DIS option chain The Walt Disney Company
Cboe delayed options data · as of 09:35 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 ±15.1% (93.84–127.19) · ATM IV 29.0% · P/C open interest 1.00
| 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 | |
| 49.55 | 52.20 | 18 | 0.99 | 0.0008 | 0.000 | 60 | 0.0700 | 0.2000 | 445 | 45.1% | -0.01 | 0.0008 | -0.002 | |||
| 44.25 | 47.35 | 10 | 0.99 | 0.0012 | -0.001 | 65 | 0 | 0.3000 | 173 | 40.4% | -0.01 | 0.0012 | -0.003 | |||
| 39.90 | 42.50 | 23 | 0.98 | 0.0018 | -0.002 | 70 | 0.0700 | 0.5000 | 451 | 39.4% | -0.02 | 0.0018 | -0.004 | |||
| 35.75 | 37.70 | 20 | 34.5% | 0.97 | 0.0028 | -0.004 | 75 | 0.1800 | 0.4400 | 878 | 34.9% | -0.03 | 0.0028 | -0.006 | ||
| 31.10 | 33.00 | 225 | 33.5% | 0.95 | 0.0042 | -0.006 | 80 | 0.4200 | 0.6200 | 1,285 | 33.4% | -0.05 | 0.0044 | -0.008 | ||
| 26.70 | 28.45 | 123 | 33.0% | 0.93 | 0.0063 | -0.009 | 85 | 0.5600 | 1.17 | 1,434 | 32.1% | -0.08 | 0.0065 | -0.011 | ||
| 22.30 | 24.10 | 211 | 31.7% | 0.88 | 0.0089 | -0.013 | 90 | 1.35 | 1.57 | 19 | 3,134 | 31.4% | -0.12 | 0.0092 | -0.015 | |
| 18.35 | 19.20 | 9 | 273 | 28.9% | 0.83 | 0.0119 | -0.017 | 95 | 2.20 | 2.48 | 13 | 2,060 | 30.8% | -0.18 | 0.0123 | -0.019 |
| 13.85 | 15.50 | 781 | 26.8% | 0.76 | 0.0149 | -0.021 | 100 | 3.35 | 3.75 | 18 | 2,288 | 30.0% | -0.25 | 0.0156 | -0.022 | |
| 11.40 | 12.45 | 115 | 793 | 28.7% | 0.67 | 0.0174 | -0.024 | 105 | 5.15 | 5.35 | 7 | 1,155 | 29.5% | -0.34 | 0.0184 | -0.026 |
| 8.85 | 9.50 | 112 | 2,534 | 28.6% | 0.58 | 0.0192 | -0.026 | 110 | 7.15 | 7.85 | 3 | 1,286 | 29.4% | -0.44 | 0.0205 | -0.027 |
| 6.50 | 7.05 | 47 | 3,003 | 28.1% | 0.48 | 0.0198 | -0.026 | 115 | 9.40 | 10.90 | 2 | 58 | 28.9% | -0.54 | 0.0212 | -0.028 |
| 4.60 | 5.10 | 15 | 2,004 | 27.6% | 0.39 | 0.0192 | -0.025 | 120 | 12.20 | 13.85 | 41 | 27.5% | -0.64 | 0.0206 | -0.026 | |
| 3.30 | 3.70 | 56 | 1,380 | 27.7% | 0.31 | 0.0176 | -0.023 | 125 | 16.20 | 18.35 | 33 | 29.8% | -0.73 | 0.0187 | -0.023 | |
| 2.31 | 2.62 | 39 | 993 | 27.7% | 0.24 | 0.0155 | -0.020 | 130 | 19.95 | 21.70 | 10 | 27.5% | -0.81 | 0.0160 | -0.020 | |
| 1.64 | 1.92 | 2 | 493 | 28.1% | 0.18 | 0.0131 | -0.017 | 135 | 24.35 | 26.15 | 6 | 27.9% | -0.87 | 0.0129 | -0.015 | |
| 0.9200 | 1.50 | 10 | 499 | 28.0% | 0.13 | 0.0107 | -0.014 | 140 | 28.95 | 30.70 | 28.0% | -0.91 | 0.0101 | -0.011 | ||
| 0.7100 | 1.05 | 1 | 435 | 28.6% | 0.10 | 0.0086 | -0.011 | 145 | 33.65 | 35.55 | 28.8% | -0.95 | 0.0099 | -0.010 | ||
| 0.5600 | 0.7100 | 3 | 148 | 29.0% | 0.07 | 0.0068 | -0.009 | 150 | 38.45 | 41.55 | 36.0% | -0.98 | 0.0073 | -0.014 | ||
| 0.4000 | 0.5100 | 12 | 1,643 | 29.4% | 0.06 | 0.0053 | -0.007 | 155 | 43.50 | 46.10 | 37.1% | -1.00 | 0.0023 | -0.007 | ||
| 0.2700 | 0.3500 | 2 | 644 | 29.5% | 0.04 | 0.0042 | -0.006 | 160 | 48.40 | 51.10 | 39.3% | -1.00 | 0.0000 | -0.007 | ||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs