Communication Services Consumer/Industrial Live Data Updated 2025-12-30

DIS Options

The Walt Disney Company Options Chain, Implied Volatility & Greeks

Comprehensive options market data for The Walt Disney Company (DIS). Explore implied volatility patterns, options chain liquidity, gamma exposure levels for the global entertainment and media conglomerate.

DIS Options at a Glance

Daily Volume: 150K+ contracts
Bid-Ask Spread: $0.02 - $0.05 ATM
Open Interest: 2M+ contracts
IV Range: 20% - 55%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: February 2025
Daily Volume
150K+ contracts
Open Interest
2M+
ATM Spread
$0.02-0.05
IV Range
20-55%
Dividend
Semi-annual
Focus
Streaming Transition

1 About The Walt Disney Company (DIS)

The Walt Disney Company is a diversified worldwide entertainment company with operations in media networks (ESPN, ABC), parks and experiences, studio entertainment, and direct-to-consumer streaming (Disney+, Hulu, ESPN+). The company is managing the transition from linear TV to streaming while maintaining its parks and content empire.

Company Profile

Sector Communication Services
Industry Entertainment
Market Cap $200B+
Exchange NYSE

Key Dates

Next Earnings February 2025
Earnings Frequency Quarterly
Dividend Schedule Semi-annual (reinstated 2024)
Fiscal Year End September

Disney is transitioning from legacy media to streaming while maintaining its irreplaceable content franchises (Marvel, Star Wars, Pixar) and world-class theme parks.

2 DIS Options Market Overview

DIS options are highly liquid with strong institutional participation. The stock balances streaming growth concerns with parks strength and content value.

Average Daily Volume 150K+ contracts
Total Open Interest 2M+ contracts
Put/Call Ratio 0.60 - 0.85 typical
Typical ATM Spread $0.02 - $0.05 ATM
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Excellent

DIS options are very liquid with tight spreads. Volume increases around earnings and major film releases.

3 DIS Volatility Profile

DIS implied volatility reflects streaming transition uncertainty and park performance variability. IV is moderate for a media company.

Low IV Environment
20% - 28%
Below average volatility
Typical IV Range
28% - 38%
Normal conditions
Elevated IV
38% - 55%
Above average volatility

Earnings Impact

IV builds before quarterly earnings. Streaming subscribers, parks revenue, and content slate are key focus areas.

Historical Volatility vs IV

IV trades at modest premium reflecting transition execution risk.

Term Structure

Usually contango with steepening into earnings.

View DIS IV Analytics

DIS Gamma Exposure (GEX)

Gamma Exposure analysis for DIS shows institutional hedging patterns around earnings and key price levels.

Typical GEX Profile: DIS typically operates in positive gamma with orderly dealer hedging.

Key Levels: $5 strike intervals attract institutional positioning. Round numbers are significant.

Dealer Hedging: Dealer hedging is orderly given high institutional ownership.

View Live DIS GEX

4 Common DIS Options Strategies

These are strategies commonly used by traders on DIS options, based on typical market characteristics. This is not investment advice.

Generate income on DIS holdings. Moderate IV provides reasonable premiums.

Accumulate DIS at lower prices. The company's brands and content have lasting value.

LEAPS Calls Long-Term

Long-term bet on streaming profitability and parks strength.

Vertical Spreads Directional

Defined-risk plays around earnings and major film releases.

Range-bound strategies during quiet periods between catalysts.

Key Considerations for DIS Options

  • Disney+ subscriber growth and path to profitability are key streaming metrics
  • Parks segment provides stable, high-margin revenue
  • ESPN's future (potential spin-off) is a strategic overhang
  • Content costs are high but franchises (Marvel, Star Wars) are valuable
  • Linear TV decline (ESPN, ABC) pressures traditional media segment
  • Dividend was reinstated in 2024, signaling financial stability

Frequently Asked Questions: DIS Options

How liquid are DIS options?

DIS options are very liquid with average daily volume exceeding 150,000 contracts and tight spreads at major strikes.

What is DIS's typical implied volatility?

DIS implied volatility typically ranges from 20% to 55%. Normal conditions see IV between 28-38%, moderate for a media company.

What drives Disney stock?

Disney+ subscriber growth, parks attendance and spending, box office performance, and ESPN's future are the key drivers of DIS stock price.

Does Disney pay a dividend?

Disney reinstated its dividend in 2024 after suspending it during COVID. It currently pays a semi-annual dividend.

When does DIS report earnings?

DIS reports quarterly in February, May, August, and November (fiscal year ends in September).

What is the best time to trade DIS options?

The most liquid trading hours for DIS options are typically during regular market hours (9:30 AM - 4:00 PM ET), with highest volume around market open and close.

How do I calculate DIS option Greeks?

Use our free Options Calculator or Greeks Heatmap tool to calculate delta, gamma, theta, vega and other Greeks for DIS options across all strikes and expirations.

What happens to DIS options at expiration?

In-the-money DIS options are typically auto-exercised at expiration. Out-of-the-money options expire worthless. Consider closing positions before expiration to avoid assignment risk.

Explore DIS Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.