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DIS - Walt Disney Co (The)
Implied Volatility Analysis

Implied Volatility:
37.1%
Put/Call-Ratio:
0.49

Walt Disney Co (The) has an Implied Volatility (IV) of 37.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DIS is 40 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for DIS is 0.82 standard deviations away from its 1 year mean.

Market Cap$178.02B
Next Earnings Date8/10/2022 (43d)
Implied Volatility (IV) 30d
37.14
Implied Volatility Rank (IVR) 1y
39.82
Implied Volatility Percentile (IVP) 1y
78.97
Historical Volatility (HV) 30d
30.52
IV / HV
1.22
Open Interest
1.18M
Option Volume
66.71K
Put/Call Ratio (Volume)
0.49

Data was calculated after the 6/27/2022 closing.

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