DIS Implied Volatility
DIS $110.40 · Updated Oct 26, 4:00 PM ET
DIS at-the-money implied volatility is 32.4% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 36.3%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 110 | 32.4% |
| Nov 6, 2026 | 11 | 110 | 28.7% |
| Nov 13, 2026 | 18 | 110 | 28.9% |
| Nov 20, 2026 | 25 | 110 | 38.0% |
| Nov 27, 2026 | 32 | 110 | 36.3% |
| Dec 4, 2026 | 39 | n/a | n/a |
| Dec 18, 2026 | 53 | 110 | 31.3% |
| Jan 15, 2027 | 81 | 110 | 29.5% |
| Mar 19, 2027 | 144 | 110 | 31.8% |
| Apr 16, 2027 | 172 | 110 | 31.0% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 102 | 65.6% | 45.3% |
| 103 | 69.3% | 35.7% |
| 104 | 59.5% | 35.4% |
| 105 | 53.1% | 34.2% |
| 106 | 51.2% | 33.0% |
| 107 | 47.0% | 30.5% |
| 108 | 40.8% | 30.3% |
| 109 | 41.0% | 29.6% |
| 110 | 35.3% | 29.6% |
| 111 | 34.9% | 31.4% |
| 112 | 32.9% | 30.8% |
| 113 | 31.4% | 32.3% |
| 114 | 32.0% | 42.8% |
| 115 | 29.4% | 54.6% |
| 116 | 29.5% | 57.9% |
| 117 | 30.5% | n/a |
| 118 | 31.4% | n/a |
How this is calculated: Implied Volatility methodology