DIS Implied Volatility
DIS $110.33 · Updated Oct 26, 4:00 PM ET
DIS at-the-money implied volatility is 29.1% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 33.9%. 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 | 29.1% |
| Nov 6, 2026 | 11 | 110 | 25.9% |
| Nov 13, 2026 | 18 | 110 | 25.8% |
| Nov 20, 2026 | 25 | 110 | 36.2% |
| Nov 27, 2026 | 32 | 110 | 33.9% |
| Dec 4, 2026 | 39 | 110 | 32.3% |
| Dec 18, 2026 | 53 | 110 | 29.7% |
| Jan 15, 2027 | 81 | 110 | 28.3% |
| Mar 19, 2027 | 144 | 110 | 30.0% |
| Apr 16, 2027 | 172 | 110 | 28.8% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 102 | 61.2% | 35.1% |
| 103 | 0.0% | 32.4% |
| 104 | 0.0% | 32.6% |
| 105 | 29.4% | 31.3% |
| 106 | 26.7% | 30.7% |
| 107 | 28.8% | 28.2% |
| 108 | 32.5% | 28.2% |
| 109 | 32.4% | 27.3% |
| 110 | 30.2% | 28.0% |
| 111 | 30.0% | 26.5% |
| 112 | 29.0% | 24.5% |
| 113 | 28.2% | 25.3% |
| 114 | 28.1% | 29.3% |
| 115 | 27.8% | 0.0% |
| 116 | 28.5% | 37.2% |
| 117 | 27.6% | 0.0% |
| 118 | 28.1% | 34.8% |
How this is calculated: Implied Volatility methodology