DIS option chain The Walt Disney Company
Cboe delayed options data · as of 09:34 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±6.4% (101.00–114.92) · ATM IV 25.2% · P/C open interest 0.24
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 41.55 | 45.45 | 79.2% | 1.00 | 0.0004 | 0.000 | 65 | 0 | 2.13 | 113.9% | -0.00 | 0.0004 | -0.002 | ||||
| 36.65 | 40.45 | 70.7% | 1.00 | 0.0006 | 0.000 | 70 | 0 | 2.13 | 100.3% | -0.00 | 0.0006 | -0.003 | ||||
| 31.65 | 35.50 | 63.5% | 0.99 | 0.0010 | 0.000 | 75 | 0 | 2.13 | 87.4% | -0.01 | 0.0010 | -0.003 | ||||
| 27.10 | 30.50 | 62.3% | 0.99 | 0.0016 | -0.001 | 80 | 0 | 1.35 | 67.0% | -0.01 | 0.0017 | -0.004 | ||||
| 22.35 | 25.55 | 55.0% | 0.99 | 0.0029 | -0.003 | 85 | 0 | 1.98 | 62.2% | -0.01 | 0.0029 | -0.006 | ||||
| 17.80 | 20.65 | 47.5% | 0.97 | 0.0056 | -0.006 | 90 | 0 | 1.95 | 14 | 50.9% | -0.03 | 0.0056 | -0.008 | |||
| 14.00 | 15.75 | 32.7% | 0.95 | 0.0102 | -0.011 | 94 | 0 | 0.9900 | 34.5% | -0.05 | 0.0103 | -0.012 | ||||
| 13.20 | 14.95 | 34.3% | 0.95 | 0.0120 | -0.012 | 95 | 0.0900 | 0.9300 | 14 | 32.9% | -0.06 | 0.0121 | -0.013 | |||
| 12.25 | 13.95 | 32.6% | 0.93 | 0.0141 | -0.014 | 96 | 0 | 1.36 | 33.6% | -0.07 | 0.0142 | -0.015 | ||||
| 11.30 | 12.95 | 30.9% | 0.92 | 0.0166 | -0.016 | 97 | 0 | 2.09 | 36.3% | -0.08 | 0.0168 | -0.017 | ||||
| 10.40 | 12.05 | 30.2% | 0.90 | 0.0195 | -0.018 | 98 | 0 | 1.62 | 31.2% | -0.10 | 0.0198 | -0.020 | ||||
| 9.50 | 11.05 | 28.7% | 0.88 | 0.0227 | -0.021 | 99 | 0 | 1.90 | 30.8% | -0.12 | 0.0230 | -0.022 | ||||
| 8.75 | 10.05 | 1 | 1 | 28.0% | 0.86 | 0.0262 | -0.024 | 100 | 0.4000 | 0.8000 | 3 | 24.3% | -0.14 | 0.0266 | -0.025 | |
| 8.10 | 9.20 | 1 | 28.4% | 0.83 | 0.0298 | -0.027 | 101 | 0.6300 | 0.8400 | 6 | 23.8% | -0.17 | 0.0303 | -0.029 | ||
| 7.10 | 8.30 | 1 | 26.5% | 0.80 | 0.0336 | -0.030 | 102 | 0.5000 | 1.25 | 20 | 1 | 23.2% | -0.20 | 0.0341 | -0.032 | |
| 6.05 | 7.60 | 25.2% | 0.77 | 0.0372 | -0.034 | 103 | 0.8900 | 1.31 | 2 | 2 | 23.1% | -0.24 | 0.0379 | -0.035 | ||
| 5.65 | 6.75 | 25.9% | 0.73 | 0.0406 | -0.036 | 104 | 1.18 | 1.54 | 122 | 1 | 23.0% | -0.28 | 0.0414 | -0.037 | ||
| 5.05 | 5.75 | 6 | 24.8% | 0.68 | 0.0436 | -0.039 | 105 | 1.43 | 2.00 | 31 | 23.3% | -0.32 | 0.0445 | -0.040 | ||
| 4.40 | 5.10 | 2 | 21 | 24.6% | 0.64 | 0.0461 | -0.041 | 106 | 1.73 | 2.42 | 13 | 35 | 23.2% | -0.37 | 0.0472 | -0.042 |
| 3.85 | 4.50 | 2 | 16 | 24.6% | 0.59 | 0.0479 | -0.042 | 107 | 2.07 | 3.20 | 31 | 2 | 24.3% | -0.42 | 0.0492 | -0.043 |
| 3.30 | 3.90 | 1 | 24.3% | 0.54 | 0.0491 | -0.043 | 108 | 2.51 | 4.20 | 2 | 1 | 26.1% | -0.47 | 0.0505 | -0.044 | |
| 2.84 | 3.40 | 1 | 24 | 24.3% | 0.49 | 0.0495 | -0.043 | 109 | 2.83 | 3.60 | 21.3% | -0.52 | 0.0511 | -0.045 | ||
| 2.33 | 2.91 | 368 | 23.8% | 0.44 | 0.0491 | -0.043 | 110 | 3.35 | 5.00 | 8 | 24.1% | -0.57 | 0.0509 | -0.044 | ||
| 2.01 | 2.50 | 1 | 24.0% | 0.40 | 0.0480 | -0.042 | 111 | 3.95 | 5.85 | 25.0% | -0.62 | 0.0500 | -0.043 | |||
| 1.65 | 2.13 | 1 | 23.9% | 0.35 | 0.0462 | -0.040 | 112 | 4.60 | 6.45 | 24.7% | -0.67 | 0.0484 | -0.042 | |||
| 1.08 | 1.80 | 2 | 1 | 22.7% | 0.31 | 0.0438 | -0.038 | 113 | 5.30 | 6.30 | 21.0% | -0.71 | 0.0463 | -0.040 | ||
| 1.09 | 1.58 | 24.0% | 0.27 | 0.0410 | -0.035 | 114 | 6.10 | 7.00 | 20.7% | -0.75 | 0.0436 | -0.037 | ||||
| 0.9000 | 1.14 | 2 | 6 | 23.2% | 0.23 | 0.0378 | -0.033 | 115 | 6.60 | 8.20 | 21.0% | -0.79 | 0.0406 | -0.034 | ||
| 0.7300 | 1.00 | 8 | 23.6% | 0.20 | 0.0345 | -0.030 | 116 | 7.50 | 9.10 | 21.6% | -0.83 | 0.0372 | -0.032 | |||
| 0 | 0.9100 | 20.5% | 0.17 | 0.0310 | -0.027 | 117 | 8.30 | 9.95 | 20.6% | -0.86 | 0.0340 | -0.029 | ||||
| 0.3900 | 1.69 | 29.0% | 0.14 | 0.0276 | -0.024 | 118 | 9.15 | 10.80 | -0.89 | 0.0307 | -0.025 | |||||
| 0.3500 | 0.8500 | 25.6% | 0.12 | 0.0244 | -0.022 | 119 | 9.95 | 11.65 | -0.91 | 0.0284 | -0.023 | |||||
| 0.2500 | 0.4800 | 43 | 3 | 23.6% | 0.10 | 0.0215 | -0.019 | 120 | 10.80 | 12.50 | -0.94 | 0.0273 | -0.021 | |||
| 0 | 1.12 | 28.2% | 0.09 | 0.0188 | -0.017 | 121 | 11.85 | 13.60 | -0.96 | 0.0249 | -0.023 | |||||
| 0 | 1.08 | 29.3% | 0.07 | 0.0164 | -0.015 | 122 | 12.65 | 15.75 | 29.6% | -0.97 | 0.0215 | -0.025 | ||||
| 0 | 2.11 | 37.6% | 0.06 | 0.0143 | -0.014 | 123 | 12.85 | 17.00 | -0.98 | 0.0156 | -0.018 | |||||
| 0 | 2.00 | 10 | 40.1% | 0.05 | 0.0109 | -0.011 | 125 | 14.85 | 18.55 | -1.00 | 0.0059 | -0.011 | ||||
| 0 | 2.15 | 48.3% | 0.02 | 0.0058 | -0.007 | 130 | 19.85 | 23.80 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 2.13 | 54.9% | 0.01 | 0.0033 | -0.005 | 135 | 24.85 | 28.90 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 2.13 | 61.1% | 0.01 | 0.0020 | -0.003 | 140 | 29.95 | 33.60 | -1.00 | 0.0000 | -0.011 | |||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs