DIA volatilitas 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.14.1%
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.9.4%
HV6011.7%
Selisih IV − HV20
+4.7pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 hari yang direkam
Cboe delayed options data · per 09:35 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 13.9% | +3.4pt | ±1.6% |
| Oct 30, 2026 | 11 | 14.3% | +3.5pt | ±2.3% |
| Nov 06, 2026 | 18 | 14.3% | +3.8pt | ±2.8% |
| Nov 13, 2026 | 25 | 14.2% | +3.8pt | ±3.2% |
| Nov 20, 2026 | 32 | 14.1% | +4.0pt | ±3.5% |
| Nov 27, 2026 | 39 | 13.9% | +4.1pt | ±3.8% |
| Dec 18, 2026 | 60 | 14.4% | +4.1pt | ±4.8% |
| Dec 31, 2026 | 73 | 14.3% | +4.0pt | ±5.3% |
| Jan 15, 2027 | 88 | 14.5% | +4.0pt | ±5.8% |
| Mar 19, 2027 | 151 | 15.2% | +3.6pt | ±8.0% |
| Mar 31, 2027 | 163 | 15.1% | +3.9pt | ±8.2% |
| Jun 17, 2027 | 241 | 15.4% | +3.8pt | ±10.3% |
| Jun 30, 2027 | 254 | 15.5% | +3.9pt | ±10.6% |
| Sep 30, 2027 | 346 | 15.9% | +3.5pt | ±12.6% |
| Dec 17, 2027 | 424 | 16.1% | +3.9pt | ±14.2% |
| Jan 21, 2028 | 459 | 16.3% | +3.9pt | ±14.8% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20