DIS option chain The Walt Disney Company
Cboe delayed options data · as of 15:35 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 ±7.9% (102.54–120.04) · ATM IV 33.7% · P/C open interest 0.73
| 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 | |
| 50.25 | 53.00 | 3 | 105.1% | 0.99 | 0.0005 | -0.000 | 60 | 0 | 0.2800 | 54 | 99.8% | -0.01 | 0.0006 | -0.007 | ||
| 45.30 | 47.75 | 2 | 81.2% | 0.99 | 0.0008 | -0.002 | 65 | 0 | 0.2800 | 60 | 88.2% | -0.01 | 0.0008 | -0.007 | ||
| 40.30 | 42.90 | 4 | 76.6% | 0.99 | 0.0011 | -0.003 | 70 | 0 | 0.2800 | 355 | 77.3% | -0.01 | 0.0011 | -0.008 | ||
| 35.35 | 38.00 | 44 | 70.2% | 0.99 | 0.0015 | -0.005 | 75 | 0 | 0.2800 | 786 | 67.2% | -0.01 | 0.0015 | -0.009 | ||
| 30.45 | 32.80 | 150 | 55.7% | 0.98 | 0.0022 | -0.007 | 80 | 0.0100 | 0.3400 | 849 | 59.7% | -0.02 | 0.0022 | -0.011 | ||
| 25.50 | 27.75 | 53 | 45.4% | 0.98 | 0.0035 | -0.010 | 85 | 0.0500 | 0.3300 | 1,749 | 50.9% | -0.02 | 0.0035 | -0.013 | ||
| 21.60 | 22.40 | 8,011 | 49.9% | 0.96 | 0.0058 | -0.015 | 90 | 0.1400 | 0.2200 | 1 | 9,199 | 41.4% | -0.04 | 0.0059 | -0.018 | |
| 16.25 | 17.80 | 8,372 | 39.8% | 0.93 | 0.0105 | -0.024 | 95 | 0.2800 | 0.4400 | 1 | 11.4K | 37.7% | -0.07 | 0.0106 | -0.026 | |
| 12.15 | 14.25 | 34.6% | 0.88 | 0.0168 | -0.036 | 99 | 0.6100 | 1.13 | 4 | 38.6% | -0.12 | 0.0169 | -0.038 | |||
| 12.35 | 13.05 | 2,529 | 39.5% | 0.86 | 0.0186 | -0.040 | 100 | 0.7600 | 0.9000 | 183 | 4,896 | 35.7% | -0.14 | 0.0188 | -0.041 | |
| 10.45 | 12.40 | 33.5% | 0.84 | 0.0206 | -0.043 | 101 | 0.8500 | 1.15 | 1 | 35 | 35.7% | -0.16 | 0.0207 | -0.045 | ||
| 9.60 | 11.50 | 32.8% | 0.82 | 0.0226 | -0.047 | 102 | 1.08 | 1.32 | 4 | 13 | 35.8% | -0.18 | 0.0227 | -0.049 | ||
| 9.40 | 10.70 | 1 | 36.1% | 0.80 | 0.0245 | -0.051 | 103 | 1.17 | 1.54 | 1 | 35.0% | -0.21 | 0.0247 | -0.052 | ||
| 9.15 | 9.80 | 1 | 1 | 37.7% | 0.77 | 0.0265 | -0.054 | 104 | 1.49 | 1.66 | 2 | 2 | 34.7% | -0.23 | 0.0267 | -0.056 |
| 8.35 | 8.95 | 58 | 4,583 | 36.6% | 0.74 | 0.0283 | -0.058 | 105 | 1.75 | 1.92 | 171 | 7,100 | 34.5% | -0.26 | 0.0286 | -0.059 |
| 7.60 | 8.50 | 1 | 3 | 37.3% | 0.71 | 0.0301 | -0.061 | 106 | 2.04 | 2.25 | 10 | 34.6% | -0.29 | 0.0304 | -0.062 | |
| 7.00 | 7.45 | 4 | 1 | 35.8% | 0.68 | 0.0316 | -0.064 | 107 | 2.35 | 2.56 | 6 | 11 | 34.3% | -0.32 | 0.0320 | -0.065 |
| 6.20 | 7.00 | 1 | 5 | 35.7% | 0.65 | 0.0331 | -0.066 | 108 | 2.68 | 2.91 | 144 | 15 | 33.8% | -0.35 | 0.0334 | -0.067 |
| 5.70 | 6.35 | 35.8% | 0.61 | 0.0343 | -0.068 | 109 | 3.00 | 3.25 | 7 | 33.5% | -0.39 | 0.0347 | -0.069 | |||
| 5.20 | 5.40 | 10 | 8,501 | 34.6% | 0.58 | 0.0352 | -0.069 | 110 | 3.45 | 3.70 | 58 | 3,654 | 33.5% | -0.42 | 0.0357 | -0.070 |
| 4.60 | 4.85 | 3 | 34.2% | 0.54 | 0.0359 | -0.070 | 111 | 3.90 | 4.15 | 1 | 1 | 33.3% | -0.46 | 0.0364 | -0.071 | |
| 4.10 | 4.70 | 4 | 178 | 35.2% | 0.51 | 0.0362 | -0.070 | 112 | 4.40 | 4.65 | 1 | 33.1% | -0.50 | 0.0368 | -0.071 | |
| 3.60 | 3.90 | 2 | 55 | 33.6% | 0.47 | 0.0363 | -0.069 | 113 | 4.75 | 5.20 | 1 | 2 | 32.3% | -0.53 | 0.0369 | -0.070 |
| 3.25 | 3.50 | 1 | 33.9% | 0.44 | 0.0360 | -0.069 | 114 | 5.40 | 5.75 | 32.4% | -0.57 | 0.0366 | -0.069 | |||
| 2.82 | 3.05 | 123 | 10.1K | 33.5% | 0.40 | 0.0354 | -0.067 | 115 | 5.95 | 6.35 | 18 | 752 | 32.0% | -0.61 | 0.0361 | -0.068 |
| 2.42 | 2.82 | 4 | 13 | 33.7% | 0.37 | 0.0346 | -0.065 | 116 | 6.65 | 7.05 | 32.3% | -0.64 | 0.0353 | -0.066 | ||
| 2.18 | 2.38 | 8 | 12 | 33.5% | 0.33 | 0.0334 | -0.063 | 117 | 7.15 | 7.85 | 31.9% | -0.67 | 0.0343 | -0.064 | ||
| 1.89 | 2.08 | 14 | 42 | 33.4% | 0.30 | 0.0321 | -0.060 | 118 | 8.05 | 9.40 | 36.3% | -0.71 | 0.0330 | -0.061 | ||
| 1.61 | 1.90 | 9 | 33.6% | 0.27 | 0.0306 | -0.057 | 119 | 8.60 | 9.85 | 34.1% | -0.74 | 0.0316 | -0.058 | |||
| 1.45 | 1.55 | 310 | 5,877 | 33.3% | 0.24 | 0.0290 | -0.054 | 120 | 9.25 | 10.85 | 150 | 34.6% | -0.77 | 0.0300 | -0.055 | |
| 1.20 | 1.42 | 3 | 33.5% | 0.22 | 0.0273 | -0.050 | 121 | 10.05 | 12.25 | 37.7% | -0.79 | 0.0284 | -0.051 | |||
| 1.02 | 1.24 | 5 | 1 | 33.5% | 0.19 | 0.0254 | -0.046 | 122 | 10.70 | 13.05 | 36.9% | -0.82 | 0.0266 | -0.047 | ||
| 0.5100 | 1.19 | 1 | 32.0% | 0.17 | 0.0236 | -0.043 | 123 | 11.60 | 13.90 | 37.5% | -0.84 | 0.0248 | -0.043 | |||
| 0.7400 | 1.06 | 34.4% | 0.15 | 0.0216 | -0.039 | 124 | 12.50 | 14.35 | 35.4% | -0.87 | 0.0230 | -0.040 | ||||
| 0.6000 | 0.7400 | 28 | 3,713 | 32.9% | 0.13 | 0.0198 | -0.035 | 125 | 13.45 | 15.15 | 35.4% | -0.89 | 0.0211 | -0.036 | ||
| 0.2100 | 0.3500 | 13 | 1,352 | 32.9% | 0.07 | 0.0118 | -0.022 | 130 | 17.70 | 20.00 | 34.0% | -0.95 | 0.0138 | -0.023 | ||
| 0.0600 | 0.2200 | 1 | 922 | 34.4% | 0.04 | 0.0073 | -0.015 | 135 | 22.65 | 24.95 | 38.3% | -0.98 | 0.0080 | -0.016 | ||
| 0 | 0.1800 | 413 | 37.1% | 0.03 | 0.0048 | -0.012 | 140 | 27.30 | 29.95 | -1.00 | 0.0032 | -0.013 | ||||
| 0 | 0.3100 | 733 | 45.5% | 0.02 | 0.0034 | -0.009 | 145 | 32.10 | 34.95 | -1.00 | 0.0011 | -0.011 | ||||
| 0 | 0.1800 | 469 | 46.4% | 0.01 | 0.0025 | -0.008 | 150 | 37.40 | 39.95 | -1.00 | 0.0002 | -0.011 | ||||
| 0 | 0.2000 | 82 | 51.4% | 0.01 | 0.0019 | -0.007 | 155 | 42.40 | 44.95 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.1000 | 134 | 50.9% | 0.01 | 0.0015 | -0.006 | 160 | 47.40 | 49.95 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.1000 | 89 | 54.6% | 0.01 | 0.0012 | -0.005 | 165 | 52.05 | 55.30 | -1.00 | 0.0000 | -0.011 | ||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs