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DIS Earnings Signal (2025-05-06)

DIS Earnings Signal (2025-05-06)

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Henry Zhang
May 06, 2025
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DIS Earnings Signal (2025-05-06)
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DIS Earnings Analysis Summary (2025-05-06)

Disney (DIS) Earnings Single-Leg Options Trade Plan

1. Historical Earnings Analysis

Average post-earnings move: ~4.2% (range –8.8% to +7.4%) over last 8 quarters Slight positive bias: 5 of 8 beats drove higher stock moves Management guidance: generally conservative; mixed credibility with occasional upside surprises IV crush: historically 15–25% drop in implied volatility immediately after earnings

2. Current Setup Evaluation

Price action: trading below 50-day ($96.20) and 200-day ($100.03) MAs; recent bounce stalled, RSI at 73.8 (overbought) Volume: below 10-day/3-month averages (0.67×), indicating lack of strong conviction Open interest: heavy puts at $90 (3,477 OI) and $85 (2,391 OI); calls concentrated at $97 (4,020 OI) IV vs. historical: current IV elevated vs. typical earnings cycles; skew shows slightly more premium in puts near 6–8% OTM

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