DIA Options History — August 2024 In August 2024, DIA traded between $386.11 and $415.02. ATM implied volatility averaged 13.7%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 4.1% (HV 20d: 17.8%). Max pain ranged from $397.00 to $400.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.37.
Notable Days 2024-08-02 : Highest Volume — 107,332 contracts2024-08-05 : Largest IV spike — 42.8% change2024-08-02 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $403.12 $386.11 $415.02 $402.29 $415.02 Max Pain $399.14 $397.00 $400.00 $400.00 $400.00 ATM IV 13.7% 10.7% 23.8% 14.4% 10.7% Expected Move 4.0% 3.2% 6.7% 4.4% 3.3% HV 20d 17.8% 14.1% 19.4% 14.1% 15.1% HV 60d 12.8% 10.6% 13.5% 10.6% 12.8% IV Rank 35.1% 10.8% 100.0% 77.4% 10.8% IV Percentile 78.4% 44.8% 100.0% 94.4% 44.8% Term Structure -0.2% -1.1% 0.5% -0.2% 0.4% VWIV 14.3% 11.8% 24.3% 15.1% 12.0% Skew 25d 4.0% 2.5% 11.3% 3.1% 3.5% Skew 10d 8.8% 4.8% 23.6% 6.1% 9.0% Call IV 25d 11.9% 9.5% 17.8% 13.0% 9.5% Put IV 25d 15.9% 12.6% 29.1% 16.2% 13.1% Bid-Ask Spread % 10.80 5.49 46.35 5.92 5.49 Gamma HHI 0.05 0.03 0.13 0.04 0.05 Net GEX 149.4M -276.7M 584.1M -98.3M 306.2M Net DEX -2.13B -4.24B 1.73B -1.31B -4.00B Net VEX -19.0M -21.2M -17.7M -18.4M -17.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.37 0.57 2.22 1.23 1.34 Total Volume 52,361.227 24,825 107,332 89,224 61,318 Total OI 545,356.591 491,983 611,768 547,609 549,961
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 2024-08-01 $402.29 $400.00 14.4% 4.4% 14.1% 77.4% 15.1% 3.1% -0.2% -98.3M -1.31B -18.4M 1.23 5.92 39,997 49,227 205,417 342,192 2024-08-02 $396.36 $400.00 16.7% 5.1% 15.2% 100.0% 17.8% 6.1% -1.1% -276.7M 395.9M -19.4M 1.64 40.33 40,594 66,738 220,661 348,876 2024-08-05 $386.11 $400.00 23.8% 6.7% 17.9% 100.0% 24.3% 11.3% -0.2% -209.8M 1.73B -21.2M 2.22 46.35 24,830 55,128 212,368 325,343 2024-08-06 $392.09 $398.00 17.4% 4.9% 18.8% 56.6% 18.1% 6.2% -0.1% -148.3M 367.6M -20.1M 1.47 9.10 18,419 27,130 221,379 328,729 2024-08-07 $388.94 $398.00 17.9% 5.1% 18.7% 59.8% 17.2% 5.0% -0.1% -206.4M 923.0M -20.6M 1.11 10.14 23,017 25,467 225,508 333,103 2024-08-08 $394.49 $398.00 16.0% 4.6% 19.4% 46.9% 16.9% 4.5% -0.1% -58.1M -408.2M -19.8M 1.49 9.38 21,336 31,886 233,962 337,655 2024-08-09 $395.10 $398.00 14.5% 4.2% 19.2% 36.6% 15.0% 3.9% 0.1% 9.4M -545.6M -19.1M 1.94 9.02 14,348 27,819 242,350 346,545 2024-08-12 $392.94 $398.00 15.4% 4.4% 19.2% 42.8% 15.0% 4.1% -0.1% -103.6M -20.8M -18.7M 0.57 8.90 40,261 22,773 212,028 330,950 2024-08-13 $397.66 $397.00 13.5% 3.9% 18.5% 29.6% 14.1% 3.7% -0.0% 81.7M -1.53B -19.7M 1.28 8.63 17,130 22,008 242,128 338,531 2024-08-14 $400.25 $397.00 12.4% 3.6% 18.6% 22.3% 13.2% 3.1% 0.2% 200.5M -2.21B -20.0M 1.28 9.47 20,350 26,084 247,836 345,416 2024-08-15 $405.79 $398.00 11.6% 3.4% 18.9% 16.7% 12.6% 2.7% 0.3% 434.0M -3.73B -19.6M 0.87 10.46 34,269 29,795 250,538 355,224 2024-08-16 $406.82 $399.00 11.3% 3.3% 18.5% 14.5% 12.2% 2.7% 0.5% 424.0M -3.78B -18.6M 1.13 6.91 16,848 19,057 247,621 364,147 2024-08-19 $408.65 $400.00 11.2% 3.2% 18.5% 14.2% 11.8% 2.5% -0.3% 304.1M -3.68B -18.1M 1.49 6.67 13,714 20,443 211,265 282,697 2024-08-20 $408.17 $400.00 11.6% 3.3% 18.5% 16.7% 12.1% 2.6% -0.3% 279.3M -3.55B -17.7M 0.87 6.13 15,166 13,243 212,365 289,035 2024-08-21 $408.89 $400.00 11.9% 3.4% 17.9% 19.2% 12.4% 2.9% -0.3% 309.0M -3.61B -18.6M 1.37 6.00 10,456 14,369 219,924 293,766 2024-08-22 $407.07 $400.00 12.6% 3.6% 17.9% 23.7% 12.8% 3.6% -0.4% 267.8M -3.18B -19.0M 0.95 5.62 23,974 22,748 222,105 298,077 2024-08-23 $411.35 $400.00 11.7% 3.4% 17.7% 17.7% 12.4% 3.2% -0.4% 584.1M -4.24B -18.2M 1.33 6.47 23,916 31,710 231,419 304,962 2024-08-26 $412.63 $400.00 11.6% 3.4% 17.8% 16.9% 13.0% 3.2% -0.3% 309.2M -3.75B -17.9M 1.44 5.82 16,695 24,008 207,712 284,271 2024-08-27 $412.76 $400.00 11.3% 3.3% 17.7% 14.5% 12.5% 3.3% -0.3% 296.5M -3.62B -18.0M 2.04 7.69 8,756 17,882 211,523 293,291 2024-08-28 $411.28 $400.00 12.0% 3.6% 17.7% 19.5% 12.7% 4.0% -0.4% 228.1M -3.33B -18.1M 1.51 6.59 15,493 23,460 211,975 297,899 2024-08-29 $413.90 $400.00 11.5% 3.5% 16.3% 16.3% 12.4% 3.5% -0.3% 352.9M -3.84B -18.4M 1.58 6.52 30,989 49,096 216,105 300,986 2024-08-30 $415.02 $400.00 10.7% 3.3% 15.1% 10.8% 12.0% 3.5% 0.4% 306.2M -4.00B -17.7M 1.34 5.49 26,162 35,156 226,452 323,509
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