What is DIS's IV rank?

At the last close, DIS's IV rank was 60 with 30-day implied volatility of 32.8%. IV sits 60% of the way from its one-year low to its one-year high. Its IV percentile was 67: IV is higher than 67% of the past year's readings.

What is the expected move for DIS?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $10.98 (9.2%), a range of $107.99 to $129.95. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on DIS?

At the last close, these OptionClaws preset screens had passing trades on DIS: Bull Put Spreads at 52-Week Highs (75), Bear Call Spreads on Overbought Stocks (68), Cash-Secured Put Entries on Mega Caps (33), Long Call Butterflies for Pinning (30), Iron Condor, 2-ATR Profit Zone (11). Open a screen in the app to see the individual trades, refreshed intraday.

Is DIS option volume above average?

At the last close, DIS option volume was 0.9x its average, close to normal.

DIS options: IV rank, expected move and trade screens

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In the app, stock prices are live and options data is refreshed intraday.

DIS last closed at $118.97 with 30-day implied volatility of 32.8%. That is in the upper half of its one-year range (IV rank 60), so premiums are somewhat richer than usual for DIS. Measured by IV percentile, IV is higher than 67% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $10.98, or 9.2%.

The price is above both its 50-day (+8.9%) and 200-day (+14.6%) moving averages. It is trading within 0.6% of its 52-week high. The 14-day RSI of 67.0 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.37, about 2.0% of the price, a measure of a typical day's range.

Option volume at the close (19.4K contracts) was 0.9x its average, close to normal. A beta of 0.61 means DIS has tended to move about 0.6 times as much as the broad market. 5 of our preset screens found trades on DIS at the close, led by Bull Put Spreads at 52-Week Highs with 75 trades.

DIS stats at the close

Price: $118.97; Market cap $205B
Implied volatility: 32.8%; 30-day, at the money
IV rank: 60; IV sits 60% of the way from its one-year low to its one-year high.
IV percentile: 67; IV is higher than 67% of the past year's readings.
ATR (14-day): $2.37; 2.0% of the price on a typical day
RSI (14-day): 67.0; Between 30 and 70, neutral
52-week range: -0.6% from high; +28.7% from the 52-week low
Moving averages: +8.9% vs 50-day; +14.6% vs the 200-day
Beta: 0.61; Sensitivity to the broad market
Option volume: 0.9x avg; 19.4K contracts vs 21.9K average

DIS expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	54.4%	±$8.97 (7.5%)	$110.00 to $127.94	$7.15
Dec 11, 202628 days	33.3%	±$10.98 (9.2%)	$107.99 to $129.95	$8.75
Jan 15, 202763 days	27.6%	±$13.66 (11.5%)	$105.31 to $132.63	$10.90

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for DIS from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bull Put Spreads at 52-Week Highs

Bull Put Spread

75 trades pass on DIS

Return on risk: 20.1% to 75.4%
Probability of profit: 60.1% to 97.6%

Bull put spread screener

Bear Call Spreads on Overbought Stocks

Bear Call Spread

68 trades pass on DIS

Return on risk: 3.6% to 55.0%
Probability of profit: 65.8% to 94.0%

Bear call spread screener

Cash-Secured Put Entries on Mega Caps

Cash-Secured Put

33 trades pass on DIS

Annualized return: 3.7% to 49.7%
Probability of profit: 71.3% to 98.9%

Cash-secured put screener

Long Call Butterflies for Pinning

Call Butterfly

30 trades pass on DIS

Return on risk: 175.9% to 1,000%+
Probability of profit: 7.5% to 67.7%

Butterfly spread screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

11 trades pass on DIS

Return on risk: 22.7% to 69.5%
Probability of profit: 72.7% to 94.0%

Iron condor scanner

DIS options FAQ

What is DIS's IV rank?: At the last close, DIS's IV rank was 60 with 30-day implied volatility of 32.8%. IV sits 60% of the way from its one-year low to its one-year high. Its IV percentile was 67: IV is higher than 67% of the past year's readings.
What is the expected move for DIS?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $10.98 (9.2%), a range of $107.99 to $129.95. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on DIS?: At the last close, these OptionClaws preset screens had passing trades on DIS: Bull Put Spreads at 52-Week Highs (75), Bear Call Spreads on Overbought Stocks (68), Cash-Secured Put Entries on Mega Caps (33), Long Call Butterflies for Pinning (30), Iron Condor, 2-ATR Profit Zone (11). Open a screen in the app to see the individual trades, refreshed intraday.
Is DIS option volume above average?: At the last close, DIS option volume was 0.9x its average, close to normal.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.