Options Skew Analytics

DIS option chain

Strikes around the forward, as they were quoted at the close

Data as of 6 November 2026 (end of day)

2026-11-13(7 days)ATM 26.50%±4.30skew +1.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1770$11.85$12.55—$105.0035.39%$0.01$0.042779
11792$11.00$11.40—$106.0036.24%$0.02$0.0818019
335$9.70$10.70—$107.0033.32%$0.03$0.0719922
3109$8.90$9.70—$108.00—————
17334$8.00$8.80—$109.00—————
187631$7.20$7.40—$110.00—————
66348$5.95$6.60—$111.0029.50%$0.18$0.242788
114277$5.05$5.90—$112.0029.20%$0.26$0.3830147
18375$4.40$4.95—$113.0027.73%$0.38$0.471,50649
17257$3.65$3.90—$114.0027.11%$0.55$0.67230267
199608$2.90$3.15—$115.0026.70%$0.81$0.93149184
260218$2.22$2.47—$116.0026.40%$1.14$1.2961219
172502$1.63$1.87—$117.0026.50%$1.60$1.7522485
364354$1.20$1.3726.32%$118.00—$2.08$2.20127176
68305$0.84$0.9625.94%$119.00—$2.67$2.90333204
355709$0.53$0.6725.52%$120.00—$3.40$3.6031825
289274$0.38$0.4425.82%$121.00—$3.75$4.7535
97266$0.23$0.3326.29%$122.00—$4.60$5.702019
86196$0.14$0.1725.46%$123.00—————
26111$0.09$0.1326.44%$124.00—————
246233$0.06$0.0927.15%$125.00—$7.15$9.152020

Forward $117.08. The 25-delta put carries +1.59 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 42.80%±9.83skew +0.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1744,209$12.45$13.20—$105.0045.15%$0.43$0.577,249113
016$10.75$12.85—$106.0045.69%$0.54$0.767964
027$9.90$12.00—$107.0045.36%$0.69$0.8812439
775$9.95$10.70—$108.0044.64%$0.81$1.0322737
716$8.95$9.85—$109.0044.48%$1.01$1.213738
1018,217$8.40$9.00—$110.0044.56%$1.28$1.414,100175
1257$7.55$8.15—$111.0044.25%$1.52$1.6529235
55722$7.00$7.25—$112.0044.30%$1.79$1.98967144
54778$6.15$6.55—$113.0043.10%$1.99$2.251634
229587$5.55$5.90—$114.0043.91%$2.45$2.6628338
5639,356$4.95$5.25—$115.0044.10%$2.86$3.10861154
24122$4.40$4.80—$116.0042.95%$3.20$3.456127
771,789$3.95$4.10—$117.0042.83%$3.70$3.906068
99182$3.40$3.7042.79%$118.00—$4.10$4.507039
18077$2.96$3.2542.64%$119.00—$4.65$5.056659
1596,780$2.64$2.7642.49%$120.00—$5.20$5.6521323
58479$2.21$2.4942.54%$121.00—$5.90$6.3060
11470$1.90$2.2142.82%$122.00—$6.40$7.0031
21138$1.62$1.8842.57%$123.00—$7.30$7.8001
121286$1.30$1.8543.60%$124.00—$7.45$9.3550
1445,028$1.14$1.2741.56%$125.00—$8.55$9.25525

Forward $117.23. The 25-delta put carries +0.65 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 37.28%±10.49skew +2.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
138$10.95$12.95—$106.0039.34%$0.64$0.87400
017$10.60$11.30—$107.0039.89%$0.80$1.11200
491$10.10$11.10—$108.0038.96%$1.02$1.1415613
011$8.45$10.40—$109.0038.78%$1.20$1.3610013
0119$8.60$9.00—$110.0037.74%$1.31$1.56691
168$7.85$8.20—$111.0038.42%$1.66$1.87207
40144$7.25$7.50—$112.0038.42%$1.96$2.18201
263$6.50$6.90—$113.0038.22%$2.34$2.445616
238$5.95$6.20—$114.0037.74%$2.60$2.832326
113391$5.35$5.55—$115.0038.20%$3.10$3.25140
0136$4.85$5.00—$116.0038.43%$3.50$3.802111
3281$4.35$4.50—$117.0038.10%$4.00$4.20158
1285$3.65$4.0537.20%$118.00—$4.50$4.70226
589$3.30$3.6037.53%$119.00—$4.90$5.30116
720684$2.86$3.2037.36%$120.00—$5.65$5.903852
55619$2.45$2.8937.41%$121.00—$6.05$6.5540
16190$2.15$2.4336.94%$122.00—————
545$1.83$2.1436.86%$123.00—————
1583$1.54$2.3939.42%$124.00—————
9349$1.34$1.5336.32%$125.00—————
10$1.01$1.5436.88%$126.00—————

Forward $117.33. The 25-delta put carries +2.10 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 34.92%±11.35skew +2.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
016$11.50$13.15—$106.00—————
01$10.20$12.65—$107.00—————
023$9.50$11.45—$108.00—————
01$8.75$10.20—$109.0034.90%$1.27$1.51155
21$8.90$9.70—$110.0035.59%$1.58$1.842218
310$8.15$8.90—$111.0034.93%$1.78$2.07180
23$7.45$8.20—$112.0034.45%$2.03$2.3410
127$5.85$7.75—$113.0034.32%$2.28$2.75180
25$6.20$6.90—$114.0034.95%$2.69$3.2514117
941$5.45$6.15—$115.0034.86%$3.10$3.6512124
207437$5.00$5.35—$116.0034.06%$3.45$4.00718
214$4.50$4.80—$117.0034.56%$4.15$4.4063
1913$3.95$4.5034.95%$118.00—$4.65$4.95252
310$3.55$4.1035.26%$119.00—$5.20$5.55183
8106$3.05$3.6034.53%$120.00—$5.80$6.2060
131$2.80$3.1034.51%$121.00—$6.15$7.7510
05$2.41$2.7134.10%$122.00—$6.75$7.45170
120$1.83$2.0733.89%$124.00—————
385$1.52$1.8233.60%$125.00—————
40$1.12$1.3333.31%$127.00—————
10$0.98$1.1833.62%$128.00—————

Forward $117.38. The 25-delta put carries +2.00 volatility points over the 25-delta call.

2026-12-11(35 days)ATM 32.83%±11.96skew +2.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$18.50$21.05—$98.00—————
03$12.20$14.30—$105.00—————
01$11.35$13.45—$106.00—————
—————$108.0033.72%$1.15$1.5870
01$8.95$11.05—$109.0033.77%$1.35$1.8681
304$9.00$9.85—$110.0033.79%$1.59$2.15211
11$7.45$9.20—$111.00—————
03$6.75$8.65—$112.00—————
0206$6.05$8.15—$113.00—————
0181$5.70$6.95—$115.0032.40%$2.99$3.9052
08$4.20$6.05—$116.0035.09%$3.50$5.0544
03$3.65$5.75—$117.00—————
201$4.20$5.0033.02%$118.00—$4.65$5.30230
3180$3.25$3.8531.73%$120.00—$5.75$6.4510
—————$121.00—$6.05$7.2010
23$2.50$3.2532.16%$122.00—————
82$1.61$2.2031.45%$125.00—————
2224$0.79$1.0030.85%$130.00—————

Forward $117.62. The 25-delta put carries +2.34 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 31.50%±12.52skew +2.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0523$70.55$74.00—$45.00—————
0111$65.75$69.30—$50.00—————
032$60.60$64.35—$55.00—————
022$56.35$58.75—$60.00—————
054$51.25$53.80—$65.00—————
0104$46.25$48.70—$70.00—————
0170$41.30$43.65—$75.0055.23%$0.02$0.081,26810
0524$36.30$38.70—$80.0045.93%$0.01$0.063,39611
0475$31.35$33.65—$85.00—————
1796$26.45$28.80—$90.00—————
11,142$22.25$23.50—$95.00—————
23,046$17.70$18.65—$100.0036.08%$0.57$0.644,57547
1312,894$13.30$13.75—$105.0034.10%$1.08$1.265,159121
83,447$9.30$9.90—$110.0033.27%$2.21$2.375,628643
2357,266$6.10$6.30—$115.0032.23%$3.90$4.151,856185
1529,214$3.60$3.7531.00%$120.00—$6.60$6.801,44848
9442,944$1.92$2.0630.28%$125.00—$9.50$10.353070
625,339$0.90$1.0729.83%$130.00—$13.45$14.8520
1571,116$0.38$0.5729.98%$135.00—$17.65$19.8040
31,595$0.05$0.1033.25%$150.00—————

Forward $117.19. The 25-delta put carries +2.99 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 28.62%±14.69skew +1.78
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0331$70.80$73.55—$45.00—————
0111$65.90$68.45—$50.00—————
068$60.40$64.45—$55.00—————
0132$55.90$58.55—$60.00—————
029$51.20$53.60—$65.00—————
1187$46.85$48.50—$70.00—————
0138$41.25$43.50—$75.00—————
3389$36.70$38.50—$80.00—————
0531$31.30$33.70—$85.00—————
3762$27.25$28.50—$90.00—————
71,367$22.60$23.40—$95.0032.83%$0.38$0.586,49410
104,666$17.60$18.85—$100.0031.23%$0.81$0.977,75413
02,359$13.70$14.25—$105.0030.31%$1.58$1.752,922139
119,647$9.95$10.45—$110.0029.43%$2.81$2.991,5726
275,467$6.80$7.15—$115.0028.88%$4.70$4.852,326123
1189,009$4.50$4.6528.48%$120.00—$7.25$7.452,47161
5195,131$2.69$2.9628.13%$125.00—$10.20$11.0054310
927,213$1.52$1.7127.65%$130.00—$13.75$15.802830
482,535$0.86$1.0027.86%$135.00—————
483,509$0.45$0.5527.84%$140.00—————
91,395$0.01$0.0534.96%$175.00—————

Forward $117.22. The 25-delta put carries +1.78 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 29.44%±21.00skew +2.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$60.95$63.55—$55.00—————
018$56.25$58.65—$60.00—————
010$51.35$53.80—$65.00—————
023$46.45$48.85—$70.00—————
018$41.60$44.10—$75.00—————
0323$36.85$38.95—$80.0036.84%$0.30$0.381,3980
0121$32.15$34.30—$85.0035.87%$0.52$0.671,4127
0212$27.55$29.55—$90.0034.05%$0.86$0.943,1868
0270$23.30$25.20—$95.0032.84%$1.35$1.482,47889
3731$19.80$20.65—$100.0031.69%$2.06$2.262,49811
2808$15.95$16.75—$105.0030.71%$3.15$3.301,290157
62,514$12.65$13.30—$110.0030.04%$4.60$4.851,36619
183,157$9.65$10.15—$115.0029.81%$6.65$6.9016621
962,187$7.20$7.6529.45%$120.00—$9.10$9.4017411
1181,427$5.30$5.5529.07%$125.00—$11.85$12.50360
481,620$3.55$3.9528.31%$130.00—$15.10$17.10160
62703$2.49$2.8028.33%$135.00—$18.95$21.0060
93843$1.65$1.9228.10%$140.00—————
4608$1.13$1.3928.46%$145.00—————
4177$0.77$0.9628.64%$150.00—————
1—$0.23$0.3829.80%$165.00—$46.85$49.25—0

Forward $118.15. The 25-delta put carries +2.38 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.