DIA volatilità 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.14.3%
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%
Spread IV − HV20
+4.9pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
2
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 giorni registrati
Cboe delayed options data · aggiornato al 13:03 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 14.0% | +3.4pt | ±1.6% |
| Oct 30, 2026 | 11 | 14.4% | +3.6pt | ±2.3% |
| Nov 06, 2026 | 18 | 14.4% | +3.8pt | ±2.8% |
| Nov 13, 2026 | 25 | 14.3% | +3.8pt | ±3.2% |
| Nov 20, 2026 | 32 | 14.2% | +4.0pt | ±3.6% |
| Nov 27, 2026 | 39 | 14.0% | +4.1pt | ±3.8% |
| Dec 18, 2026 | 60 | 14.5% | +4.1pt | ±4.9% |
| Dec 31, 2026 | 73 | 14.4% | +4.0pt | ±5.3% |
| Jan 15, 2027 | 88 | 14.5% | +4.0pt | ±5.8% |
| Mar 19, 2027 | 151 | 15.2% | +3.7pt | ±8.0% |
| Mar 31, 2027 | 163 | 15.1% | +4.0pt | ±8.2% |
| Jun 17, 2027 | 241 | 15.4% | +3.9pt | ±10.3% |
| Jun 30, 2027 | 254 | 15.6% | +4.0pt | ±10.6% |
| Sep 30, 2027 | 346 | 15.9% | +3.6pt | ±12.6% |
| Dec 17, 2027 | 424 | 16.1% | +4.0pt | ±14.2% |
| Jan 21, 2028 | 459 | 16.2% | +4.0pt | ±14.9% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20