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The Walt Disney Company DIS

i

Market dataready · fetched 2026-11-04T01:10:39.175Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:42:17.349314016Z

FundamentalsSEC EDGAR · ready · as of 2026-06-27 · fetched 2026-11-04T01:10:38.639155+00:00

Share price$114.07
1D+1.1%
AH$111.94$112.60$113.26$113.92$114.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDIS
Sold putSold callAH

The Walt Disney Company options

Live interpolated DIS call and put midpoint premiums by absolute delta.The Walt Disney Company$0.26$1.24$2.22$3.20$4.19$110.41$112.39$114.36$116.34$118.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIS spot · $114.07DIS PRICE$0.37$0.49$0.62$0.79$0.96$1.15$1.34$1.63$1.97$2.33$2.69$3.18$3.90$0.37$0.48$0.62$0.77$0.93$1.08$1.25$1.42$1.59$1.80$2.03$2.26$2.48
PutsExpensive1.43×
CallsExpensive1.24×
SkewBullish-5.74 pp
Implied moveBullish±$2.59
TiltBullish11.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.9932.1%2.9%111.4131.5%2.7%
25Δ116.4431.9%2.5%112.0330.6%2.2%
30Δ115.9031.9%2.1%112.4830.8%1.9%
35Δ115.4732.4%1.9%112.9231.0%1.7%
40Δ115.0333.0%1.7%113.3430.7%1.5%
45Δ114.6033.0%1.5%113.7530.2%1.2%
50Δ114.1633.0%1.3%114.1429.6%1.0%
55Δ113.7034.1%1.1%114.5128.8%0.9%
60Δ113.2135.9%1.0%114.8828.0%0.7%
65Δ112.7036.9%0.8%115.2427.3%0.6%
70Δ112.1637.2%0.7%115.6126.6%0.4%
75Δ111.5338.0%0.6%115.9725.9%0.3%
80Δ110.6840.6%0.4%116.2924.3%0.2%

20Δ

Calls
Pseudo strike
116.99
IV
32.1%
B/E move
2.9%
Puts
Pseudo strike
111.41
IV
31.5%
B/E move
2.7%

25Δ

Calls
Pseudo strike
116.44
IV
31.9%
B/E move
2.5%
Puts
Pseudo strike
112.03
IV
30.6%
B/E move
2.2%

30Δ

Calls
Pseudo strike
115.90
IV
31.9%
B/E move
2.1%
Puts
Pseudo strike
112.48
IV
30.8%
B/E move
1.9%

35Δ

Calls
Pseudo strike
115.47
IV
32.4%
B/E move
1.9%
Puts
Pseudo strike
112.92
IV
31.0%
B/E move
1.7%

40Δ

Calls
Pseudo strike
115.03
IV
33.0%
B/E move
1.7%
Puts
Pseudo strike
113.34
IV
30.7%
B/E move
1.5%

45Δ

Calls
Pseudo strike
114.60
IV
33.0%
B/E move
1.5%
Puts
Pseudo strike
113.75
IV
30.2%
B/E move
1.2%

50Δ

Calls
Pseudo strike
114.16
IV
33.0%
B/E move
1.3%
Puts
Pseudo strike
114.14
IV
29.6%
B/E move
1.0%

55Δ

Calls
Pseudo strike
113.70
IV
34.1%
B/E move
1.1%
Puts
Pseudo strike
114.51
IV
28.8%
B/E move
0.9%

60Δ

Calls
Pseudo strike
113.21
IV
35.9%
B/E move
1.0%
Puts
Pseudo strike
114.88
IV
28.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
112.70
IV
36.9%
B/E move
0.8%
Puts
Pseudo strike
115.24
IV
27.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
112.16
IV
37.2%
B/E move
0.7%
Puts
Pseudo strike
115.61
IV
26.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
111.53
IV
38.0%
B/E move
0.6%
Puts
Pseudo strike
115.97
IV
25.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
110.68
IV
40.6%
B/E move
0.4%
Puts
Pseudo strike
116.29
IV
24.3%
B/E move
0.2%

Options history

IV · four-Friday blend32.07%
Daily close
DIS20.1%26.5%33.0%2026-08-05: 30.06%2026-08-06: 28.02%2026-08-07: 22.63%2026-08-10: 23.16%2026-08-11: 23.05%2026-08-12: 21.94%2026-08-13: 23.04%2026-08-14: 20.97%2026-08-17: 22.75%2026-08-18: 24.03%2026-08-19: 23.63%2026-08-20: 24.53%2026-08-21: 20.98%2026-08-24: 25.04%2026-08-25: 22.77%2026-08-26: 21.87%2026-08-27: 22.80%2026-08-28: 21.13%2026-08-31: 21.84%2026-09-01: 23.66%2026-09-02: 22.30%2026-09-03: 22.00%2026-09-04: 21.57%2026-09-08: 24.34%2026-09-09: 26.68%2026-09-10: 26.98%2026-09-11: 23.14%2026-09-14: 25.04%2026-09-15: 26.29%2026-09-16: 25.96%2026-09-17: 24.42%2026-09-18: 23.23%2026-09-21: 25.39%2026-09-22: 24.87%2026-09-23: 26.57%2026-09-24: 25.09%2026-09-25: 24.35%2026-09-28: 25.97%2026-09-29: 25.61%2026-09-30: 26.15%2026-10-01: 26.18%2026-10-02: 22.99%2026-10-05: 24.40%2026-10-06: 24.19%2026-10-07: 24.26%2026-10-08: 26.04%2026-10-09: 22.00%2026-10-12: 24.06%2026-10-13: 25.06%2026-10-14: 27.52%2026-10-15: 25.18%2026-10-16: 25.53%2026-10-19: 26.30%2026-10-20: 27.36%2026-10-21: 25.95%2026-10-22: 26.02%2026-10-23: 27.25%2026-10-26: 28.81%2026-10-27: 28.54%2026-10-28: 28.43%2026-10-29: 28.13%2026-10-30: 32.07%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
30.06%
28.02%
22.63%
23.16%
23.05%
21.94%
23.04%
20.97%
22.75%
24.03%
23.63%
24.53%
20.98%
25.04%
22.77%
21.87%
22.80%
21.13%
21.84%
23.66%
22.30%
22.00%
21.57%
24.34%
26.68%
26.98%
23.14%
25.04%
26.29%
25.96%
24.42%
23.23%
25.39%
24.87%
26.57%
25.09%
24.35%
25.97%
25.61%
26.15%
26.18%
22.99%
24.40%
24.19%
24.26%
26.04%
22.00%
24.06%
25.06%
27.52%
25.18%
25.53%
26.30%
27.36%
25.95%
26.02%
27.25%
28.81%
28.54%
28.43%
28.13%
32.07%