DIA Options History — June 2022

In June 2022, DIA traded between $299.37 and $332.15. ATM implied volatility averaged 21.7%, placing in the 62.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 2.2% (HV 20d: 23.9%). Max pain ranged from $315.00 to $330.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.90.

Notable Days

  • 2022-06-24: Highest Volume — 134,280 contracts
  • 2022-06-13: Largest IV spike — 21.8% change
  • 2022-06-13: Highest IV Rank — 92.5%
  • 2022-06-13: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$314.79$299.37$332.15$329.53$307.60
Max Pain$322.71$315.00$330.00$330.00$315.00
ATM IV21.7%18.0%26.7%19.1%22.7%
Expected Move6.2%5.3%7.6%5.7%6.5%
HV 20d23.9%20.9%27.1%27.1%24.4%
HV 60d22.0%20.5%23.5%21.0%23.4%
IV Rank62.5%40.4%92.5%47.2%68.7%
IV Percentile81.5%66.7%99.2%75.0%83.7%
Term Structure0.0%-0.9%0.8%-0.3%0.1%
VWIV22.4%18.1%26.4%20.6%22.9%
Skew 25d5.6%4.8%7.3%5.3%5.6%
Skew 10d11.2%9.2%14.3%10.1%10.6%
Call IV 25d19.2%15.6%23.1%16.8%20.2%
Put IV 25d24.8%20.7%30.2%22.1%25.8%
Bid-Ask Spread %9.582.6822.843.7810.76
Gamma HHI0.050.030.170.040.04
Net GEX-61.0M-165.0M40.4M-76.1K-97.4M
Net DEX2.22B297.2M5.01B1.35B1.73B
Net VEX-17.0M-18.6M-15.1M-18.3M-17.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.901.322.442.112.31
Total Volume99,73474,425134,28082,19698,295
Total OI682,737.762547,128829,023703,177609,359

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$329.53$330.0019.1%5.7%27.1%47.2%20.6%5.3%-0.3%-76.1K1.35B-18.3M2.113.7826,46355,733253,593449,584
2022-06-02$331.69$330.0018.3%5.4%24.9%42.5%18.1%5.2%-0.3%26.8M1.03B-18.4M1.6522.8434,50656,976257,174454,499
2022-06-03$328.92$330.0018.8%5.4%21.8%45.3%19.1%5.5%-0.2%-32.1M1.41B-18.6M1.6122.1533,82954,576266,767463,090
2022-06-06$329.41$330.0019.1%5.5%21.8%47.3%20.8%5.4%0.1%-16.7M1.40B-18.3M2.3713.4422,63253,685260,597451,302
2022-06-07$332.15$330.0018.0%5.4%20.9%40.4%20.5%5.1%0.8%5.1M970.5M-18.2M1.9510.1425,26849,157263,083457,727
2022-06-08$329.53$330.0018.2%5.3%21.0%41.8%19.2%5.1%0.4%-22.8M1.36B-18.2M1.9511.6426,05950,701265,817461,799
2022-06-09$324.45$330.0020.7%5.9%21.6%56.6%20.3%5.9%-0.3%-75.5M2.25B-17.9M2.259.0828,12563,340270,586465,145
2022-06-10$315.74$330.0021.9%6.3%23.6%64.1%21.7%4.8%0.3%-140.2M3.56B-16.8M1.9214.5338,88074,782277,302471,267
2022-06-13$304.86$330.0026.7%7.6%25.3%92.5%26.4%7.0%-0.9%-112.9M4.11B-15.6M2.2816.0738,56787,834266,331457,198
2022-06-14$304.41$320.0024.7%7.1%25.3%80.7%25.2%6.0%-0.0%-159.3M4.39B-16.1M1.577.9642,31966,621279,452486,050
2022-06-15$307.75$320.0022.4%6.4%25.2%66.6%23.9%5.8%0.4%-139.6M3.97B-16.2M1.3613.7547,98865,312297,912493,547
2022-06-16$299.46$320.0024.8%7.1%23.9%81.4%26.1%7.3%0.1%-151.4M4.95B-15.1M1.658.7547,49678,180315,069499,230
2022-06-17$299.37$320.0023.7%6.8%23.9%74.6%25.1%6.3%0.0%-165.0M5.01B-15.4M1.326.1553,93970,995321,638507,385
2022-06-21$305.63$320.0022.9%6.6%25.1%70.0%23.7%5.9%-0.1%-37.4M1.90B-16.0M1.684.9332,82154,983253,450293,678
2022-06-22$305.20$317.0023.0%6.7%23.7%70.2%23.8%5.5%0.4%-47.3M1.78B-15.9M1.864.5236,10967,225257,179294,996
2022-06-23$306.34$315.0022.9%6.5%23.6%69.6%23.4%5.6%0.4%-17.1M1.58B-16.5M1.823.3336,95867,281268,714306,214
2022-06-24$314.28$315.0021.5%6.1%25.5%61.3%23.4%4.9%0.4%40.4M297.2M-17.5M1.722.6849,32784,953275,602318,944
2022-06-27$314.56$315.0021.4%6.1%24.5%60.7%22.2%5.0%0.0%-23.4M718.0M-17.4M2.447.9922,33354,473259,857311,034
2022-06-28$309.63$315.0022.1%6.2%24.3%65.0%21.7%5.5%-0.2%-62.1M1.40B-16.9M1.933.4435,43968,516262,638316,781
2022-06-29$310.04$315.0022.3%6.2%24.4%66.0%22.2%5.4%-0.2%-53.9M1.37B-17.1M2.233.2028,39363,345271,496324,407
2022-06-30$307.60$315.0022.7%6.5%24.4%68.7%22.9%5.6%0.1%-97.4M1.73B-17.0M2.3110.7629,70368,592277,327332,032