DIS option chain The Walt Disney Company
Cboe delayed options data · as of 03:35 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 ±21.5% (87.64–135.69) · ATM IV 28.5% · P/C open interest 1.66
| 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 | |
| 51.65 | 55.35 | 7 | 5 | 39.9% | 0.98 | 0.0013 | 0.000 | 60 | 0.1500 | 0.4900 | 205 | 36.4% | -0.02 | 0.0014 | -0.003 | |
| 47.05 | 49.35 | 18.0% | 0.97 | 0.0019 | 0.000 | 65 | 0.3400 | 0.6700 | 1,514 | 35.3% | -0.03 | 0.0020 | -0.004 | |||
| 42.50 | 44.75 | 28.3% | 0.96 | 0.0027 | -0.000 | 70 | 0.6100 | 0.9500 | 138 | 34.3% | -0.05 | 0.0028 | -0.005 | |||
| 38.20 | 40.45 | 21 | 30.7% | 0.94 | 0.0037 | -0.002 | 75 | 1.05 | 1.33 | 52 | 274 | 33.5% | -0.07 | 0.0038 | -0.007 | |
| 33.90 | 36.10 | 1 | 16 | 30.2% | 0.91 | 0.0048 | -0.004 | 80 | 1.54 | 1.84 | 149 | 197 | 32.5% | -0.09 | 0.0050 | -0.008 |
| 29.85 | 32.00 | 30.0% | 0.88 | 0.0062 | -0.006 | 85 | 2.06 | 2.61 | 21 | 311 | 31.4% | -0.13 | 0.0064 | -0.010 | ||
| 25.85 | 28.05 | 11 | 29.3% | 0.84 | 0.0076 | -0.009 | 90 | 2.95 | 3.55 | 21 | 149 | 30.8% | -0.17 | 0.0080 | -0.012 | |
| 22.25 | 24.30 | 1 | 12 | 28.8% | 0.80 | 0.0091 | -0.011 | 95 | 3.55 | 4.70 | 2 | 774 | 29.2% | -0.22 | 0.0095 | -0.014 |
| 19.85 | 20.75 | 49 | 29.6% | 0.74 | 0.0105 | -0.013 | 100 | 5.70 | 6.20 | 565 | 29.9% | -0.27 | 0.0111 | -0.015 | ||
| 16.85 | 17.70 | 105 | 29.3% | 0.69 | 0.0117 | -0.015 | 105 | 7.50 | 8.00 | 31 | 236 | 29.4% | -0.33 | 0.0125 | -0.017 | |
| 14.15 | 14.80 | 2 | 185 | 28.8% | 0.62 | 0.0126 | -0.016 | 110 | 8.85 | 10.25 | 1,411 | 28.2% | -0.40 | 0.0137 | -0.018 | |
| 11.50 | 13.20 | 1 | 325 | 29.2% | 0.56 | 0.0132 | -0.017 | 115 | 11.55 | 12.60 | 38 | 332 | 27.9% | -0.47 | 0.0147 | -0.019 |
| 9.55 | 11.10 | 14 | 284 | 29.2% | 0.50 | 0.0134 | -0.017 | 120 | 14.90 | 15.80 | 6 | 17 | 28.7% | -0.54 | 0.0154 | -0.019 |
| 7.90 | 8.45 | 53 | 401 | 28.1% | 0.44 | 0.0133 | -0.017 | 125 | 18.20 | 19.10 | 15 | 5 | 28.7% | -0.62 | 0.0157 | -0.019 |
| 6.50 | 6.90 | 2 | 236 | 28.1% | 0.38 | 0.0129 | -0.016 | 130 | 21.85 | 23.55 | 18 | 30.0% | -0.68 | 0.0155 | -0.018 | |
| 4.65 | 5.65 | 2 | 70 | 27.3% | 0.33 | 0.0123 | -0.015 | 135 | 25.50 | 27.40 | 29.8% | -0.75 | 0.0148 | -0.016 | ||
| 3.70 | 5.05 | 136 | 27.9% | 0.28 | 0.0115 | -0.014 | 140 | 29.45 | 31.55 | 29.7% | -0.81 | 0.0135 | -0.014 | |||
| 3.30 | 3.85 | 335 | 28.1% | 0.24 | 0.0105 | -0.013 | 145 | 33.70 | 35.90 | 29.8% | -0.86 | 0.0118 | -0.011 | |||
| 2.48 | 3.20 | 61 | 27.9% | 0.20 | 0.0095 | -0.012 | 150 | 38.00 | 40.50 | 29.8% | -0.90 | 0.0099 | -0.008 | |||
| 2.00 | 2.52 | 15 | 27.9% | 0.17 | 0.0085 | -0.011 | 155 | 43.00 | 45.20 | 31.3% | -0.94 | 0.0107 | -0.005 | |||
| 1.66 | 2.19 | 1 | 1,440 | 28.4% | 0.14 | 0.0076 | -0.009 | 160 | 47.60 | 50.20 | 32.3% | -0.97 | 0.0102 | -0.010 | ||
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