DIA Implied Volatility
DIA $522.97 · Updated Oct 26, 4:00 PM ET
DIA at-the-money implied volatility is 17.4% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 14.7%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 523 | 17.4% |
| Nov 6, 2026 | 11 | 523 | 15.9% |
| Nov 13, 2026 | 18 | 523 | 15.4% |
| Nov 20, 2026 | 25 | 523 | 15.2% |
| Nov 27, 2026 | 32 | 523 | 14.7% |
| Dec 4, 2026 | 39 | 522 | 15.1% |
| Dec 18, 2026 | 53 | 523 | 15.3% |
| Dec 31, 2026 | 66 | 523 | 15.0% |
| Jan 15, 2027 | 81 | 525 | 15.0% |
| Mar 19, 2027 | 144 | 525 | 15.7% |
| Mar 31, 2027 | 156 | 525 | 17.2% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 517 | 19.6% | 18.3% |
| 517.5 | 19.6% | 18.2% |
| 518 | 19.3% | 18.1% |
| 519 | 18.9% | 17.8% |
| 520 | 18.6% | 17.6% |
| 521 | 18.3% | 17.4% |
| 522 | 17.9% | 17.3% |
| 522.5 | 17.7% | 17.1% |
| 523 | 17.7% | 17.1% |
| 524 | 17.3% | 16.7% |
| 525 | 17.1% | 16.7% |
| 526 | 16.8% | 16.6% |
| 527 | 16.6% | 16.3% |
| 527.5 | 16.5% | 16.4% |
| 528 | 16.3% | 16.4% |
| 529 | 16.2% | 16.4% |
| 530 | 16.0% | 16.3% |
How this is calculated: Implied Volatility methodology