DIA Options History — July 2024 In July 2024, DIA traded between $391.26 and $411.58. ATM implied volatility averaged 11.8%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 2.8% (HV 20d: 9.0%). Max pain ranged from $390.00 to $400.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.03.
Notable Days 2024-07-12 : Highest Volume — 166,836 contracts2024-07-24 : Largest IV spike — 13.1% change2024-07-30 : Highest IV Rank — 68.5%2024-07-30 : Largest Expected Move — 4.1%Monthly Statistics Metric Avg Min Max Open Close Price $400.97 $391.26 $411.58 $391.26 $409.98 Max Pain $395.36 $390.00 $400.00 $390.00 $400.00 ATM IV 11.8% 10.0% 13.8% 10.4% 12.6% Expected Move 3.4% 2.7% 4.1% 2.9% 3.7% HV 20d 9.0% 6.4% 12.0% 6.5% 11.9% HV 60d 9.5% 8.7% 10.1% 9.6% 9.8% IV Rank 38.9% 12.5% 68.5% 18.4% 50.4% IV Percentile 63.0% 12.7% 91.3% 29.0% 79.4% Term Structure 0.0% -0.2% 0.4% 0.1% -0.1% VWIV 12.1% 9.6% 15.1% 10.2% 13.4% Skew 25d 2.3% 1.1% 3.3% 2.3% 2.6% Skew 10d 5.3% 3.1% 8.8% 5.3% 6.3% Call IV 25d 10.8% 9.0% 12.4% 9.3% 11.3% Put IV 25d 13.1% 11.0% 15.4% 11.6% 13.9% Bid-Ask Spread % 7.50 4.91 10.48 6.76 7.60 Gamma HHI 0.06 0.03 0.15 0.06 0.06 Net GEX 204.9M -60.8M 928.1M 44.1M 216.1M Net DEX -2.49B -5.02B -972.8M -1.28B -3.28B Net VEX -16.5M -18.0M -14.2M -16.6M -16.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.03 0.59 2.40 1.22 0.97 Total Volume 70,232 27,744 166,836 51,650 47,280 Total OI 511,666.091 440,991 597,296 440,991 540,077
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-07-01 $391.26 $390.00 10.4% 2.9% 6.5% 18.4% 10.2% 2.3% 0.1% 44.1M -1.28B -16.6M 1.22 6.76 23,240 28,410 171,112 269,879 2024-07-02 $393.00 $390.00 10.0% 2.7% 6.6% 12.5% 9.6% 2.0% 0.1% 134.4M -1.62B -16.4M 0.86 7.05 16,885 14,505 173,851 277,357 2024-07-03 $392.75 $390.00 10.2% 2.7% 6.5% 14.9% 9.7% 1.9% 0.2% 109.5M -1.57B -16.4M 1.10 7.54 17,712 19,516 175,923 281,812 2024-07-05 $393.65 $390.00 10.2% 3.0% 6.5% 15.2% 12.6% 2.0% 0.1% 215.5M -1.78B -16.5M 0.59 10.48 29,057 17,249 184,856 290,539 2024-07-08 $393.25 $391.00 10.7% 3.1% 6.5% 22.7% 11.4% 2.0% -0.1% 169.6M -1.61B -16.3M 0.77 9.22 32,486 25,016 176,678 280,931 2024-07-09 $393.08 $391.00 10.9% 3.1% 6.4% 25.5% 11.1% 2.0% -0.0% 174.2M -1.60B -16.3M 0.82 8.57 26,692 21,838 189,931 294,769 2024-07-10 $396.03 $391.00 11.0% 3.1% 6.9% 27.6% 11.5% 1.9% -0.0% 364.7M -2.49B -15.9M 0.64 9.26 30,286 19,257 193,118 303,244 2024-07-11 $397.52 $392.00 11.1% 3.1% 6.8% 28.0% 10.8% 1.6% -0.1% 509.5M -2.83B -16.3M 0.63 8.74 53,098 33,590 198,981 312,749 2024-07-12 $400.86 $392.00 10.5% 3.0% 7.1% 19.5% 10.3% 1.1% -0.0% 928.1M -3.98B -15.6M 0.79 10.46 92,962 73,874 213,985 323,798 2024-07-15 $402.01 $392.00 11.0% 3.1% 7.1% 26.7% 11.0% 1.5% 0.1% 358.7M -3.34B -15.1M 0.75 7.79 28,645 21,482 196,897 317,799 2024-07-16 $409.35 $393.00 11.4% 3.3% 8.9% 33.1% 11.8% 1.5% 0.1% 384.5M -4.89B -14.2M 0.99 7.52 55,004 54,199 202,252 324,931 2024-07-17 $411.58 $396.00 12.2% 3.5% 8.9% 45.0% 12.8% 1.9% 0.2% 269.5M -5.02B -15.0M 1.16 6.59 57,914 67,236 210,688 348,661 2024-07-18 $407.08 $400.00 12.8% 3.7% 10.1% 52.8% 13.3% 2.6% 0.4% 134.3M -3.44B -16.9M 2.40 8.73 46,162 110,635 220,960 376,336 2024-07-19 $402.52 $400.00 13.3% 3.8% 11.0% 60.1% 13.1% 3.3% 0.1% -10.4M -1.75B -18.0M 1.24 4.91 45,387 56,492 220,302 373,815 2024-07-22 $404.19 $400.00 12.2% 3.5% 11.0% 44.9% 11.7% 2.7% -0.0% 87.7M -2.10B -16.3M 0.81 6.00 22,292 18,045 189,838 303,349 2024-07-23 $403.87 $400.00 12.1% 3.5% 10.7% 43.8% 11.9% 2.7% -0.1% 75.4M -1.96B -17.3M 0.90 6.70 14,596 13,148 195,032 307,845 2024-07-24 $398.96 $400.00 13.7% 4.0% 11.1% 66.8% 13.3% 3.1% -0.2% -60.8M -972.8M -17.3M 0.95 6.97 33,328 31,744 196,980 313,287 2024-07-25 $400.71 $400.00 13.5% 3.9% 11.2% 63.7% 14.5% 3.2% -0.1% 42.3M -1.51B -17.9M 1.23 6.65 29,396 36,082 208,539 313,230 2024-07-26 $405.97 $400.00 13.2% 3.8% 12.0% 58.9% 13.7% 3.0% -0.1% 150.9M -2.69B -17.9M 1.44 6.91 41,759 60,103 214,459 326,179 2024-07-29 $406.22 $400.00 13.1% 3.9% 11.9% 58.0% 14.3% 2.9% -0.2% 97.1M -2.36B -17.6M 1.25 5.32 15,346 19,226 190,666 326,064 2024-07-30 $407.59 $400.00 13.8% 4.1% 11.9% 68.5% 15.1% 2.8% -0.2% 112.6M -2.67B -16.9M 1.24 5.18 19,638 24,292 194,123 330,832 2024-07-31 $409.98 $400.00 12.6% 3.7% 11.9% 50.4% 13.4% 2.6% -0.1% 216.1M -3.28B -16.8M 0.97 7.60 23,959 23,321 200,882 339,195
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