Data I/O Corporation (DAIO) Options Chain
The options chain displays all available contracts with end-of-day quotes, Greeks, volume, and open interest for each strike and expiration, and streams live quotes for traders who connect a broker. It is the primary tool for options trade selection.
Data I/O Corporation (DAIO) operates in the Technology sector, specifically the Hardware, Equipment & Parts industry, with a market capitalization near $29.2M, listed on NASDAQ, employing roughly 94 people, carrying a beta of 1.43 to the broader market. Data I/O Corporation specializes in developing, manufacturing, and distributing sophisticated systems and services for programming and securely managing data for electronic devices. Led by William O. Wentworth, public since 1989-01-03.
Snapshot as of Oct 14, 2026.
- Spot Price
- $2.75
- Total OI
- 2.8K
- Total Volume
- 3
- Front Expiration
- 37 days
- Second Expiration
- 93 days
- ATM IV
- 117.9%
- Avg Bid/Ask Spread
- 46.12%
As of Oct 14, 2026, Data I/O Corporation (DAIO) has 2.8K open contracts and 3 contracts traded. The nearest expiration is 37 days out, followed by 93 days. ATM implied volatility is 117.9%. Average bid/ask spread across the chain is 46.12%: 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 DAIO options chain Data Feeds Strategy Selection
Strategy selection on Data I/O Corporation 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 117.9% 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 DAIO chain depth
The listed-expirations table below shows every expiration available for Data I/O Corporation 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. DAIO front expiration sits at 37 days - the typical hedging horizon for monthly options. The contango term-structure slope of 0.003 means longer-dated tenors price in proportionally more IV.
DAIO 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 DAIO chain is 46.12% - 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 DAIO 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. DAIO's current 33.80% 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 →
DAIO listed expirations
Per-expiration ATM implied volatility for DAIO 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 |
|---|---|---|
| Oct 16, 2026 | 2 | 29.2% |
| Nov 20, 2026 | 37 | 117.9% |
| Jan 15, 2027 | 93 | 118.2% |
| Apr 16, 2027 | 184 | 92.0% |
Frequently asked DAIO options chain questions
- What does the DAIO options chain show right now?
- As of Oct 14, 2026, Data I/O Corporation (DAIO) has 2.8K contracts outstanding and 3 traded today, with ATM IV of 117.9%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
- What expirations are available for DAIO options?
- The nearest expiration is 37 days out, followed by 93 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
- How tight are DAIO options bid/ask spreads?
- Average bid/ask spread across the chain is 46.12%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.