DIS option chain The Walt Disney Company
Cboe delayed options data · as of 16:03 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 ±6.2% (98.83–111.91) · ATM IV 22.6% · P/C open interest 0.78
| 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 | |
| 48.80 | 52.65 | 1 | 78.4% | 1.00 | 0.0002 | -0.001 | 55 | 0 | 0.6500 | 5 | 103.8% | -0.00 | 0.0002 | -0.001 | ||
| 43.80 | 47.70 | 2 | 68.7% | 1.00 | 0.0003 | -0.002 | 60 | 0 | 0.2500 | 13 | 78.6% | -0.00 | 0.0003 | -0.002 | ||
| 39.35 | 42.70 | 78.8% | 1.00 | 0.0005 | -0.002 | 65 | 0 | 0.0300 | 10 | 53.1% | -0.00 | 0.0005 | -0.002 | |||
| 34.85 | 37.70 | 9 | 76.4% | 1.00 | 0.0008 | -0.003 | 70 | 0 | 0.2500 | 242 | 59.3% | -0.01 | 0.0008 | -0.003 | ||
| 30.05 | 32.75 | 31 | 68.4% | 0.99 | 0.0014 | -0.004 | 75 | 0 | 0.2500 | 476 | 50.5% | -0.01 | 0.0014 | -0.004 | ||
| 25.30 | 27.00 | 282 | 50.8% | 0.99 | 0.0025 | -0.005 | 80 | 0.0100 | 0.0600 | 13 | 2,292 | 35.2% | -0.01 | 0.0025 | -0.005 | |
| 20.60 | 22.80 | 44 | 52.3% | 0.98 | 0.0046 | -0.007 | 85 | 0.0400 | 0.2900 | 1,986 | 36.0% | -0.02 | 0.0046 | -0.008 | ||
| 15.85 | 17.10 | 294 | 38.0% | 0.96 | 0.0089 | -0.011 | 90 | 0.1100 | 0.2100 | 3,492 | 27.8% | -0.04 | 0.0091 | -0.011 | ||
| 11.05 | 13.10 | 590 | 35.4% | 0.90 | 0.0188 | -0.018 | 95 | 0.3600 | 0.4500 | 33 | 2,409 | 24.9% | -0.10 | 0.0191 | -0.019 | |
| 6.95 | 7.15 | 37 | 2,655 | 23.7% | 0.77 | 0.0353 | -0.030 | 100 | 1.14 | 1.20 | 295 | 14.5K | 23.7% | -0.23 | 0.0361 | -0.031 |
| 3.65 | 3.75 | 677 | 2,075 | 22.6% | 0.56 | 0.0482 | -0.038 | 105 | 2.81 | 2.87 | 151 | 3,104 | 22.7% | -0.45 | 0.0499 | -0.039 |
| 1.60 | 1.67 | 154 | 3,695 | 22.4% | 0.33 | 0.0447 | -0.034 | 110 | 5.70 | 5.95 | 26 | 535 | 22.6% | -0.70 | 0.0476 | -0.036 |
| 0.6000 | 0.6300 | 99 | 17.8K | 22.6% | 0.15 | 0.0291 | -0.023 | 115 | 9.15 | 10.15 | 337 | 16.6% | -0.88 | 0.0326 | -0.026 | |
| 0.2100 | 0.2500 | 46 | 4,541 | 23.6% | 0.07 | 0.0152 | -0.013 | 120 | 14.10 | 15.05 | 6 | 74 | -0.97 | 0.0134 | -0.011 | |
| 0.0700 | 0.2100 | 4 | 4,184 | 26.8% | 0.03 | 0.0076 | -0.007 | 125 | 18.30 | 20.10 | -1.00 | 0.0030 | -0.002 | |||
| 0.0300 | 0.2300 | 1,190 | 31.4% | 0.02 | 0.0041 | -0.004 | 130 | 23.55 | 25.45 | -1.00 | 0.0005 | -0.000 | ||||
| 0 | 0.0500 | 329 | 28.9% | 0.01 | 0.0023 | -0.003 | 135 | 28.30 | 30.30 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.2400 | 88 | 40.0% | 0.01 | 0.0014 | -0.002 | 140 | 33.10 | 35.60 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.2600 | 17 | 44.6% | 0.00 | 0.0009 | -0.001 | 145 | 38.10 | 40.95 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.1100 | 16 | 43.3% | 0.00 | 0.0006 | -0.001 | 150 | 43.10 | 46.00 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.2000 | 9 | 50.5% | 0.00 | 0.0004 | -0.001 | 155 | 48.10 | 51.00 | -1.00 | 0.0000 | 0.000 | ||||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs