DIS Options Chain Analysis

As of previous close (2026-10-02) · OPRA historical data

Spot $101.99 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.67

246k P / 368k C

Put/Call (Volume)

0.61

13k P / 21k C that session

30d ATM IV

23%

annualized implied move

Call wall

$150

57k contracts

Put wall

$100

53k contracts

Tail hedging

0.4×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.67 puts per call outstanding.
●Call wall at $150 (57k contracts), 47% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $100 (53k contracts), 2% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 2.3× deep-OTM put OI — speculative upside positioning dominates the tails.
●30-day ATM implied volatility is 23% — calm pricing; option premium is cheap.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-10-30. A steep left side = expensive downside protection.

30-day implied volatility history

Daily ATM IV (~30 DTE bucket) collected since March 2026. Rising IV into an event = the market bracing; collapsing IV after = the crush.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-09	5k	3k	0.54	5k
2026-10-16	45k	45k	1.00	5k
2026-10-23	3k	1k	0.43	463
2026-10-30	3k	722	0.23	750
2026-11-06	379	346	0.91	644
2026-11-13	286	221	0.77	692
2026-11-20	45k	33k	0.73	10k
2026-12-18	39k	32k	0.81	2k
2027-01-15	79k	50k	0.64	375
2027-03-19	15k	16k	1.09	441
2027-04-16	2k	1k	0.64	339
2027-06-17	23k	23k	0.99	269
2027-09-17	3k	4k	1.55	64
2027-12-17	18k	8k	0.45	813
2028-01-21	74k	17k	0.23	336
2029-01-19	2k	744	0.37	129

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.