DIS option chain The Walt Disney Company
Cboe delayed options data · as of 20:04 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 ±10.9% (97.93–121.88) · ATM IV 27.7% · P/C open interest 0.63
| 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 | |
| 53.60 | 56.65 | 68 | 1.00 | 0.0002 | 0.000 | 55 | 0 | 0.0600 | 1,833 | 54.7% | -0.00 | 0.0003 | -0.002 | |||
| 48.65 | 51.25 | 134 | 1.00 | 0.0003 | 0.000 | 60 | 0 | 0.1700 | 959 | 54.7% | -0.00 | 0.0005 | -0.002 | |||
| 43.45 | 46.40 | 29 | 1.00 | 0.0004 | 0.000 | 65 | 0 | 0.1800 | 1,295 | 48.5% | -0.01 | 0.0008 | -0.002 | |||
| 38.95 | 41.10 | 187 | 1.00 | 0.0008 | 0.000 | 70 | 0.0100 | 0.1200 | 2 | 1,573 | 40.6% | -0.01 | 0.0012 | -0.003 | ||
| 34.10 | 36.05 | 1 | 138 | 0.99 | 0.0014 | 0.000 | 75 | 0.0900 | 0.1300 | 35 | 2,523 | 37.6% | -0.02 | 0.0019 | -0.004 | |
| 29.25 | 31.10 | 2 | 406 | 0.98 | 0.0026 | 0.000 | 80 | 0.1600 | 0.2600 | 150 | 2,709 | 35.6% | -0.03 | 0.0032 | -0.006 | |
| 24.35 | 26.25 | 532 | 0.97 | 0.0048 | -0.004 | 85 | 0.3000 | 0.3900 | 13 | 5,226 | 32.8% | -0.05 | 0.0055 | -0.010 | ||
| 20.60 | 21.45 | 776 | 30.0% | 0.93 | 0.0085 | -0.010 | 90 | 0.6300 | 0.7600 | 49 | 7,460 | 31.8% | -0.08 | 0.0091 | -0.014 | |
| 16.20 | 16.90 | 1,415 | 29.3% | 0.88 | 0.0136 | -0.017 | 95 | 1.17 | 1.27 | 11 | 6,473 | 30.0% | -0.14 | 0.0140 | -0.020 | |
| 12.05 | 12.80 | 1 | 4,778 | 28.2% | 0.79 | 0.0195 | -0.025 | 100 | 2.12 | 2.24 | 184 | 7,855 | 29.0% | -0.23 | 0.0197 | -0.027 |
| 8.75 | 9.15 | 10 | 2,512 | 28.0% | 0.68 | 0.0246 | -0.030 | 105 | 3.60 | 3.75 | 87 | 3,016 | 28.2% | -0.34 | 0.0247 | -0.032 |
| 6.00 | 6.25 | 88 | 9,537 | 27.7% | 0.54 | 0.0274 | -0.033 | 110 | 5.75 | 5.95 | 10 | 1,460 | 27.7% | -0.47 | 0.0276 | -0.033 |
| 3.85 | 4.05 | 184 | 4,594 | 27.2% | 0.41 | 0.0270 | -0.032 | 115 | 8.60 | 8.80 | 3 | 2,057 | 27.2% | -0.61 | 0.0272 | -0.031 |
| 2.36 | 2.50 | 165 | 8,654 | 27.1% | 0.29 | 0.0237 | -0.028 | 120 | 11.90 | 12.60 | 2,195 | 27.2% | -0.73 | 0.0238 | -0.026 | |
| 1.39 | 1.50 | 72 | 4,933 | 27.1% | 0.19 | 0.0190 | -0.022 | 125 | 15.65 | 17.75 | 607 | 30.0% | -0.82 | 0.0188 | -0.019 | |
| 0.7700 | 0.9000 | 62 | 6,613 | 27.2% | 0.13 | 0.0141 | -0.017 | 130 | 20.30 | 21.35 | 5 | 28.5% | -0.89 | 0.0136 | -0.013 | |
| 0.4000 | 0.5900 | 1 | 2,498 | 27.7% | 0.08 | 0.0100 | -0.012 | 135 | 24.75 | 26.90 | 33.1% | -0.93 | 0.0094 | -0.007 | ||
| 0.3000 | 0.3500 | 25 | 3,528 | 28.7% | 0.05 | 0.0071 | -0.009 | 140 | 29.45 | 31.70 | 34.7% | -0.96 | 0.0071 | -0.003 | ||
| 0.1000 | 0.2500 | 4 | 1,987 | 28.7% | 0.04 | 0.0050 | -0.007 | 145 | 34.55 | 37.05 | 41.4% | -0.99 | 0.0090 | -0.008 | ||
| 0.0900 | 0.1500 | 166 | 17.6K | 29.8% | 0.03 | 0.0036 | -0.005 | 150 | 39.05 | 42.10 | 42.7% | -1.00 | 0.0000 | -0.022 | ||
| 0.0800 | 0.1600 | 2 | 1,435 | 32.5% | 0.02 | 0.0027 | -0.004 | 155 | 43.40 | 47.05 | 40.8% | -1.00 | 0.0000 | -0.022 | ||
| 0.0300 | 0.2100 | 2,367 | 35.0% | 0.01 | 0.0020 | -0.004 | 160 | 48.95 | 52.05 | 49.0% | -1.00 | 0.0000 | -0.022 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs