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Walt Disney Company DIS

COMMUNICATION SERVICES · ENTERTAINMENT
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Market dataready · fetched 2026-10-15T20:02:28.721Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:34.642247702Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:28.393760+00:00

Share price$110.97
1D+1.2%
AH$109.47$110.02$110.57$111.12$111.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDIS
Sold putSold callAH

Walt Disney Company options

Live interpolated DIS call and put midpoint premiums by absolute delta.Walt Disney Company$0.11$0.95$1.78$2.61$3.44$107.66$109.23$110.79$112.36$113.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $110.97OPTION PRICELive DIS spot · $110.97DIS PRICE$0.46$0.20$0.26$0.31$0.36$0.42$0.47$0.55$0.62$0.70$0.77$0.85$0.92$0.22$0.29$0.36$0.48$0.59$0.71$0.82$1.05$1.27$1.50$2.19$3.00$3.20
PutsExpensive1.67×
CallsCheap0.61×
SkewBearish+15.18 pp
Implied moveBearish±$1.29
TiltBearish39.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.4780.6%4.5%109.3532.8%1.7%
25Δ111.9323.4%1.1%109.6832.7%1.4%
30Δ111.7422.8%0.9%110.0132.6%1.2%
35Δ111.5522.2%0.8%110.2633.2%1.1%
40Δ111.3621.6%0.7%110.5133.8%1.0%
45Δ111.1721.0%0.6%110.7534.4%0.8%
50Δ110.9920.4%0.4%111.0035.0%0.7%
55Δ110.8619.6%0.4%111.3136.9%0.6%
60Δ110.7318.9%0.3%111.6238.8%0.6%
65Δ110.5918.1%0.3%111.9340.7%0.5%
70Δ110.4617.4%0.2%112.6648.9%0.4%
75Δ110.3316.7%0.2%113.4958.9%0.4%
80Δ110.2015.9%0.1%113.7957.5%0.3%

20Δ

Calls
Pseudo strike
115.47
IV
80.6%
B/E move
4.5%
Puts
Pseudo strike
109.35
IV
32.8%
B/E move
1.7%

25Δ

Calls
Pseudo strike
111.93
IV
23.4%
B/E move
1.1%
Puts
Pseudo strike
109.68
IV
32.7%
B/E move
1.4%

30Δ

Calls
Pseudo strike
111.74
IV
22.8%
B/E move
0.9%
Puts
Pseudo strike
110.01
IV
32.6%
B/E move
1.2%

35Δ

Calls
Pseudo strike
111.55
IV
22.2%
B/E move
0.8%
Puts
Pseudo strike
110.26
IV
33.2%
B/E move
1.1%

40Δ

Calls
Pseudo strike
111.36
IV
21.6%
B/E move
0.7%
Puts
Pseudo strike
110.51
IV
33.8%
B/E move
1.0%

45Δ

Calls
Pseudo strike
111.17
IV
21.0%
B/E move
0.6%
Puts
Pseudo strike
110.75
IV
34.4%
B/E move
0.8%

50Δ

Calls
Pseudo strike
110.99
IV
20.4%
B/E move
0.4%
Puts
Pseudo strike
111.00
IV
35.0%
B/E move
0.7%

55Δ

Calls
Pseudo strike
110.86
IV
19.6%
B/E move
0.4%
Puts
Pseudo strike
111.31
IV
36.9%
B/E move
0.6%

60Δ

Calls
Pseudo strike
110.73
IV
18.9%
B/E move
0.3%
Puts
Pseudo strike
111.62
IV
38.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
110.59
IV
18.1%
B/E move
0.3%
Puts
Pseudo strike
111.93
IV
40.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
110.46
IV
17.4%
B/E move
0.2%
Puts
Pseudo strike
112.66
IV
48.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
110.33
IV
16.7%
B/E move
0.2%
Puts
Pseudo strike
113.49
IV
58.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
110.20
IV
15.9%
B/E move
0.1%
Puts
Pseudo strike
113.79
IV
57.5%
B/E move
0.3%