DIS · Expected Move
The Walt Disney Company
The expected move for DIS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
DIS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current DIS Expected Move
30-Day Straddle
$8.72
7-Day Straddle
$3.55
30-Day ATM IV
34.0%
IV Rank
81%
Implied one-standard-deviation move through the next 30 days. Compare to DIS's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
DIS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $8.72 | $3.55 | 34.0% | 81% |
| 20261105 | $9.38 | $4.03 | 35.2% | 88% |
| 20261104 | $9.25 | $3.71 | 34.0% | 81% |
| 20261103 | $9.72 | $4.52 | 36.3% | 95% |
| 20261102 | $9.55 | $2.92 | 36.0% | 93% |
| 20261030 | $8.98 | $3.38 | 35.7% | 91% |
| 20261029 | $8.30 | $3.30 | 33.3% | 77% |
| 20261028 | $8.45 | $3.36 | 34.0% | 80% |
| 20261027 | $8.68 | $3.77 | 34.1% | 81% |
| 20261026 | $8.88 | $2.73 | 34.5% | 84% |
| 20261023 | $8.65 | $3.08 | 33.9% | 80% |
| 20261022 | $8.82 | $3.42 | 34.5% | 84% |
| 20261021 | $9.20 | $3.81 | 35.1% | 88% |
| 20261020 | $8.95 | $3.88 | 33.6% | 78% |
| 20261019 | $8.68 | $2.65 | 32.1% | 69% |
| 20261016 | $6.12 | $3.34 | 28.1% | 44% |
| 20261015 | $6.10 | $3.21 | 25.9% | 30% |
| 20261014 | $6.24 | $3.75 | 25.3% | 27% |
| 20261013 | $6.72 | $3.52 | 25.2% | 26% |
| 20261012 | $6.52 | $2.32 | 24.3% | 21% |
| 20261009 | $5.33 | $2.56 | 23.7% | 17% |
| 20261008 | $6.00 | $2.94 | 25.6% | 29% |
| 20261007 | $5.63 | $3.08 | 23.5% | 16% |
| 20261006 | $5.65 | $3.35 | 23.5% | 16% |
| 20261005 | $5.96 | $2.29 | 24.2% | 20% |
| 20261002 | $5.20 | $2.63 | 23.4% | 15% |
| 20261001 | $5.50 | $3.04 | 24.5% | 22% |
| 20260930 | $5.86 | $3.52 | 24.6% | 23% |
| 20260929 | $6.00 | $3.60 | 24.6% | 23% |
| 20260928 | $6.20 | $2.49 | 24.8% | 24% |
| 20260925 | $5.90 | $2.67 | 25.3% | 27% |
| 20260924 | $6.38 | $3.04 | 25.9% | 31% |
| 20260923 | $5.81 | $3.32 | 24.3% | 21% |
| 20260922 | $5.75 | $3.27 | 23.5% | 16% |
| 20260921 | $6.06 | $2.45 | 24.5% | 22% |
| 20260918 | $5.63 | $2.61 | 23.6% | 16% |
| 20260917 | $5.60 | $2.85 | 23.5% | 16% |
| 20260916 | $6.51 | $3.44 | 25.3% | 27% |
| 20260915 | $6.08 | $3.56 | 24.0% | 19% |
| 20260914 | $6.18 | $2.46 | 23.7% | 16% |
| 20260911 | $5.37 | $2.59 | 23.2% | 13% |
| 20260910 | $5.96 | $3.12 | 25.0% | 23% |
| 20260909 | $5.92 | $3.32 | 25.0% | 23% |
| 20260908 | $5.79 | $3.15 | 23.7% | 15% |
| 20260904 | $5.45 | $2.19 | 23.1% | 11% |
| 20260903 | $5.26 | $2.60 | 22.1% | 6% |
| 20260902 | $5.67 | $2.75 | 23.0% | 11% |
| 20260901 | $5.72 | $3.31 | 22.9% | 10% |
| 20260831 | $5.65 | $2.11 | 22.2% | 6% |
| 20260828 | $5.33 | $2.42 | 22.4% | 8% |
| 20260827 | $4.84 | $2.71 | 21.3% | 2% |
| 20260826 | $5.66 | $2.99 | 22.6% | 9% |
| 20260825 | $5.96 | $3.33 | 22.9% | 10% |
| 20260824 | $6.33 | $2.48 | 23.8% | 15% |
| 20260821 | $5.22 | $2.54 | 21.9% | 5% |
| 20260820 | $5.87 | $3.00 | 23.1% | 11% |
| 20260819 | $5.88 | $3.02 | 23.1% | 11% |
| 20260818 | $5.58 | $3.21 | 22.9% | 10% |
| 20260817 | $5.67 | $2.22 | 22.7% | 9% |
| 20260814 | $4.96 | $2.39 | 21.3% | 2% |
More on DIS
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.