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The Walt Disney Company DIS 118.95 4.77 4.18%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $118.95
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$1.30 $117.65 – $120.25 $117.39 – $120.51 $116.17 – $121.73
2 sessions ±1.5% ±$1.81 $117.14 – $120.76 $116.76 – $121.14 $115.05 – $122.85
3 sessions ±1.9% ±$2.27 $116.68 – $121.22 $116.24 – $121.66 $114.10 – $123.80
1 week ±2.4% ±$2.89 $116.06 – $121.84 $115.41 – $122.49 $112.79 – $125.11
2 weeks Earnings ±6.2% ±$7.42 $111.53 – $126.37 $109.78 – $128.12 $103.31 – $134.59
3 weeks Earnings ±6.7% ±$7.99 $110.96 – $126.94 $109.05 – $128.85 $102.14 – $135.76
1 month Earnings ±7.2% ±$8.61 $110.34 – $127.56 $108.26 – $129.64 $100.83 – $137.07
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. DIS reports in 9 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.59%
Average actual move
5.55%
Beyond the implied move
2 / 6
Median IV change
-47.48%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2026 ±6.16% +3.65% 0.59× 39.8% → 28.5%
May 06, 2026 ±6.73% +7.54% 1.12× —
August 06, 2025 ±6.00% -2.66% 0.44× 41.5% → 21.8%
May 07, 2025 ±6.84% +10.76% 1.57× 47.1% → 37.4%
February 05, 2025 ±6.88% -2.44% 0.35× 46.4% → 22.2%
November 14, 2024 ±6.91% +6.23% 0.90× 46.6% → 23.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →