← Back to Stock / ETF implied volatility screenerDIS - Walt Disney Co (The)
DIS - Walt Disney Co (The)
Implied Volatility Analysis
Implied Volatility:
35.7%
35.7%
Put/Call-Ratio:
2.04
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 Date | 2/8/2023 (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.
Sign up for our upcoming FREE newsletter!
- Concrete option trades for the upcoming day
- Portfolios with backtested profitable option strategies
- It's free. Contains just value. Unsubscribe any time.