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DIS - Walt Disney Co (The)
Implied Volatility Analysis

Implied Volatility:
35.7%
Put/Call-Ratio:
2.04

Walt Disney Co (The) has an Implied Volatility (IV) of 35.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DIS is 32 and the Implied Volatility Percentile (IVP) is 46. The current Implied Volatility Index for DIS is -0.15 standard deviations away from its 1 year mean.

Market Cap$168.30B
Next Earnings Date2/8/2023 (62d)
Implied Volatility (IV) 30d
35.71
Implied Volatility Rank (IVR) 1y
32.13
Implied Volatility Percentile (IVP) 1y
46.25
Historical Volatility (HV) 30d
64.67
IV / HV
0.55
Open Interest
1.52M
Option Volume
199.78K
Put/Call Ratio (Volume)
2.04

Data was calculated after the 12/7/2022 closing.

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