50%)
Puts: $2.50M (50%)
Current vs Prior +5.56%
Calls: +22.06%
Puts: -10.85%
Prior 7-Day Total $58.07M
Calls: $40.97M (71%)
Puts: $17.11M (29%)
Prior 7-Day Average $8.30M
Calls: $5.85M (71%)
Puts: $2.44M (29%)
Current vs Prior 7-Day Avg -36.43%
Calls: -48.04%
Puts: -8.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/01) 1.04
Prior (08/31) 0.73
Current vs Prior +41.21%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg +74.34%
Sentiment BEARISH

Open Interest

Detail
Current (09/01) 416,009
Calls: 234,312 (56%)
Puts: 181,697 (44%)
Prior (08/31) 435,520
Calls: 265,249 (61%)
Puts: 170,271 (39%)
Current vs Prior -4.48%
Prior 7-Day Total 3,284,125
Calls: 2,031,511 (62%)
Puts: 1,252,614 (38%)
Prior 7-Day Average 469,160
Calls: 290,215 (62%)
Puts: 178,944 (38%)
Current vs Prior 7-Day Avg -11.33%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 2.42% | 3.58%4.46% | 9.35%
Prior 2.45% | 3.35%4.32% | 9.05%
Current vs Prior -1.43% | +6.88%+3.21% | +3.33%
Prior 7-Day Avg 2.22% | 3.48%3.81% | 8.94%
Current vs 7-Day Avg +8.94% | +2.89%+17.05% | +4.59%
Prior 7-Day Eod 2.45% | 3.35%4.32% | 9.05%
Current vs 7-Day Eod -1.43% | +6.88%+3.21% | +3.33%
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 15.76% | 13.09%
Calls: 13.05% | 12.60%
Puts: 18.46% | 13.57%
Current vs 7-Day Avg -12.31% | -18.95%
Liquidity Expensive
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🤖 AI Insights

Slightly bearish P/C ratio of 1.04. P/C ratio rising 41% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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 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 17 of results (avg 7.6%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 1811.3011.95$11.635.6%1080.981.1K
$95.00Sep 411.1011.75$11.435.7%41.00--
$105.00Oct 23.703.95$3.836.5%950.59163
$105.00Oct 164.404.70$4.556.6%720.581.6K
$110.00Oct 162.172.32$2.256.7%2850.373.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 162.652.81$2.735.9%1800.423.0K
$110.00Oct 165.205.55$5.386.5%40.64523
$115.00Oct 168.909.60$9.257.6%480.81392
$122.00Sep 414.8016.00$15.407.8%60.92--
$123.00Sep 415.8017.10$16.457.9%21.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.66, cheapest $0.66)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Sep 110.590.72$0.6619.7%860.27288
$114.00Sep 180.220.25$0.2412.5%10.0935
$110.00Sep 180.750.86$0.8113.6%1820.2610.3K
$113.00Sep 250.510.60$0.5516.4%70.17150
$112.00Sep 250.660.78$0.7216.7%60.20--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Oct 160.370.44$0.4117.1%1320.092.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 80 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 411.1011.75$11.435.7%41.00--
$96.00Sep 410.1011.70$10.9014.7%41.00--
$100.00Sep 46.057.55$6.8022.1%60.9861
$95.00Sep 1811.3011.95$11.635.6%1080.981.1K
$94.00Sep 1812.3014.55$13.4316.8%1460.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Sep 46.808.00$7.4016.2%21.00--
$115.00Sep 47.809.00$8.4014.3%41.00--
$116.00Sep 48.1010.85$9.4829.0%41.00--
$118.00Sep 410.6512.10$11.3812.7%21.00--
$119.00Sep 411.5513.10$12.3312.6%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 221 active (total vol 16.7K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 110.330.46$0.4032.5%7160.19495
$109.00Sep 40.200.30$0.2540.0%6740.17544
$108.00Sep 40.320.42$0.3727.0%5770.25434
$115.00Oct 160.921.02$0.9710.3%5460.2017.1K
$110.00Sep 40.100.14$0.1233.3%5320.101.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 180.270.35$0.3125.8%1.3K0.1113.4K
$110.00Sep 184.054.50$4.2810.5%1.2K0.753.0K
$103.00Sep 40.100.18$0.1457.1%8830.11102
$105.00Sep 40.430.56$0.5026.0%7140.30434
$106.00Sep 40.740.91$0.8320.5%5350.45433

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 17.1%, max 29.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Sep 4Oct 228.2%21.8%29.3%45251
$105.00Sep 4Oct 1627.1%22.7%19.4%992.0K
$106.00Sep 4Oct 925.7%21.7%18.9%47124
$109.00Sep 4Oct 929.0%24.6%17.9%707544
$107.00Sep 4Oct 926.7%24.4%9.5%110321
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Sep 4Oct 228.2%21.8%29.3%156916
$105.00Sep 4Oct 1627.1%22.7%19.4%8943.5K
$109.00Sep 4Oct 229.0%24.3%19.3%36719
$106.00Sep 4Oct 225.7%21.8%18.0%565440
$107.00Sep 4Oct 926.7%24.4%9.5%225487

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 3.35, avg 3.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$96.00Sep 18$0.23$0.77$0.2398%3.35$95.23
$95.00$96.00Sep 4$0.53$0.47$0.53100%0.89$95.53
$120.00$125.00Oct 16$0.12$4.88$0.129%40.67$120.12
$108.00$109.00Sep 18$0.20$0.80$0.2038%4.00$108.20
$112.00$113.00Oct 2$0.13$0.87$0.1324%6.69$112.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$104.00$103.00Sep 18$0.13$0.87$0.1331%6.69$103.87
$106.00$105.00Sep 25$0.36$0.64$0.3647%1.78$105.64
$109.00$108.00Oct 2$0.55$0.45$0.5562%0.82$108.45
$101.00$100.00Oct 2$0.14$0.86$0.1421%6.14$100.86
$108.00$107.00Sep 18$0.55$0.45$0.5562%0.82$107.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 0.11, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$121.00$122.00Sep 11$0.29$0.29$0.7191%0.41$121.29
$107.00$108.00Sep 18$0.56$0.56$0.4454%1.27$107.56
$117.00$118.00Sep 25$0.18$0.18$0.8291%0.22$117.18
$115.00$120.00Oct 16$0.61$0.61$4.3980%0.14$115.61
$121.00$122.00Sep 25$0.13$0.13$0.8794%0.15$121.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$96.00$92.00Sep 11$0.41$0.41$3.5990%0.11$95.59
$105.00$100.00Oct 16$1.64$1.64$3.3658%0.49$103.36
$100.00$95.00Oct 16$0.68$0.68$4.3279%0.16$99.32
$100.00$95.00Oct 9$0.57$0.57$4.4381%0.13$99.43
$103.00$100.00Oct 9$0.78$0.78$2.2268%0.35$102.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.59, cheapest $0.52)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Sep 4Sep 11$0.6226.7%23.2%
$106.00Sep 4Sep 11$0.7325.7%22.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Sep 4Sep 11$0.5227.1%23.1%
$107.00Sep 4Sep 11$0.5026.7%23.2%
$106.00Sep 4Sep 11$0.5925.7%22.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 1.88% of stock, avg 5.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$106.00Sep 4$1.17$0.83$2.00$104.00$108.001.88%
$107.00Sep 4$0.71$1.40$2.11$104.89$109.111.99%
$105.00Sep 4$1.81$0.50$2.31$102.69$107.312.17%
$108.00Sep 4$0.37$2.09$2.46$105.54$110.462.32%
$104.00Sep 4$2.60$0.28$2.88$101.12$106.882.71%
$109.00Sep 4$0.25$2.76$3.01$105.99$112.012.83%
$107.00Sep 11$1.33$1.90$3.23$103.77$110.233.04%
$106.00Sep 11$1.90$1.42$3.32$102.68$109.323.13%
$105.00Sep 11$2.42$1.02$3.44$101.56$108.443.24%
$108.00Sep 11$0.98$2.54$3.52$104.48$111.523.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 157 found (cheapest 0.14% of stock, avg 2.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$111.00$102.00Sep 4$0.09$0.06$0.15$101.85$111.15
$110.00$102.00Sep 4$0.12$0.06$0.18$101.82$110.18
$111.00$103.00Sep 4$0.09$0.14$0.23$102.77$111.23
$110.00$103.00Sep 4$0.12$0.14$0.26$102.74$110.26
$109.00$102.00Sep 4$0.25$0.06$0.31$101.69$109.31
$109.00$103.00Sep 4$0.25$0.14$0.39$102.61$109.39
$111.00$104.00Sep 4$0.09$0.28$0.37$103.63$111.37
$110.00$104.00Sep 4$0.12$0.28$0.40$103.60$110.40
$108.00$102.00Sep 4$0.37$0.06$0.43$101.57$108.43
$109.00$104.00Sep 4$0.25$0.28$0.53$103.47$109.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 100 found (best R:R 1.33, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
103/104121/122Sep 11$0.57$0.4364%1.33$103.43$121.57
102/103121/122Sep 11$0.46$0.5472%0.85$102.54$121.46
95/96117/118Sep 25$0.32$0.6884%0.47$95.68$117.32
95/96121/122Sep 25$0.27$0.7386%0.37$95.73$121.27
95/96113/114Sep 25$0.31$0.6976%0.45$95.69$113.31
102/103111/112Sep 18$0.54$0.4653%1.17$102.46$111.54
100/101117/118Sep 25$0.35$0.6572%0.54$100.65$117.35
101/102117/118Sep 25$0.38$0.6268%0.61$101.62$117.38
99/100111/112Sep 18$0.37$0.6368%0.59$99.63$111.37
100/101121/122Sep 25$0.30$0.7074%0.43$100.70$121.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 3.95, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Oct 16$1.02$3.9838%3.90
$110.00$115.00$120.00Oct 16$0.67$4.3328%6.46
$106.00$107.00$108.00Sep 4$0.12$0.8830%7.33
$108.00$109.00$110.00Sep 11$0.06$0.9417%15.67
$105.00$106.00$107.00Sep 25$0.06$0.9413%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Oct 16$1.01$3.9942%3.95
$106.00$107.00$108.00Sep 4$0.12$0.8831%7.33
$103.00$105.00$107.00Oct 9$0.17$1.8320%10.76
$90.00$95.00$100.00Oct 16$0.43$4.5718%10.63
$104.00$105.00$106.00Sep 4$0.11$0.8926%8.09

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 $-0.92, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$105.001:2Oct 16-$0.92$4.08
$101.00$104.001:2Sep 11-$0.46$2.54
$112.00$115.001:2Oct 9-$0.23$2.77
$106.00$107.001:2Sep 4-$0.25$0.75
$120.00$125.001:2Oct 16-$0.12$4.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Oct 16-$0.08$4.92
$115.00$110.001:2Oct 16-$1.51$3.49
$115.00$111.001:2Sep 18-$1.85$2.15
$114.00$111.001:2Sep 4-$1.50$1.50
$103.00$100.001:2Oct 9-$0.08$2.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 2.04%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Oct 16$2.170.373.6%2.04%5.60%2853.6K
$107.00Oct 9$2.800.490.7%2.64%3.37%151
$109.00Oct 9$2.050.402.6%1.93%4.55%33--
$110.00Oct 9$1.770.353.6%1.67%5.23%10366
$107.00Oct 2$2.550.480.7%2.40%3.14%2--
$108.00Oct 2$2.050.431.7%1.93%3.61%455
$112.00Oct 9$1.210.275.4%1.14%6.58%1--
$115.00Oct 16$0.920.208.3%0.87%9.13%54617.1K
$110.00Oct 2$1.390.333.6%1.31%4.87%9--
$108.00Sep 25$1.750.421.7%1.65%3.32%578

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 10,140
Total Puts 10,517
Put/Call Ratio 1.04
Net Difference -377

Prior's Put/Call Breakdown

Total Calls 12,801
Total Puts 9,402
Put/Call Ratio 0.73
Net Difference 3,399

Prior 7-Day Put/Call Summary

Total Calls 163,678
Total Puts 80,739
Average Put/Call Ratio 0.59
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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