What is DIS's IV rank?

At the close on Sep 28, 2026, DIS's IV rank was 25 with 30-day implied volatility of 24.9%. IV sits 25% of the way from its one-year low to its one-year high. Its IV percentile was 32: IV is higher than 32% of the past year's readings.

What is the expected move for DIS?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $7.77 (7.4%), a range of $97.82 to $113.36. 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 close on Sep 28, 2026, these OptionClaws preset screens had passing trades on DIS: Cash-Secured Put Entries on Mega Caps (16), Married Put Protection (5). Open a screen in the app to see the individual trades, refreshed intraday.

Is DIS option volume above average?

On Sep 28, 2026, DIS option volume was 1.0x its average, close to normal.

DIS options: IV rank, expected move and trade screens

Walt Disney Co · Communication

As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

DIS closed at $105.59 on Sep 28, 2026 with 30-day implied volatility of 24.9%. That is near the bottom of its one-year range (IV rank 25), so options on DIS are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 32% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $7.77, or 7.4%.

The price is above both its 50-day (+2.3%) and 200-day (+1.5%) moving averages. It is 9.5% below its 52-week high and 14.3% above its 52-week low. The 14-day RSI of 51.5 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.22, about 2.1% of the price, a measure of a typical day's range.

Option volume at the close (21.3K contracts) was 1.0x its average, close to normal. A beta of 0.66 means DIS has tended to move about 0.7 times as much as the broad market. 2 of our preset screens found trades on DIS at the close, led by Cash-Secured Put Entries on Mega Caps with 16 trades.

DIS stats at the close

Price: $105.59; Market cap $182B
Implied volatility: 24.9%; 30-day, at the money
IV rank: 25; IV sits 25% of the way from its one-year low to its one-year high.
IV percentile: 32; IV is higher than 32% of the past year's readings.
ATR (14-day): $2.22; 2.1% of the price on a typical day
RSI (14-day): 51.5; Between 30 and 70, neutral
52-week range: -9.5% from high; +14.3% from the 52-week low
Moving averages: +2.3% vs 50-day; +1.5% vs the 200-day
Beta: 0.66; Sensitivity to the broad market
Option volume: 1.0x avg; 21.3K contracts vs 22.1K 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
Oct 2, 20264 days	27.8%	±$3.08 (2.9%)	$102.51 to $108.67	$2.48
Oct 30, 202632 days	24.9%	±$7.77 (7.4%)	$97.82 to $113.36	$6.20
Nov 20, 202653 days	30.8%	±$12.39 (11.7%)	$93.20 to $117.98	$9.88
Dec 18, 202681 days	29.0%	±$14.44 (13.7%)	$91.15 to $120.03	$11.50

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.

Cash-Secured Put Entries on Mega Caps

Cash-Secured Put

16 trades pass on DIS

Annualized return: 2.4% to 19.1%
Probability of profit: 76.8% to 96.1%

Cash-secured put screener

Married Put Protection

Married Put

5 trades pass on DIS

Probability of profit: 34.2% to 45.0%

Married put screener

DIS options FAQ

What is DIS's IV rank?: At the close on Sep 28, 2026, DIS's IV rank was 25 with 30-day implied volatility of 24.9%. IV sits 25% of the way from its one-year low to its one-year high. Its IV percentile was 32: IV is higher than 32% of the past year's readings.
What is the expected move for DIS?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $7.77 (7.4%), a range of $97.82 to $113.36. 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 close on Sep 28, 2026, these OptionClaws preset screens had passing trades on DIS: Cash-Secured Put Entries on Mega Caps (16), Married Put Protection (5). Open a screen in the app to see the individual trades, refreshed intraday.
Is DIS option volume above average?: On Sep 28, 2026, DIS option volume was 1.0x its average, close to normal.

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