Retail option trading volume has experienced an unprecedented growth over the last years, yet evidence on factors that affect retail option trading is still sparse. We empirically examine the change in individual option trading around firms’ voluntary 8-K filings with the SEC. Using an event-study design and controlling for firm-specific time trends in trading, we document four key results. First, a statistically and economically significant increase in retail option trading on the filing day of a voluntary 8-K. Second, that these effects are more pronounced for the release of voluntary disclosure with a positive market-adjusted buy-and-hold return. Third, that the demand for access of disclosures on EDGAR rises concurrently with the increase in retail option trading volume. Finally, that retail option traders react faster to the voluntary disclosure news compared to less sophisticated and more attention-induced Robinhood traders in equity markets. Taken together, the results are consistent with an increase in retail option trading based on information processing. Our research design and additional robustness tests alleviate endogeneity concerns. We contribute to the literature examining the relationship between firm disclosure and trading volume and to the literature on information processing of retail investors.