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Walt Disney Company DIS

COMMUNICATION SERVICES · ENTERTAINMENT
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Market dataready · fetched 2026-10-15T20:34:26.514Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:28.391280012Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:26.088776+00:00

Share price$110.61
1D+0.9%
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$0.06$1.27$2.49$3.71$4.92$107.71$109.15$110.59$112.02$113.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $110.61OPTION PRICELive DIS spot · $110.61DIS PRICE$0.23$0.25$0.32$0.38$0.45$0.56$0.68$0.80$0.93$1.14$2.28$3.43$4.57$0.19$0.25$0.31$0.37$0.47$0.56$0.65$0.74$0.84$1.01$1.19$1.36$1.54
PutsExpensive1.12×
CallsCheap0.94×
SkewBullish-10.49 pp
Implied moveBullish±$1.33
TiltBullish25.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.6238.6%2.0%109.2128.5%1.4%
25Δ111.7728.1%1.3%109.4928.0%1.2%
30Δ111.5327.9%1.1%109.7627.5%1.0%
35Δ111.2927.7%1.0%110.0327.0%0.9%
40Δ111.0427.5%0.8%110.2326.9%0.8%
45Δ110.8327.8%0.7%110.4326.8%0.7%
50Δ110.6228.3%0.6%110.6226.7%0.6%
55Δ110.4028.7%0.5%110.8226.6%0.5%
60Δ110.1929.1%0.5%111.0326.5%0.4%
65Δ109.9031.1%0.4%111.2626.7%0.3%
70Δ108.7847.9%0.4%111.5027.0%0.3%
75Δ107.6664.8%0.4%111.7427.2%0.2%
80Δ106.5481.6%0.5%111.9827.4%0.1%

20Δ

Calls
Pseudo strike
112.62
IV
38.6%
B/E move
2.0%
Puts
Pseudo strike
109.21
IV
28.5%
B/E move
1.4%

25Δ

Calls
Pseudo strike
111.77
IV
28.1%
B/E move
1.3%
Puts
Pseudo strike
109.49
IV
28.0%
B/E move
1.2%

30Δ

Calls
Pseudo strike
111.53
IV
27.9%
B/E move
1.1%
Puts
Pseudo strike
109.76
IV
27.5%
B/E move
1.0%

35Δ

Calls
Pseudo strike
111.29
IV
27.7%
B/E move
1.0%
Puts
Pseudo strike
110.03
IV
27.0%
B/E move
0.9%

40Δ

Calls
Pseudo strike
111.04
IV
27.5%
B/E move
0.8%
Puts
Pseudo strike
110.23
IV
26.9%
B/E move
0.8%

45Δ

Calls
Pseudo strike
110.83
IV
27.8%
B/E move
0.7%
Puts
Pseudo strike
110.43
IV
26.8%
B/E move
0.7%

50Δ

Calls
Pseudo strike
110.62
IV
28.3%
B/E move
0.6%
Puts
Pseudo strike
110.62
IV
26.7%
B/E move
0.6%

55Δ

Calls
Pseudo strike
110.40
IV
28.7%
B/E move
0.5%
Puts
Pseudo strike
110.82
IV
26.6%
B/E move
0.5%

60Δ

Calls
Pseudo strike
110.19
IV
29.1%
B/E move
0.5%
Puts
Pseudo strike
111.03
IV
26.5%
B/E move
0.4%

65Δ

Calls
Pseudo strike
109.90
IV
31.1%
B/E move
0.4%
Puts
Pseudo strike
111.26
IV
26.7%
B/E move
0.3%

70Δ

Calls
Pseudo strike
108.78
IV
47.9%
B/E move
0.4%
Puts
Pseudo strike
111.50
IV
27.0%
B/E move
0.3%

75Δ

Calls
Pseudo strike
107.66
IV
64.8%
B/E move
0.4%
Puts
Pseudo strike
111.74
IV
27.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
106.54
IV
81.6%
B/E move
0.5%
Puts
Pseudo strike
111.98
IV
27.4%
B/E move
0.1%