Disney (DIS) call put ratio 2.5 calls to 1 put with focus on November 120 calls into EPS
Disney (NYSE: DIS) November weekly call option implied volatility is at 51, November is at 37, December is at 24; compared to its 52-week range of 15 to 35 into expected release of EPS after the bell on November 8. Call put ratio 2.5 calls to 1 put with focus on November 120 calls.