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.13.9%
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.9.0%
HV6011.7%
IV − HV20-Spread
+4.9pt
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.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand Oct 19, 21:54 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 14.4% | +2.8pt | ±1.2% |
| Oct 30, 2026 | 11 | 14.3% | +2.9pt | ±2.0% |
| Nov 06, 2026 | 18 | 14.1% | +3.2pt | ±2.5% |
| Nov 13, 2026 | 25 | 13.9% | +3.3pt | ±2.9% |
| Nov 20, 2026 | 32 | 13.8% | +3.5pt | ±3.3% |
| Nov 27, 2026 | 39 | 13.6% | +3.5pt | ±3.6% |
| Dec 18, 2026 | 60 | 14.1% | +3.6pt | ±4.6% |
| Dec 31, 2026 | 73 | 14.1% | +3.6pt | ±5.1% |
| Jan 15, 2027 | 88 | 14.3% | +3.7pt | ±5.7% |
| Mar 19, 2027 | 151 | 15.0% | +3.8pt | ±7.8% |
| Mar 31, 2027 | 163 | 15.0% | +3.4pt | ±8.1% |
| Jun 17, 2027 | 241 | 15.6% | +4.0pt | ±10.3% |
| Jun 30, 2027 | 254 | 15.6% | +3.9pt | ±10.5% |
| Sep 30, 2027 | 346 | 16.1% | +3.8pt | ±12.7% |
| Dec 17, 2027 | 424 | 16.1% | +4.0pt | ±14.1% |
| Jan 21, 2028 | 459 | 16.4% | +4.6pt | ±14.9% |
Volatility Smile — Nov 20, 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