Options Skew Analytics

DIS option chain

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

Data as of 23 September 2026 (end of day)

2026-09-25(2 days)ATM 31.11%±2.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
015$10.05$13.40—$92.00—————
09$9.50$12.40—$93.00—————
034$8.85$11.40—$94.00—————
1325$7.90$10.40—$95.00—————
1931$6.80$9.15—$96.00—————
820$5.90$8.10—$97.0043.68%$0.01$0.051,1991
618$5.15$6.30—$98.00—————
5211$3.95$5.00—$99.0035.41%$0.03$0.081,30910
1135$2.95$3.80—$100.00—————
1082$1.59$2.29—$102.00—————
337595$1.00$1.31—$103.0031.47%$0.66$0.915,641856
1,4921,570$0.55$0.7730.76%$104.00—$1.11$1.511,153932
1,6701,104$0.30$0.4131.12%$105.00—$1.65$2.1930025
—————$106.00—$2.66$2.997212
—————$107.00—$2.75$4.551282
47367$0.02$0.0734.15%$108.00—$3.85$5.0024358
251,754$0.02$0.0437.16%$109.00—$4.45$6.101181
1431,497$0.02$0.0442.42%$110.00—$5.45$6.85401
—————$111.00—$6.60$8.2510
—————$112.00—$8.15$9.1520
—————$115.00—$10.45$13.2010

Forward $103.37. Not enough surviving quotes on both wings to measure the skew here.

2026-10-02(9 days)ATM 25.61%±4.16skew -0.29
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1828$23.20$25.20—$80.00—————
02$17.10$20.45—$85.00—————
2412$9.05$11.35—$94.00—————
010$7.60$10.00—$95.0028.04%$0.02$0.07497
03$7.00$9.55—$96.00—————
15$5.40$7.65—$98.00—————
21$3.85$6.10—$99.0025.95%$0.25$0.3522728
021$3.70$4.80—$100.0025.89%$0.42$0.5354317
227$2.99$3.20—$101.0025.00%$0.59$0.767569
1291$2.36$2.53—$102.0025.58%$0.97$1.10405461
6855$1.79$1.95—$103.0025.65%$1.38$1.54144208
121124$1.30$1.4625.55%$104.00—$1.89$2.047567
64528$0.91$1.0625.45%$105.00—$2.42$2.6811728
81113$0.59$0.7625.29%$106.00—$3.15$3.40532
38195$0.38$0.5225.26%$107.00—$2.77$4.204820
84444$0.25$0.3525.53%$108.00—$3.80$5.35478
4172$0.15$0.2325.59%$109.00—$4.80$6.75350
—————$110.00—$5.55$6.952720
—————$111.00—$6.45$9.20220
—————$112.00—$7.45$10.1510

Forward $103.41. The 25-delta put carries -0.29 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 24.62%±5.34skew +0.16
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$17.90$20.55—$85.00—————
010$13.20$15.60—$90.00—————
04$10.95$13.60—$92.00—————
033$8.00$10.70—$95.00—————
—————$98.0024.93%$0.35$0.45440
015$4.75$5.75—$99.00—————
12112$3.95$4.65—$100.0024.32%$0.71$0.832841
14513$3.40$3.75—$101.0024.97%$1.04$1.18504
174289$2.75$3.05—$102.0024.56%$1.38$1.501879
1217$2.34$2.69—$103.0024.33%$1.77$1.941558
352136$1.84$1.9624.75%$104.00—$2.36$2.448411
496164$1.42$1.5124.52%$105.00—$2.83$3.055812
19254$1.06$1.1424.26%$106.00—$3.45$3.80440
2496$0.77$0.8624.16%$107.00—$4.20$4.50280
2989$0.48$0.6223.41%$108.00—$3.85$5.40270
0154$0.34$0.4523.54%$109.00—$4.70$7.40100
36447$0.24$0.3624.17%$110.00—$5.95$7.10480
—————$111.00—$6.55$9.6010
—————$112.00—$7.50$9.85500

Forward $103.50. The 25-delta put carries +0.16 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 24.38%±6.35skew +1.58
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0283$22.80$25.10—$80.00—————
044$17.10$20.60—$85.00—————
0298$12.40$15.70—$90.0029.17%$0.05$0.094,65137
0595$8.50$9.85—$95.00—————
—————$99.0024.83%$0.72$0.93210
2192,699$4.60$4.85—$100.0025.35%$1.08$1.1826,603319
991$3.80$4.70—$101.0024.60%$1.25$1.51170
—————$102.0025.44%$1.73$1.942121
430$2.80$2.95—$103.0025.42%$2.16$2.3892118
145136$2.29$2.5124.34%$104.00—$2.47$2.8416236
2522,554$1.85$2.0124.05%$105.00—$3.15$3.453,98964
1670$1.47$1.6123.92%$106.00—$3.75$4.05014
1877$1.15$1.2823.87%$107.00—$4.45$4.8532
80760$0.89$0.9923.76%$108.00—$4.10$6.2510
834$0.68$0.7723.79%$109.00—$4.90$7.6010
6547,059$0.50$0.6123.86%$110.00—$6.05$7.305972
39490$0.37$0.4623.85%$111.00—————
—————$112.00—$7.55$9.9510
—————$115.00—$10.60$12.402840
173,452$0.05$0.1029.40%$120.00—————
14,468$0.02$0.0834.04%$125.00—————

Forward $103.74. The 25-delta put carries +1.58 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 24.12%±7.17skew +0.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$8.10$10.80—$95.00—————
—————$96.0025.88%$0.46$0.6895
—————$97.0024.81%$0.59$0.7416213
021$5.60$8.20—$98.0024.66%$0.75$0.961742
01$4.80$7.40—$99.0024.34%$0.94$1.20140
056$4.80$5.30—$100.0024.12%$1.20$1.47497
13$3.35$4.70—$101.0024.74%$1.67$1.81140
112$3.50$3.85—$102.0024.01%$1.89$2.21470
103$2.96$3.30—$103.0024.30%$2.41$2.65402
2388$2.64$2.7724.12%$104.00—$2.87$3.15402
260$2.19$2.3524.17%$105.00—$3.35$3.70532
72227$1.79$1.9524.05%$106.00—$4.00$4.5090
1152$1.44$1.5823.83%$107.00—$3.55$5.8580
13431$1.14$1.2823.69%$108.00—$5.40$5.9010
031$0.89$1.0223.54%$109.00—$5.10$7.3030
71260$0.70$0.8123.54%$110.00—$5.90$7.45320
—————$112.00—$7.60$9.85150

Forward $103.69. The 25-delta put carries +0.80 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 23.51%±7.76skew -0.45
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$8.00$11.40—$95.0025.77%$0.49$0.70133
—————$98.0024.27%$0.94$1.17282
—————$99.0024.13%$1.02$1.59110
15$5.15$5.60—$100.0024.45%$1.51$1.79452
—————$101.0023.89%$1.79$2.09150
07$3.85$4.60—$102.0023.79%$2.18$2.4835
171$3.30$3.90—$103.0023.73%$2.60$2.95303
382$2.51$3.3523.51%$104.00—$2.95$3.55200
516$2.48$2.8224.75%$105.00—$3.65$4.10241
921$2.03$2.4024.44%$106.00—$4.15$5.1072
14$1.73$2.0324.56%$107.00—$4.90$5.30100
133299$1.31$1.7624.23%$108.00—$5.65$6.1570
318$1.14$1.4524.45%$109.00—$6.30$8.0512
13192$0.88$1.2824.58%$110.00—$6.00$8.7030
2130$0.74$1.0124.49%$111.00—————
483$0.46$0.7424.87%$113.00—————
3578$0.28$0.4224.27%$115.00—$10.45$13.15100

Forward $103.68. The 25-delta put carries -0.45 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 30.43%±12.61skew +1.00
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$47.30$50.80—$55.00—————
03$41.95$45.85—$60.00—————
02$36.95$40.90—$65.00—————
01$32.20$35.95—$70.00—————
048$27.65$31.05—$75.00—————
084$23.65$24.90—$80.00—————
052$18.05$21.35—$85.0033.54%$0.31$0.411,6202
08,007$14.40$15.50—$90.0031.63%$0.72$0.808,947217
08,310$10.20$11.65—$95.0030.92%$1.62$1.679,758515
5932,365$7.05$7.25—$100.0030.40%$3.10$3.254,312459
472,746$4.45$4.6030.43%$105.00—$5.45$5.651,25958
4146,840$2.59$2.7230.20%$110.00—$8.55$8.752,219257
3223,985$1.40$1.4729.92%$115.00—$12.05$13.05360386
653,031$0.69$0.7929.94%$120.00—$16.35$17.851220
212,650$0.27$0.4529.98%$125.00—$20.05$23.1510

Forward $103.97. The 25-delta put carries +1.00 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 29.28%±14.77skew +1.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0523$57.15$60.85—$45.00—————
0113$52.35$55.90—$50.00—————
032$47.60$50.95—$55.00—————
024$42.95$46.05—$60.00—————
055$37.80$41.10—$65.00—————
0108$32.85$36.15—$70.00—————
0171$28.30$30.95—$75.00—————
0603$23.55$26.05—$80.0034.06%$0.27$0.453,32213
0476$18.85$21.40—$85.0031.76%$0.57$0.723,38876
0587$15.10$16.40—$90.0031.17%$1.18$1.462,26621
01,078$11.05$13.00—$95.0030.28%$2.31$2.474,10819
132,807$7.85$8.30—$100.0029.52%$3.90$4.152,68162
31,634$5.25$5.4529.27%$105.00—$6.30$6.502,81529
1142,817$3.25$3.4528.64%$110.00—$9.25$9.651,6280
345,091$1.95$2.1028.49%$115.00—$12.40$14.651,53418
533,691$1.14$1.2528.60%$120.00—$16.10$18.407740
631,527$0.63$0.8029.10%$125.00—$20.60$23.252970
—————$130.00—$25.25$27.5510

Forward $103.94. The 25-delta put carries +1.80 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.