What does the DJX options chain show right now?

As of May 29, 2026, Dow Jones Industrial Average (1/100) (DJX) has 57.2K contracts outstanding and 323 traded today, with ATM IV of 12.5%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.

What expirations are available for DJX options?

The nearest expiration is 32 days out, followed by 49 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.

How tight are DJX options bid/ask spreads?

Average bid/ask spread across the chain is 29.47%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.

Dow Jones Industrial Average (1/100) (DJX) Options Chain

The options chain displays all available contracts with real-time quotes, Greeks, volume, and open interest for each strike and expiration. It is the primary tool for options trade selection.

Snapshot as of May 29, 2026.

Spot Price: $513.55
Total OI: 57.2K
Total Volume: 323
Front Expiration: 32 days
Second Expiration: 49 days
ATM IV: 12.5%
Avg Bid/Ask Spread: 29.47%

As of May 29, 2026, Dow Jones Industrial Average (1/100) (DJX) has 57.2K open contracts and 323 contracts traded. The nearest expiration is 32 days out, followed by 49 days. ATM implied volatility is 12.5%. Average bid/ask spread across the chain is 29.47%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.

How DJX options chain Data Feeds Strategy Selection

Strategy selection on Dow Jones Industrial Average (1/100) options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 12.5% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the DJX chain depth

The listed-expirations table above shows every expiration available for Dow Jones Industrial Average (1/100) options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. DJX front expiration sits at 32 days - the typical hedging horizon for monthly options. The contango term-structure slope of 0.005 means longer-dated tenors price in proportionally more IV.

DJX chain mechanics and execution

Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the DJX chain is 29.47% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.

Using the DJX chain to build structures

Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. DJX's current 3.58% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.

Learn how the options chain is reported and how to read the data →

DJX listed expirations

Per-expiration ATM implied volatility for DJX options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.

Expiration	DTE	ATM IV
Jun 1, 2026	3	8.6%
Jun 2, 2026	4	9.1%
Jun 3, 2026	5	10.2%
Jun 4, 2026	6	10.8%
Jun 5, 2026	7	19.1%
Jun 18, 2026	20	12.0%
Jun 30, 2026	32	12.5%
Jul 17, 2026	49	13.0%
Jul 31, 2026	63	14.0%
Aug 21, 2026	84	13.9%
Sep 18, 2026	112	14.8%
Dec 18, 2026	203	15.8%
Mar 19, 2027	294	16.1%
Jun 17, 2027	384	16.5%
Dec 17, 2027	567	16.7%
Dec 15, 2028	931	17.4%

Frequently asked DJX options chain questions

What does the DJX options chain show right now?: As of May 29, 2026, Dow Jones Industrial Average (1/100) (DJX) has 57.2K contracts outstanding and 323 traded today, with ATM IV of 12.5%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
What expirations are available for DJX options?: The nearest expiration is 32 days out, followed by 49 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
How tight are DJX options bid/ask spreads?: Average bid/ask spread across the chain is 29.47%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.