DIA Options History — October 2024 In October 2024, DIA traded between $419.15 and $432.49. ATM implied volatility averaged 14.9%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 4.9% (HV 20d: 10.0%). Max pain ranged from $415.00 to $425.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.21.
Notable Days 2024-10-11 : Highest Volume — 77,067 contracts2024-10-07 : Largest IV spike — 20.7% change2024-10-31 : Highest IV Rank — 50.2%2024-10-31 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $425.07 $419.15 $432.49 $421.89 $419.15 Max Pain $420.57 $415.00 $425.00 $416.00 $425.00 ATM IV 14.9% 13.3% 16.5% 13.5% 16.5% Expected Move 4.5% 3.9% 5.4% 4.0% 5.4% HV 20d 10.0% 8.6% 11.3% 8.9% 11.3% HV 60d 13.0% 10.5% 13.8% 13.6% 10.5% IV Rank 39.1% 28.5% 50.2% 30.0% 50.2% IV Percentile 92.0% 81.7% 98.4% 83.7% 98.4% Term Structure 0.0% -0.8% 2.5% 2.1% -0.3% VWIV 16.2% 14.2% 20.5% 14.4% 20.5% Skew 25d 4.5% 3.7% 6.4% 4.6% 4.9% Skew 10d 10.1% 7.0% 15.2% 9.2% 12.1% Call IV 25d 12.6% 10.7% 14.1% 11.5% 14.1% Put IV 25d 17.2% 14.7% 19.9% 16.1% 19.0% Bid-Ask Spread % 6.73 4.41 10.21 5.56 10.21 Gamma HHI 0.06 0.03 0.22 0.05 0.03 Net GEX 116.6M -101.4M 385.4M 92.3M -101.4M Net DEX -2.92B -4.69B -1.38B -2.67B -1.38B Net VEX -18.7M -20.6M -17.0M -18.0M -20.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.21 0.68 1.82 1.82 1.03 Total Volume 50,369.565 20,381 77,067 59,462 49,065 Total OI 561,841.957 489,237 637,824 489,237 578,050
Daily Data (23 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 2024-10-01 $421.89 $416.00 13.5% 4.0% 8.9% 30.0% 14.4% 4.6% 2.1% 92.3M -2.67B -18.0M 1.82 5.56 21,072 38,390 185,689 303,548 2024-10-02 $422.11 $417.00 13.4% 3.9% 8.9% 29.0% 14.9% 4.6% 1.6% 76.1M -2.60B -18.3M 1.64 5.52 16,849 27,628 193,331 314,698 2024-10-03 $419.28 $415.00 14.7% 4.6% 9.0% 38.0% 16.1% 5.3% 2.5% -31.1M -2.04B -19.0M 1.07 8.41 32,692 35,000 199,610 329,907 2024-10-04 $423.26 $415.00 13.3% 4.2% 8.6% 28.5% 18.5% 4.1% 2.1% 175.1M -3.27B -17.7M 1.17 7.87 32,789 38,516 215,043 337,446 2024-10-07 $419.15 $415.00 16.1% 4.7% 9.1% 47.2% 17.8% 6.4% -0.1% 21.9M -2.05B -19.8M 1.74 8.02 16,189 28,170 200,702 330,529 2024-10-08 $421.07 $415.00 15.3% 4.5% 9.0% 41.8% 18.8% 5.6% -0.1% 63.6M -2.52B -18.5M 1.09 7.13 13,351 14,516 204,525 335,899 2024-10-09 $425.03 $415.00 15.0% 4.3% 9.4% 39.7% 14.4% 3.9% 0.3% 206.7M -3.33B -17.8M 1.46 7.84 23,763 34,607 208,765 341,697 2024-10-10 $424.02 $420.00 15.3% 4.3% 9.3% 41.8% 14.6% 4.7% -0.8% 92.0M -3.06B -18.4M 1.10 7.72 19,872 21,926 211,147 357,727 2024-10-11 $429.04 $420.00 14.5% 4.2% 9.7% 36.9% 15.5% 5.4% -0.1% 342.7M -4.10B -17.5M 1.34 7.96 32,991 44,076 217,841 365,697 2024-10-14 $430.93 $420.00 15.0% 4.3% 9.7% 40.2% 15.2% 4.3% -0.6% 292.2M -4.24B -17.0M 1.07 7.59 26,113 28,005 209,123 363,649 2024-10-15 $427.33 $420.00 15.8% 4.5% 10.3% 45.0% 14.9% 4.7% -0.8% 149.6M -3.40B -18.7M 1.13 8.66 21,998 24,915 218,364 377,630 2024-10-16 $430.83 $420.00 14.9% 4.3% 10.5% 39.3% 14.8% 4.2% -0.6% 325.0M -4.29B -17.7M 1.09 9.18 23,640 25,772 224,214 383,644 2024-10-17 $432.49 $420.00 14.7% 4.2% 9.7% 37.9% 15.3% 4.1% -0.7% 385.4M -4.69B -17.4M 1.10 9.05 23,520 25,787 228,740 392,248 2024-10-18 $432.42 $420.00 14.1% 4.1% 9.7% 33.5% 14.2% 3.7% -0.7% 325.8M -4.65B -18.0M 1.10 5.39 25,966 28,557 236,340 401,484 2024-10-21 $429.08 $425.00 14.3% 4.2% 10.2% 35.5% 15.0% 3.8% -0.2% 93.6M -2.97B -18.5M 1.19 4.47 18,184 21,560 195,412 328,715 2024-10-22 $429.85 $425.00 14.4% 4.3% 10.2% 35.8% 15.0% 3.8% -0.8% 180.4M -3.24B -18.1M 1.45 4.62 16,005 23,276 202,199 331,796 2024-10-23 $425.34 $425.00 15.4% 4.6% 10.7% 42.7% 16.1% 4.2% -0.7% 2.3M -2.33B -18.9M 1.22 4.41 30,781 37,514 204,861 342,875 2024-10-24 $423.94 $425.00 15.1% 4.5% 10.7% 40.9% 16.1% 4.2% -0.3% 14.5M -2.19B -19.8M 0.68 4.69 37,431 25,321 215,892 353,477 2024-10-25 $421.23 $425.00 15.3% 4.6% 10.8% 42.0% 17.1% 4.4% -0.6% -71.8M -1.76B -20.4M 1.03 5.75 32,936 33,995 232,509 360,002 2024-10-28 $424.49 $425.00 15.0% 4.7% 11.2% 40.3% 19.2% 4.5% -0.2% 84.2M -2.48B -19.5M 1.23 5.01 16,578 20,386 201,474 350,407 2024-10-29 $422.80 $425.00 15.1% 4.9% 11.3% 40.5% 17.2% 4.4% -0.2% -6.9M -2.11B -19.6M 0.71 4.90 11,942 8,439 202,466 362,778 2024-10-30 $421.88 $425.00 15.4% 5.1% 11.3% 43.0% 17.4% 4.5% -0.3% -30.2M -1.84B -20.6M 1.32 4.88 12,235 16,182 206,048 364,167 2024-10-31 $419.15 $425.00 16.5% 5.4% 11.3% 50.2% 20.5% 4.9% -0.3% -101.4M -1.38B -20.4M 1.03 10.21 24,172 24,893 207,854 370,196
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