DIA volatilidad 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.11.8%
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.8.1%
HV6012.0%
Diferencial IV − HV20
+3.7pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
2
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 09:34 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 11.5% | +1.4pt | ±0.7% |
| Sep 11, 2026 | 8 | 10.5% | +2.0pt | ±1.3% |
| Sep 18, 2026 | 15 | 11.4% | +2.7pt | ±2.0% |
| Sep 25, 2026 | 22 | 11.5% | +2.7pt | ±2.3% |
| Sep 30, 2026 | 27 | 11.5% | +2.7pt | ±2.6% |
| Oct 02, 2026 | 29 | 11.7% | +2.7pt | ±2.7% |
| Oct 09, 2026 | 36 | 12.0% | +2.7pt | ±3.1% |
| Oct 16, 2026 | 43 | 12.2% | +2.8pt | ±3.4% |
| Nov 20, 2026 | 78 | 13.1% | +3.1pt | ±4.9% |
| Dec 18, 2026 | 106 | 13.5% | +3.3pt | ±5.9% |
| Dec 31, 2026 | 119 | 13.5% | +3.4pt | ±6.2% |
| Jan 15, 2027 | 134 | 13.8% | +3.5pt | ±6.8% |
| Mar 19, 2027 | 197 | 14.4% | +3.7pt | ±8.7% |
| Mar 31, 2027 | 209 | 14.5% | +3.7pt | ±8.9% |
| Jun 17, 2027 | 287 | 15.1% | +4.3pt | ±11.0% |
| Jun 30, 2027 | 300 | 15.2% | +4.1pt | ±11.2% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20