Communication Services · Consumer/Industrial
DIS Implied Volatility, IV Rank & Options Chain
The Walt Disney Company (DIS) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for The Walt Disney Company (DIS).
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DIS options trade with implied volatility typically in the 20% - 55% range, averaging 150K+ contracts in daily volume with excellent liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
DIS implied volatility
As of 2026-10-26As of 2026-10-26, DIS's 30-day implied volatility is 34.5%, placing its 1-year IV percentile at 59.0 — above 59.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
DIS live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live DIS chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
DIS options at a glance
- Daily volume
- 150K+ contracts
- IV range
- 20% - 55%
- Bid-ask spread
- $0.02 - $0.05 ATM
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- 2M+ contracts
- Next earnings
- See earnings calendar
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
- See earnings calendar
- 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.
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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.
DIS implied volatility and IV rank
DIS implied volatility reflects streaming transition uncertainty and park performance variability. IV is moderate for a media company.
Earnings impact
IV builds before quarterly earnings. Streaming subscribers, parks revenue, and content slate are key focus areas.
The move options are pricing for the next report, and how the last 12 went: DIS earnings expected move.
The post-earnings volatility drop is known as IV crush. Holders of short DIS options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
IV trades at modest premium reflecting transition execution risk.
Term structure
Usually contango with steepening into earnings.
The smile, the term structure and the cone for DIS, on today's chain.
Open DIS in IV IntelligenceDIS 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.
Where the gamma sits on DIS right now, strike by strike.
See live DIS GEXCommon DIS options strategies
These are strategies commonly used by traders on DIS options, based on typical market characteristics. This is not investment advice.
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
DIS key events
Earnings months. February, May, August, November
- Major Film Releases
- D23 Expo (Disney fan event)
- Parks Expansion Announcements
- Streaming Subscriber Updates
DIS options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns DIS's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/DIS"What is DIS's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on DIS in the console, more prompts for DIS, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about 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.
What is DIS's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence DIS's intraday price action. DIS typically operates in positive gamma with orderly dealer hedging. Dealer hedging is orderly given high institutional ownership. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live DIS GEX levels and the gamma-flip point on ApexVol.
What is DIS's IV rank?
DIS's IV rank shows where DIS's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. DIS implied volatility typically ranges from 20% - 55%. Check DIS's live IV rank and percentile on ApexVol's IV analytics.
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DIS analytics
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