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Walt Disney Options Traders Stay Active Amid New Highs

Walt Disney Co (NYSE:DIS) is trading at 12-month highs thanks to the box office success of "Beauty and the Beast"

Mar 20, 2017 at 3:08 PM
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Walt Disney Co (NYSE:DIS) is in focus today, as Wall Street digests blowout box office numbers for "Beauty and the Beast." In fact, Disney stock earlier hit an annual high of $113.16, and was last seen up 0.8% at $112.63, bringing its year-to-date gain to over 8%. Meanwhile, data suggests recent options traders have been major beneficiaries of the rise in DIS shares.  

disney stock news

Disney Call Options Stay Hot 

For instance, twice as many DIS calls have been purchased for every put during the past 10 weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Call open interest is now nearly twice as large as put open interest -- which is near a 12-month low -- and this skew is particularly evident among near-term speculators. DIS has a Schaeffer's put/call open interest ratio (SOIR) of 0.36, which is an annual low. This means options traders targeting contracts that expire within three months are the most call-focused they've been in at least a year. 

This call bias is continuing today, with DIS call volume nearly tripling put volume. However, it seems today's traders are using the options to bet against Disney stock. For instance, the May 115 call is by far the most popular option, and data from the ISE confirms notable sell-to-open activity. By writing the calls to open, the traders are betting DIS shares will remain below $115 for roughly the next two months. 

Interestingly, now seems to be a much better time to buy premium, not sell it. That's according to Disney's Schaeffer's Volatility Index (SVI) of 12%. This reading is just 6 percentage points from an annual low, suggesting premium on short-term contracts is unusually muted at the moment, historically speaking. 

Wall Street Remains Overly Bullish On Disney Stock

Rounding out the sentiment picture, most covering brokerage firms maintain a positive outlook on Disney. At the moment, 13 of 20 analysts recommend buying the stock, versus just one that says to sell it. In fact, it's hard to find many skeptics on Wall Street. Short interest on Walt Disney Co (NYSE:DIS) is now near the lowest level it's been in at least 14 years, declining by roughly 66% over the past year. 

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