Walt Disney Co (DIS) Historical Volatility

Tracking DIS historical volatility helps you see how much Walt Disney Co's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, DIS's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor DIS 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. DIS's 30 day historical volatility, or DIS HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing DIS's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

The Walt Disney Company, together with its subsidiaries, operates as an entertainment company worldwide. It operates through two segments, Disney Media and Entertainment Distribution; and Disney Parks, Experiences and Products. The company engages in the film and episodic television content production and distribution activities, as well as operates television broadcast networks under the ABC, Disney, ESPN, Freeform, FX, Fox, National Geographic, and Star brands; and studios that produces motion pictures under the Walt Disney Pictures, Twentieth Century Studios, Marvel, Lucasfilm, Pixar, and Searchlight Pictures banners.