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Walt Disney Company DIS

COMMUNICATION SERVICES · ENTERTAINMENT
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Market dataready · fetched 2026-10-16T00:15:55.527Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002458214Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:54.788367+00:00

Share price$110.68
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$0.81$4.16$7.51$10.86$14.21$96.11$103.26$110.40$117.54$124.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIS spot · $110.68DIS PRICE$1.17$1.56$2.01$2.47$2.99$3.63$4.27$4.90$5.79$6.74$7.69$9.19$11.22$1.41$1.85$2.36$2.92$3.49$4.12$5.05$5.98$6.90$8.39$9.94$11.55$13.25
PutsExpensive1.44×
CallsExpensive1.19×
SkewBearish+1.63 pp
Implied moveBearish±$9.32
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.4331.2%10.8%102.0233.6%9.1%
25Δ119.3331.1%9.2%103.9633.5%7.7%
30Δ117.7031.2%8.2%105.7133.3%6.6%
35Δ116.0631.4%7.1%107.2333.0%5.8%
40Δ114.5131.5%6.2%108.7632.7%4.9%
45Δ113.0931.8%5.5%110.2932.6%4.1%
50Δ111.6832.0%4.8%111.8033.1%3.5%
55Δ110.2732.2%4.1%113.3233.6%3.0%
60Δ108.7732.5%3.5%114.8434.1%2.5%
65Δ107.2632.7%3.0%116.8035.1%2.0%
70Δ105.7433.0%2.5%118.8236.1%1.6%
75Δ103.7634.3%2.1%120.8936.4%1.2%
80Δ101.3536.6%1.7%123.0635.7%0.8%

20Δ

Calls
Pseudo strike
121.43
IV
31.2%
B/E move
10.8%
Puts
Pseudo strike
102.02
IV
33.6%
B/E move
9.1%

25Δ

Calls
Pseudo strike
119.33
IV
31.1%
B/E move
9.2%
Puts
Pseudo strike
103.96
IV
33.5%
B/E move
7.7%

30Δ

Calls
Pseudo strike
117.70
IV
31.2%
B/E move
8.2%
Puts
Pseudo strike
105.71
IV
33.3%
B/E move
6.6%

35Δ

Calls
Pseudo strike
116.06
IV
31.4%
B/E move
7.1%
Puts
Pseudo strike
107.23
IV
33.0%
B/E move
5.8%

40Δ

Calls
Pseudo strike
114.51
IV
31.5%
B/E move
6.2%
Puts
Pseudo strike
108.76
IV
32.7%
B/E move
4.9%

45Δ

Calls
Pseudo strike
113.09
IV
31.8%
B/E move
5.5%
Puts
Pseudo strike
110.29
IV
32.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
111.68
IV
32.0%
B/E move
4.8%
Puts
Pseudo strike
111.80
IV
33.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
110.27
IV
32.2%
B/E move
4.1%
Puts
Pseudo strike
113.32
IV
33.6%
B/E move
3.0%

60Δ

Calls
Pseudo strike
108.77
IV
32.5%
B/E move
3.5%
Puts
Pseudo strike
114.84
IV
34.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
107.26
IV
32.7%
B/E move
3.0%
Puts
Pseudo strike
116.80
IV
35.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
105.74
IV
33.0%
B/E move
2.5%
Puts
Pseudo strike
118.82
IV
36.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
103.76
IV
34.3%
B/E move
2.1%
Puts
Pseudo strike
120.89
IV
36.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
101.35
IV
36.6%
B/E move
1.7%
Puts
Pseudo strike
123.06
IV
35.7%
B/E move
0.8%