DIA Options History — May 2022

In May 2022, DIA traded between $311.27 and $340.37. ATM implied volatility averaged 23.1%, placing in the 70.9% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 2.5% (HV 20d: 25.6%). Max pain ranged from $330.00 to $342.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.29.

Notable Days

  • 2022-05-26: Highest Volume — 97,327 contracts
  • 2022-05-05: Largest IV spike — 25.9% change
  • 2022-05-09: Highest IV Rank — 91.8%
  • 2022-05-02: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$323.66$311.27$340.37$329.70$330.95
Max Pain$336.05$330.00$342.00$342.00$330.00
ATM IV23.1%18.8%26.6%25.1%19.6%
Expected Move6.7%5.5%7.7%7.7%5.9%
HV 20d25.6%18.9%28.3%19.1%27.1%
HV 60d20.9%18.7%22.0%18.7%21.3%
IV Rank70.9%45.7%91.8%83.0%49.9%
IV Percentile89.2%73.4%99.2%98.4%76.2%
Term Structure-0.4%-1.5%0.7%-0.0%-0.3%
VWIV23.7%20.2%27.1%26.9%21.5%
Skew 25d7.0%5.1%11.2%11.2%5.5%
Skew 10d13.7%9.9%20.2%20.2%10.8%
Call IV 25d19.6%14.1%22.7%20.8%17.2%
Put IV 25d26.7%21.5%32.0%32.0%22.7%
Bid-Ask Spread %42.633.3176.6938.957.84
Gamma HHI0.050.030.070.030.04
Net GEX-65.7M-136.6M70.1M-87.3M12.8M
Net DEX2.73B616.2M4.26B2.74B1.18B
Net VEX-19.0M-20.9M-16.7M-20.6M-18.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.290.672.851.032.37
Total Volume64,993.38138,76497,32762,98672,566
Total OI709,029.333676,634737,855681,315693,421

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$329.70$342.0025.1%7.7%19.1%83.0%26.9%11.2%-0.0%-87.3M2.74B-20.6M1.0338.9531,01731,969228,055453,260
2022-05-03$330.39$340.0023.8%7.2%18.9%75.4%25.1%8.3%-1.5%-78.4M2.54B-20.7M0.8635.9228,36324,303237,329457,315
2022-05-04$340.37$340.0019.6%5.8%22.1%50.3%21.2%8.5%-0.8%-773.3K1.10B-20.7M1.1041.0927,00329,676243,393461,689
2022-05-05$328.76$340.0024.7%6.8%25.1%80.5%23.7%8.3%-0.7%-100.1M2.79B-20.8M1.1372.7035,19139,779246,587466,097
2022-05-06$328.68$340.0023.2%6.8%25.0%71.8%23.2%8.2%-1.1%-92.3M2.78B-20.9M0.8176.6936,18229,235253,936471,853
2022-05-09$322.92$340.0026.6%7.4%25.4%91.8%27.1%8.6%-0.5%-93.2M3.17B-20.4M1.3470.6321,41928,644243,991457,984
2022-05-10$321.22$340.0026.1%7.5%25.1%88.8%25.0%8.0%0.2%-106.6M3.40B-19.7M1.0769.9525,76327,628249,178462,489
2022-05-11$318.75$340.0025.7%7.3%25.2%86.6%25.4%7.1%-0.2%-117.4M3.63B-19.5M0.9673.1724,99424,109252,713463,882
2022-05-12$315.75$340.0026.3%7.5%24.6%89.8%26.1%7.6%-0.1%-136.6M3.99B-18.8M1.0168.6430,70031,100258,112466,097
2022-05-13$322.42$335.0023.5%6.9%26.2%73.4%23.6%7.0%0.7%-112.5M3.10B-19.1M1.1366.8626,48229,921262,727465,196
2022-05-16$322.46$335.0023.4%6.7%26.2%72.5%23.9%6.2%-1.1%-87.4M3.04B-18.2M0.9750.3119,68719,077244,169451,952
2022-05-17$326.41$335.0021.4%6.2%25.7%61.1%20.9%5.8%-0.9%-61.3M2.54B-18.5M0.8560.2121,64218,437249,139453,633
2022-05-18$314.90$335.0024.6%7.0%27.7%79.7%23.8%6.6%-0.7%-106.1M3.85B-17.3M0.8543.4731,82726,946253,490456,035
2022-05-19$314.16$335.0022.6%6.5%27.6%67.8%22.3%5.9%-0.4%-108.3M3.99B-16.8M0.6763.5538,55325,654263,243459,134
2022-05-20$311.27$335.0023.3%6.7%26.9%72.0%24.5%6.6%-0.8%-117.2M4.26B-16.7M1.2036.5933,85140,546273,871463,984
2022-05-23$317.85$335.0022.4%6.6%28.3%66.5%23.6%6.3%-0.1%-47.9M2.70B-17.5M1.033.3129,82130,865242,829433,805
2022-05-24$320.06$330.0022.1%6.6%27.8%65.2%24.6%5.9%-0.2%-42.7M2.48B-18.5M2.854.6523,45466,885249,477441,985
2022-05-25$321.38$330.0021.8%6.5%27.8%63.1%23.6%5.9%-0.1%-18.4M2.23B-18.4M2.263.8926,75360,449254,339450,521
2022-05-26$327.12$330.0020.4%6.0%28.0%54.9%22.2%5.6%-0.0%70.1M1.27B-18.7M1.863.4534,06763,260261,420457,595
2022-05-27$331.36$330.0018.8%5.5%27.1%45.7%20.2%5.1%0.2%51.3M616.2M-18.9M1.823.4334,38462,659269,401464,290
2022-05-31$330.95$330.0019.6%5.9%27.1%49.9%21.5%5.5%-0.3%12.8M1.18B-18.6M2.377.8421,50551,061248,737444,684