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Walt Disney Co 2021-04-30 15:59:59 ET (Delayed) Bid: 186.22 Ask: 186.26 Vol 7.866,277 Last: 186.1 Change: +0.69 (+0.37099 Filters By: Volume: Size: Expiration Type: Standard
Walt Disney Co 2021-04-30 15:59:59 ET (Delayed) Bid: 186.22 Ask: 186.26 Vol 7.866,277 Last: 186.1 Change: +0.69 (+0.37099 Filters By: Volume: Size: Expiration Type: Standard Options Range: Near the Money Expiration 2021 July All View Chain Total Records: 6 Puts Ask Options Chain Calls Last Net Bid Vol 16 0.85 15.9 16.2 39 12.7 +0.7 126 12.95 92 9.99 0.615 9.95 10.2 541 7.85 -0.675 7.65 7.85 455 5.9 +0.425 5.9 6.1 518 4.5 0.375 4.45 46 440 IV Delta Gamma int 0.29 0.7 0.01 1463 0.29 0.63 0.02 4051 0.29 0.54 0.02 3650 0.28 0.46 0.02 6500 0.29 0.38 0.02 2687 0.29 0.31 0.01 5937 Fri Jul 16 2021 Strike DIS 175.000 DIS 180.000 DIS 185.000 DIS 190.000 DIS 195.000 DIS 200.000 Last Net Bid Ask 5.01 -0.265 4.9 5.1 6.81 -0.34 6.65 6.9 9.1 -0.425 9 9.15 11.9 -0.475 11.7 11.9 15.82 +0.12 14.85 15.25 19.05 -0.3 18.4 18.9 Vol IV Delta Gamma Int 139 0.29 03 0.01 3055 156 0.29 0.37 0.02 2991 989 0.29 -0.46 0.02 3247 110 0.28 0.54 0.02 2672 8 0.29 -0.62 0.02 2002 130 0.29 0.68 0.01 2135 2. An options trader believed that Disney's stock will not move significantly until July 16, 2021 The trader chose to write two call options on Disney at strike price of $185, and also buy two additional calls at $175 and $195. a) Construct a profit table based on the payoffs on the expiration date. b) Draw the profit graph that depicts the profits given the profit table
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