DIA Options History — April 2022

In April 2022, DIA traded between $331.35 and $352.35. ATM implied volatility averaged 18.5%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 3.7% (HV 20d: 14.8%). Max pain ranged from $342.00 to $345.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.43.

Notable Days

  • 2022-04-22: Highest Volume — 126,462 contracts
  • 2022-04-11: Largest IV spike — 20.1% change
  • 2022-04-26: Highest IV Rank — 82.6%
  • 2022-04-26: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$343.47$331.35$352.35$346.60$331.35
Max Pain$343.65$342.00$345.00$345.00$342.00
ATM IV18.5%13.8%25.1%14.9%24.5%
Expected Move5.4%4.1%7.4%4.7%7.3%
HV 20d14.8%12.3%19.1%17.0%19.1%
HV 60d17.7%17.3%18.9%17.3%18.9%
IV Rank43.7%15.5%82.6%22.3%79.0%
IV Percentile76.8%36.5%98.4%57.1%96.8%
Term Structure-0.1%-0.9%0.6%0.6%-0.6%
VWIV19.5%16.1%25.3%16.6%24.8%
Skew 25d7.4%5.8%9.7%5.8%8.7%
Skew 10d14.7%11.9%18.8%12.4%17.0%
Call IV 25d15.1%11.9%20.4%12.4%20.4%
Put IV 25d22.5%17.6%29.9%18.2%29.0%
Bid-Ask Spread %26.724.0464.6925.4731.21
Gamma HHI0.030.030.050.030.04
Net GEX-30.0M-163.0M107.8M-22.6M-138.4M
Net DEX1.26B-84.6M2.80B894.6M2.80B
Net VEX-20.6M-21.7M-19.6M-19.7M-21.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.430.932.080.931.28
Total Volume70,659.5533,462126,46268,43480,149
Total OI659,825.4607,359706,183643,627706,183

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$346.60$345.0014.9%4.7%17.0%22.3%16.6%5.8%0.6%-22.6M894.6M-19.7M0.9325.4735,50132,933213,967429,660
2022-04-04$348.65$345.0013.8%4.1%15.3%15.5%16.1%5.8%0.4%28.1M582.6M-19.6M0.9921.0120,32720,062210,792418,973
2022-04-05$346.22$345.0015.9%4.8%15.4%27.9%18.0%7.1%0.2%-22.5M961.2M-20.2M1.2723.6221,39627,211215,580422,545
2022-04-06$344.82$345.0016.9%5.0%14.0%34.1%17.6%7.8%-0.0%-67.8M1.26B-20.4M1.3925.0322,25530,936216,379428,535
2022-04-07$346.80$345.0016.0%4.9%13.6%28.6%16.8%7.1%0.2%-19.2M885.8M-20.1M1.1026.3728,95131,798219,459430,252
2022-04-08$348.11$345.0015.7%4.5%13.4%27.1%19.9%6.7%0.4%18.5M484.8M-20.4M1.2822.3835,66945,625229,403435,248
2022-04-11$343.44$345.0018.9%5.3%14.5%45.9%19.5%7.9%-0.4%-29.1M1.28B-20.4M1.0226.2628,37928,926216,662423,293
2022-04-12$341.86$345.0019.1%5.6%13.2%47.2%19.3%7.8%0.5%-56.4M1.52B-20.2M1.3363.1523,13330,662224,509431,055
2022-04-13$345.93$345.0016.4%4.8%13.5%31.4%17.2%6.8%0.5%53.9M878.1M-19.9M1.1664.6930,69135,750227,422435,947
2022-04-14$345.25$345.0016.9%4.9%12.3%34.2%17.4%6.5%0.2%12.2M991.6M-20.2M1.1739.2038,12144,665233,357441,095
2022-04-18$342.99$345.0018.3%5.2%12.3%42.6%19.0%7.2%0.0%-38.6M1.24B-19.7M2.087.7326,95555,965202,546404,813
2022-04-19$349.01$342.0016.2%4.7%13.5%30.1%16.1%6.3%-0.0%49.6M413.2M-20.7M2.084.0426,77355,642213,629431,105
2022-04-20$352.35$342.0016.0%4.6%13.4%28.6%16.6%6.4%-0.1%107.8M-84.6M-21.1M2.0014.1830,03760,225219,804441,349
2022-04-21$347.83$342.0017.9%5.1%13.6%39.8%17.4%7.0%-0.1%-23.5M730.6M-21.6M2.088.4528,17758,508222,785450,375
2022-04-22$340.32$342.0021.3%6.1%15.6%60.1%21.7%7.8%-0.2%-163.0M2.12B-21.7M1.4719.8851,17875,284225,960456,962
2022-04-25$340.64$342.0021.5%6.2%15.5%61.2%22.3%8.7%-0.2%-60.0M1.66B-21.3M1.6423.5829,36748,028218,934436,358
2022-04-26$333.53$342.0025.1%7.4%17.0%82.6%25.0%9.6%-0.7%-91.8M2.51B-21.5M1.8931.9226,21849,515227,145443,924
2022-04-27$334.30$342.0023.9%7.0%16.3%75.9%25.3%9.7%-0.9%-90.3M2.44B-21.3M1.1629.8115,49317,969233,825459,297
2022-04-28$339.49$342.0021.1%6.2%17.5%59.4%22.8%8.3%-0.6%-47.1M1.65B-21.2M1.3426.4027,62937,088236,630460,751
2022-04-29$331.35$342.0024.5%7.3%19.1%79.0%24.8%8.7%-0.6%-138.4M2.80B-21.0M1.2831.2135,09845,051239,189466,994