DIS option chain The Walt Disney Company
Cboe delayed options data · as of 14:03 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 ±23.3% (83.61–134.41) · ATM IV 28.8% · P/C open interest 5.39
| 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 | |
| 54.35 | 57.50 | 35.3% | 0.99 | 0.0011 | 0.000 | 55 | 0.1900 | 0.5000 | 5 | 37.9% | -0.02 | 0.0012 | -0.003 | |||
| 50.20 | 52.35 | 4 | 34.8% | 0.98 | 0.0016 | 0.000 | 60 | 0.3500 | 0.6600 | 202 | 36.2% | -0.03 | 0.0018 | -0.004 | ||
| 45.80 | 47.75 | 34.8% | 0.97 | 0.0023 | 0.000 | 65 | 0.5900 | 0.8900 | 229 | 34.8% | -0.04 | 0.0024 | -0.004 | |||
| 41.20 | 42.95 | 31.8% | 0.95 | 0.0032 | -0.001 | 70 | 0.9200 | 1.22 | 41 | 33.6% | -0.06 | 0.0033 | -0.006 | |||
| 37.00 | 38.90 | 32.7% | 0.93 | 0.0042 | -0.003 | 75 | 1.38 | 1.68 | 85 | 32.6% | -0.08 | 0.0044 | -0.007 | |||
| 32.70 | 34.70 | 31.4% | 0.90 | 0.0054 | -0.004 | 80 | 1.99 | 2.33 | 96 | 31.7% | -0.11 | 0.0056 | -0.009 | |||
| 28.75 | 30.75 | 30.8% | 0.86 | 0.0067 | -0.006 | 85 | 2.81 | 3.20 | 126 | 31.1% | -0.15 | 0.0070 | -0.010 | |||
| 25.00 | 27.05 | 7 | 30.2% | 0.82 | 0.0081 | -0.009 | 90 | 3.85 | 4.30 | 93 | 30.4% | -0.19 | 0.0085 | -0.012 | ||
| 22.20 | 22.90 | 15 | 29.7% | 0.77 | 0.0094 | -0.011 | 95 | 5.20 | 5.70 | 46 | 30.0% | -0.24 | 0.0100 | -0.013 | ||
| 19.05 | 19.75 | 9 | 29.3% | 0.72 | 0.0107 | -0.012 | 100 | 6.80 | 7.35 | 55 | 29.4% | -0.30 | 0.0114 | -0.015 | ||
| 16.15 | 16.90 | 11 | 29.0% | 0.66 | 0.0117 | -0.013 | 105 | 8.75 | 9.35 | 5 | 29.0% | -0.36 | 0.0126 | -0.016 | ||
| 13.60 | 14.35 | 2 | 28.7% | 0.60 | 0.0124 | -0.015 | 110 | 11.10 | 11.75 | 1,040 | 28.8% | -0.43 | 0.0136 | -0.016 | ||
| 11.40 | 12.10 | 24 | 28.5% | 0.54 | 0.0128 | -0.015 | 115 | 13.75 | 14.45 | 1 | 28.6% | -0.50 | 0.0143 | -0.017 | ||
| 9.50 | 10.15 | 57 | 28.4% | 0.48 | 0.0129 | -0.015 | 120 | 16.80 | 17.50 | 4 | 28.5% | -0.56 | 0.0146 | -0.017 | ||
| 7.80 | 8.50 | 1 | 120 | 28.3% | 0.43 | 0.0127 | -0.015 | 125 | 20.15 | 20.90 | 3 | 28.4% | -0.63 | 0.0145 | -0.016 | |
| 6.45 | 7.05 | 30 | 28.2% | 0.37 | 0.0123 | -0.015 | 130 | 23.80 | 24.55 | 28.4% | -0.69 | 0.0142 | -0.015 | |||
| 5.25 | 5.80 | 40 | 28.1% | 0.32 | 0.0117 | -0.014 | 135 | 27.75 | 28.50 | 28.5% | -0.75 | 0.0138 | -0.014 | |||
| 4.30 | 4.80 | 2 | 28.1% | 0.28 | 0.0109 | -0.013 | 140 | 31.30 | 33.25 | 1 | 28.6% | -0.80 | 0.0137 | -0.013 | ||
| 3.50 | 4.00 | 4 | 28.1% | 0.24 | 0.0101 | -0.012 | 145 | 35.70 | 37.65 | 28.8% | -0.86 | 0.0141 | -0.013 | |||
| 2.87 | 3.35 | 44 | 28.3% | 0.21 | 0.0092 | -0.011 | 150 | 40.35 | 42.35 | 29.6% | -0.92 | 0.0152 | -0.014 | |||
| 2.34 | 2.76 | 1 | 28.3% | 0.18 | 0.0083 | -0.010 | 155 | 45.10 | 47.15 | 30.4% | -0.96 | 0.0132 | -0.015 | |||
| 1.92 | 2.32 | 7 | 28.5% | 0.15 | 0.0075 | -0.009 | 160 | 50.00 | 52.00 | 31.5% | -0.99 | 0.0031 | -0.015 | |||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs