DIS option chain The Walt Disney Company
Cboe delayed options data · as of 06:35 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 ±15.8% (94.02–129.32) · ATM IV 28.3% · P/C open interest 0.74
| 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 | |
| 50.35 | 53.60 | 0.99 | 0.0009 | 0.000 | 60 | 0 | 0.2100 | 157 | 41.2% | -0.01 | 0.0009 | -0.003 | ||||
| 45.55 | 48.80 | 0.99 | 0.0013 | 0.000 | 65 | 0.0200 | 0.2800 | 38.3% | -0.02 | 0.0013 | -0.003 | |||||
| 40.75 | 44.00 | 0.98 | 0.0019 | 0.000 | 70 | 0.1200 | 0.3800 | 272 | 36.6% | -0.02 | 0.0020 | -0.004 | ||||
| 36.50 | 38.75 | 0.97 | 0.0028 | 0.000 | 75 | 0.1200 | 0.7400 | 37 | 35.4% | -0.04 | 0.0029 | -0.006 | ||||
| 31.85 | 34.10 | 2 | 26.6% | 0.95 | 0.0042 | -0.001 | 80 | 0.4800 | 0.7600 | 4 | 136 | 33.1% | -0.05 | 0.0043 | -0.008 | |
| 27.35 | 29.55 | 33 | 27.8% | 0.92 | 0.0060 | -0.004 | 85 | 0.7900 | 1.14 | 65 | 31.7% | -0.08 | 0.0062 | -0.010 | ||
| 23.00 | 25.05 | 14 | 27.3% | 0.88 | 0.0083 | -0.008 | 90 | 1.44 | 1.77 | 2 | 106 | 31.2% | -0.12 | 0.0086 | -0.013 | |
| 19.05 | 21.10 | 72 | 28.0% | 0.83 | 0.0109 | -0.012 | 95 | 2.25 | 2.66 | 143 | 96 | 30.4% | -0.18 | 0.0114 | -0.017 | |
| 16.15 | 17.15 | 1 | 34 | 29.1% | 0.77 | 0.0136 | -0.016 | 100 | 3.45 | 3.85 | 108 | 281 | 29.7% | -0.24 | 0.0142 | -0.020 |
| 11.95 | 13.90 | 123 | 27.2% | 0.69 | 0.0159 | -0.019 | 105 | 4.85 | 5.65 | 79 | 23 | 29.1% | -0.33 | 0.0169 | -0.022 | |
| 9.90 | 10.80 | 53 | 205 | 28.0% | 0.60 | 0.0177 | -0.021 | 110 | 7.05 | 7.55 | 61 | 194 | 28.6% | -0.42 | 0.0190 | -0.024 |
| 7.50 | 8.15 | 111 | 98 | 27.4% | 0.51 | 0.0185 | -0.022 | 115 | 9.60 | 10.30 | 156 | 28.5% | -0.51 | 0.0202 | -0.024 | |
| 5.60 | 6.10 | 87 | 141 | 27.2% | 0.43 | 0.0184 | -0.022 | 120 | 11.75 | 14.25 | 1 | 28.3% | -0.61 | 0.0202 | -0.023 | |
| 3.45 | 4.50 | 35 | 109 | 25.9% | 0.34 | 0.0174 | -0.021 | 125 | 16.05 | 17.35 | 28.9% | -0.70 | 0.0190 | -0.020 | ||
| 2.81 | 3.45 | 1 | 471 | 27.1% | 0.27 | 0.0157 | -0.019 | 130 | 19.85 | 21.15 | 1 | 28.6% | -0.78 | 0.0168 | -0.017 | |
| 2.02 | 2.44 | 2 | 49 | 27.1% | 0.21 | 0.0136 | -0.016 | 135 | 24.00 | 26.00 | 7 | 30.2% | -0.85 | 0.0140 | -0.012 | |
| 1.35 | 1.85 | 352 | 27.2% | 0.16 | 0.0115 | -0.014 | 140 | 28.25 | 30.30 | 29.6% | -0.90 | 0.0110 | -0.007 | |||
| 1.01 | 1.21 | 3 | 46 | 27.2% | 0.12 | 0.0094 | -0.011 | 145 | 33.10 | 35.20 | 32.0% | -0.93 | 0.0082 | -0.003 | ||
| 0.6400 | 0.9500 | 2 | 84 | 27.5% | 0.09 | 0.0076 | -0.009 | 150 | 37.85 | 40.10 | 33.7% | -0.97 | 0.0107 | -0.000 | ||
| 0.2700 | 0.7000 | 80 | 139 | 26.8% | 0.07 | 0.0060 | -0.008 | 155 | 41.85 | 45.50 | 33.9% | -0.99 | 0.0034 | -0.020 | ||
| 0.1400 | 0.7100 | 82 | 105 | 28.2% | 0.05 | 0.0048 | -0.006 | 160 | 46.85 | 50.40 | 36.0% | -1.00 | 0.0000 | -0.028 | ||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs