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DISThe Walt Disney Company

Options Analysis Report•SERVICES-MISCELLANEOUS AMUSEMENT & RECREATION
Market Cap $186.7B|NYSE
● 2026-08-31$108.10
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -8.6%YTD -3.4%7D -2.3%
24,911
30D
±6.1%
3%

DIS Options Overview

IV is low. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

6.6VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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DIS Gamma Walls

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Value

Is IV priced right?

9.4
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks8/9 checks passed
≤35%

IV Rank 15.3% — cheap vs history

<1.05x

IV/HV 0.78x — IV ≤ HV

Sector Relative≤50%

Sector percentile 21% — below sector median

<1.1x

Front/Back 0.74x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 22.7% — normal range

<80%

Effective IV 41.2% (ATM 22.7% + spread 9.2% + bias) — excellent value

<3.0%

Total drag 14.42% (spread 9.23% + slippage 5.19%) — high friction

≥5.0

Vega efficiency 5.09 (vega 4.697 / spread 9.23%) — acceptable

Sentiment

Bullish or bearish?

6.6
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +29%, Raw: +15%)
|net sentiment| ≥25%

Conviction-weighted: +29% (bullish) — Raw: +15%

≥15%

|OI skew| 20.2% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +12.9%, OI skew +20.2% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +6%, ATM: +35%, OTM: -10% — bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 62% — bearish vs sector

Activity

Unusual activity?

4.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 3.6% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +8.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 59% — neutral vs sector

≥30%

Large trade volume 27% — mixed

≥60%

Aggressive execution 31% — patient

≥30

Conviction +29 (bullish) — mixed

Liquidity

Can I trade efficiently?

5.3
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks5/8 checks passed
≤5.0%

Spread 9.2% — wide

≥10,000

OI 683,821 — deep

≥500

Volume 24,911/day — active

≤$0.50

$0.46 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 35% — tighter than sector

≥100 contracts

Depth 190.8 contracts (bid:99.0 ask:91.8) — adequate

<1.0%

Avg slippage 5.19% — poor

Timing

Is now a good time?

7.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks8/9 checks passed
|slope| ≥5%

Slope -26.3% — contango

<30 or >70

IV percentile 15% — buyer opportunity

≥10pts kink

IV kink -4.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 66.44 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +29% @ 64% consistency — moderate (bullish)

≥40 composite score

Score 57 (ITM 20% + inst 27%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls7.5
bullishIV cheap, bullish flow
Long Puts6.4
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.7
bullishIV too cheap, bullish flow
Covered Call3.6
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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