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State Street SPDR Dow Jones Industrial Average ETF Trust DIA

i

Market dataready · fetched 2026-11-07T08:02:01.215Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T01:00:00.08453052Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:01:59.963351+00:00

NewsAlpha Vantage · collected 2026-11-06T23:10:36.952783+00:00

Share price$512.22
1D+0.4%
AH$508$510$512$514$5165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDIA
Sold putSold callAH

State Street SPDR Dow Jones Industrial Average ETF Trust options

Live interpolated DIA call and put midpoint premiums by absolute delta.State Street SPDR Dow Jones Industrial Average ETF Trust$0.98$5.53$10.08$14.62$19.17$492.09$504.52$516.95$529.38$541.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIA spot · $512.22DIA PRICE$1.47$2.01$2.65$3.35$4.13$5.04$6.08$7.26$8.66$10.27$12.22$14.68$17.86$1.98$2.54$3.14$3.76$4.42$5.16$5.91$6.73$7.59$8.55$9.59$10.76$12.13
PutsExpensive1.13×
CallsExpensive1.17×
SkewBullish-1.71 pp
Implied moveBalanced±$12.00
TiltBullish7.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ524.0820.3%2.6%498.3526.6%3.1%
25Δ522.0620.8%2.3%501.6125.5%2.6%
30Δ520.2121.5%2.1%504.3524.7%2.1%
35Δ518.3522.0%1.9%506.7623.9%1.8%
40Δ516.5122.4%1.6%508.9223.2%1.5%
45Δ514.6723.0%1.5%510.8922.7%1.3%
50Δ512.7823.7%1.3%512.7522.2%1.1%
55Δ510.7924.3%1.1%514.5321.6%0.9%
60Δ508.6625.0%1.0%516.2521.1%0.7%
65Δ506.3325.8%0.9%517.9720.6%0.5%
70Δ503.7226.7%0.7%519.6720.0%0.4%
75Δ500.6427.9%0.6%521.4219.5%0.3%
80Δ496.8829.4%0.5%523.3119.0%0.2%

20Δ

Calls
Pseudo strike
524.08
IV
20.3%
B/E move
2.6%
Puts
Pseudo strike
498.35
IV
26.6%
B/E move
3.1%

25Δ

Calls
Pseudo strike
522.06
IV
20.8%
B/E move
2.3%
Puts
Pseudo strike
501.61
IV
25.5%
B/E move
2.6%

30Δ

Calls
Pseudo strike
520.21
IV
21.5%
B/E move
2.1%
Puts
Pseudo strike
504.35
IV
24.7%
B/E move
2.1%

35Δ

Calls
Pseudo strike
518.35
IV
22.0%
B/E move
1.9%
Puts
Pseudo strike
506.76
IV
23.9%
B/E move
1.8%

40Δ

Calls
Pseudo strike
516.51
IV
22.4%
B/E move
1.6%
Puts
Pseudo strike
508.92
IV
23.2%
B/E move
1.5%

45Δ

Calls
Pseudo strike
514.67
IV
23.0%
B/E move
1.5%
Puts
Pseudo strike
510.89
IV
22.7%
B/E move
1.3%

50Δ

Calls
Pseudo strike
512.78
IV
23.7%
B/E move
1.3%
Puts
Pseudo strike
512.75
IV
22.2%
B/E move
1.1%

55Δ

Calls
Pseudo strike
510.79
IV
24.3%
B/E move
1.1%
Puts
Pseudo strike
514.53
IV
21.6%
B/E move
0.9%

60Δ

Calls
Pseudo strike
508.66
IV
25.0%
B/E move
1.0%
Puts
Pseudo strike
516.25
IV
21.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
506.33
IV
25.8%
B/E move
0.9%
Puts
Pseudo strike
517.97
IV
20.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
503.72
IV
26.7%
B/E move
0.7%
Puts
Pseudo strike
519.67
IV
20.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
500.64
IV
27.9%
B/E move
0.6%
Puts
Pseudo strike
521.42
IV
19.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
496.88
IV
29.4%
B/E move
0.5%
Puts
Pseudo strike
523.31
IV
19.0%
B/E move
0.2%

Options history

IV · four-Friday blend19.36%
Daily close
DIA9.6%14.8%20.1%2026-08-10: 12.15%2026-08-11: 12.13%2026-08-12: 11.01%2026-08-13: 10.51%2026-08-14: 10.31%2026-08-17: 11.35%2026-08-18: 11.74%2026-08-19: 11.23%2026-08-20: 12.56%2026-08-21: 11.48%2026-08-24: 12.31%2026-08-25: 12.19%2026-08-26: 12.25%2026-08-27: 11.28%2026-08-28: 10.38%2026-08-31: 11.09%2026-09-01: 12.44%2026-09-02: 11.44%2026-09-03: 11.34%2026-09-04: 10.65%2026-09-08: 12.85%2026-09-09: 13.93%2026-09-10: 16.11%2026-09-11: 12.51%2026-09-14: 13.95%2026-09-15: 15.02%2026-09-16: 15.49%2026-09-17: 12.70%2026-09-18: 11.55%2026-09-21: 11.98%2026-09-22: 12.36%2026-09-23: 12.69%2026-09-24: 13.14%2026-09-25: 11.95%2026-09-28: 13.62%2026-09-29: 13.57%2026-09-30: 14.07%2026-10-01: 14.27%2026-10-02: 12.40%2026-10-05: 13.03%2026-10-06: 12.27%2026-10-07: 12.60%2026-10-08: 12.53%2026-10-09: 12.18%2026-10-12: 12.86%2026-10-13: 12.80%2026-10-14: 13.82%2026-10-15: 12.57%2026-10-16: 14.02%2026-10-19: 14.40%2026-10-20: 14.33%2026-10-21: 13.84%2026-10-22: 15.61%2026-10-23: 15.68%2026-10-26: 15.58%2026-10-27: 15.01%2026-10-28: 14.41%2026-10-29: 13.25%2026-10-30: 14.94%2026-11-03: 17.34%2026-11-06: 19.36%Aug 10Sep 22Nov 6
61 observations2026-08-10 — 2026-11-06
Table
DateIV (%)
12.15%
12.13%
11.01%
10.51%
10.31%
11.35%
11.74%
11.23%
12.56%
11.48%
12.31%
12.19%
12.25%
11.28%
10.38%
11.09%
12.44%
11.44%
11.34%
10.65%
12.85%
13.93%
16.11%
12.51%
13.95%
15.02%
15.49%
12.70%
11.55%
11.98%
12.36%
12.69%
13.14%
11.95%
13.62%
13.57%
14.07%
14.27%
12.40%
13.03%
12.27%
12.60%
12.53%
12.18%
12.86%
12.80%
13.82%
12.57%
14.02%
14.40%
14.33%
13.84%
15.61%
15.68%
15.58%
15.01%
14.41%
13.25%
14.94%
17.34%
19.36%

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