DIA Volatilität State Street SPDR Dow Jones Industrial Average ETF Trust
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.11.5%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.8.8%
HV6012.2%
IV − HV20-Spread
+2.7pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
2
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 21:49 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 12.1% | +0.8pt | ±0.5% |
| Sep 11, 2026 | 8 | 10.1% | +1.0pt | ±1.2% |
| Sep 18, 2026 | 15 | 11.1% | +1.4pt | ±1.9% |
| Sep 25, 2026 | 22 | 11.2% | +1.5pt | ±2.2% |
| Sep 30, 2026 | 27 | 11.2% | +1.6pt | ±2.5% |
| Oct 02, 2026 | 29 | 11.5% | +1.8pt | ±2.6% |
| Oct 09, 2026 | 36 | 11.8% | +1.8pt | ±3.0% |
| Oct 16, 2026 | 43 | 12.0% | +1.9pt | ±3.3% |
| Oct 23, 2026 | 50 | 12.2% | +2.1pt | ±3.7% |
| Nov 20, 2026 | 78 | 13.0% | +2.5pt | ±4.9% |
| Dec 18, 2026 | 106 | 13.4% | +2.8pt | ±5.9% |
| Dec 31, 2026 | 119 | 13.4% | +2.8pt | ±6.2% |
| Jan 15, 2027 | 134 | 13.7% | +3.0pt | ±6.8% |
| Mar 19, 2027 | 197 | 14.6% | +3.5pt | ±8.8% |
| Mar 31, 2027 | 209 | 14.4% | +3.4pt | ±8.9% |
| Jun 17, 2027 | 287 | 15.0% | +4.1pt | ±11.0% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20