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Option traders moderately bearish in Disney with shares down 0.8%

Option traders moderately bearish in Disney (DIS), with shares down 89c near $110.24.Options volume relatively light with 36k contracts traded and calls leading puts for a put/call ratio of 0.77, compared to a typical level near 0.76. Implied volatility (IV30) is higher by 0.4 points near 22.65,and below the 52wk median, suggesting an expected daily move of $1.57. Put-call skew steepened, indicating increased demand for downside protection.

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