Given a natural number n ≥ 3 and two points a and b in the unit disk D in the complex plane, it is known that there exists a unique elliptical disk having a and b as foci that can also be realized as the intersection of a collection of convex cyclic n-gons whose vertices fill the whole unit circle T. What is less clear is how to find a convenient formula or expression for such an elliptical disk. Our main results reveal how orthogonal polynomials on the unit circle provide a useful tool for finding such a formula for some values of n. The main idea is to realize the elliptical disk as the numerical range of a matrix and the problem reduces to finding the eigenvalues of that matrix.