DIA Options Chain
DIA $522.97 · Updated Oct 26, 4:00 PM ET
DIA is at $522.97. The nearest expiration, Oct 30, 2026 (4 days out), lists 106 strikes, with 5,677 calls and 6,988 puts traded in the latest session. At-the-money implied volatility is 17.4%. The at-the-money straddle prices a move of about $7.40 (1.4%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Dec 31, 2026
- Jan 15, 2027
- Mar 19, 2027
- Mar 31, 2027
ATM IV
17.4%
523 strike
EXPECTED MOVE
$7.40
ATM straddle
MAX PAIN
$520.00
-0.6%
PUT/CALL VOLUME
1.23
6,988 / 5,677
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 12.60 | 13.00 | 13.00 | 25 | 55 | 22.4% | 0.856 | 0.0193 | -0.416 | 511 | -0.265 | 0.0187 | -0.115 | 19.7% | 372 | 38 | 0.65 | 0.70 | 0.62 |
| 11.70 | 12.10 | 12.12 | 9 | 89 | 21.8% | 0.841 | 0.0211 | -0.430 | 512 | -0.293 | 0.0209 | -0.134 | 19.6% | 201 | 37 | 0.81 | 0.83 | 0.72 |
| 11.30 | 11.65 | 12.55 | 1 | 19 | 21.5% | 0.833 | 0.0221 | -0.437 | 512.5 | -0.304 | 0.0221 | -0.143 | 19.5% | 448 | 42 | 0.84 | 0.89 | 0.79 |
| 10.85 | 11.25 | 13.20 | 2 | 251 | 21.6% | 0.821 | 0.0231 | -0.453 | 513 | -0.316 | 0.0232 | -0.153 | 19.3% | 481 | 121 | 0.98 | 0.96 | 0.85 |
| 10.00 | 10.35 | 10.50 | 21 | 69 | 20.9% | 0.804 | 0.0252 | -0.461 | 514 | -0.338 | 0.0257 | -0.175 | 19.0% | 573 | 103 | 1.10 | 1.10 | 1.00 |
| 9.20 | 9.50 | 9.20 | 12 | 334 | 20.4% | 0.783 | 0.0274 | -0.476 | 515 | -0.361 | 0.0282 | -0.199 | 18.8% | 1,620 | 966 | 1.20 | 1.27 | 1.16 |
| 8.35 | 8.70 | 8.75 | 7 | 145 | 20.1% | 0.757 | 0.0296 | -0.495 | 516 | -0.382 | 0.0308 | -0.226 | 18.5% | 566 | 66 | 1.38 | 1.46 | 1.35 |
| 7.60 | 7.90 | 8.81 | 20 | 126 | 19.6% | 0.730 | 0.0320 | -0.508 | 517 | -0.402 | 0.0334 | -0.255 | 18.3% | 662 | 137 | 1.62 | 1.68 | 1.57 |
| 7.20 | 7.55 | 7.44 | 1 | 23 | 19.6% | 0.714 | 0.0329 | -0.521 | 517.5 | -0.411 | 0.0347 | -0.271 | 18.2% | 137 | 18 | 1.72 | 1.80 | 1.69 |
| 6.85 | 7.15 | 7.05 | 7 | 143 | 19.3% | 0.700 | 0.0342 | -0.523 | 518 | -0.420 | 0.0359 | -0.288 | 18.1% | 237 | 253 | 1.83 | 1.93 | 1.81 |
| 6.15 | 6.40 | 7.48 | 2 | 65 | 18.9% | 0.668 | 0.0365 | -0.531 | 519 | -0.434 | 0.0383 | -0.323 | 17.8% | 404 | 129 | 2.15 | 2.21 | 2.09 |
| 5.45 | 5.70 | 5.50 | 120 | 721 | 18.6% | 0.633 | 0.0386 | -0.538 | 520 | -0.446 | 0.0404 | -0.361 | 17.6% | 473 | 413 | 2.50 | 2.53 | 2.40 |
| 4.85 | 5.05 | 4.97 | 6 | 123 | 18.3% | 0.594 | 0.0403 | -0.543 | 521 | -0.452 | 0.0423 | -0.401 | 17.4% | 188 | 167 | 2.90 | 2.88 | 2.74 |
| 4.20 | 4.40 | 4.30 | 118 | 400 | 17.9% | 0.555 | 0.0421 | -0.538 | 522 | -0.456 | 0.0435 | -0.444 | 17.3% | 455 | 105 | 3.11 | 3.30 | 3.10 |
| 3.95 | 4.10 | 4.05 | 173 | 126 | 17.7% | 0.534 | 0.0427 | -0.534 | 522.5 | -0.453 | 0.0442 | -0.465 | 17.1% | 92 | 233 | 3.44 | 3.50 | 3.30 |
| 3.65 | 3.85 | 3.79 | 193 | 230 | 17.7% | 0.512 | 0.0428 | -0.535 | 523 | -0.454 | 0.0443 | -0.487 | 17.1% | 284 | 549 | 3.55 | 3.75 | 3.55 |
| 3.10 | 3.30 | 3.35 | 450 | 339 | 17.3% | 0.469 | 0.0436 | -0.521 | 524 | -0.439 | 0.0451 | -0.532 | 16.7% | 339 | 322 | 4.12 | 4.20 | 4.00 |
| 2.65 | 2.81 | 2.79 | 618 | 444 | 17.1% | 0.425 | 0.0436 | -0.504 | 525 | -0.427 | 0.0446 | -0.578 | 16.7% | 475 | 309 | 4.55 | 4.75 | 4.50 |
| 2.23 | 2.36 | 2.20 | 547 | 263 | 16.8% | 0.380 | 0.0431 | -0.479 | 526 | -0.409 | 0.0435 | -0.622 | 16.6% | 126 | 51 | 5.30 | 5.35 | 5.05 |
| 1.83 | 1.97 | 1.97 | 170 | 363 | 16.6% | 0.336 | 0.0418 | -0.452 | 527 | -0.379 | 0.0423 | -0.667 | 16.3% | 109 | 24 | 5.90 | 5.95 | 5.65 |
| 1.66 | 1.79 | 1.85 | 78 | 587 | 16.5% | 0.314 | 0.0409 | -0.436 | 527.5 | -0.368 | 0.0411 | -0.687 | 16.4% | 66 | 2 | 5.51 | 6.30 | 6.00 |
| 1.49 | 1.62 | 1.65 | 113 | 158 | 16.3% | 0.292 | 0.0400 | -0.419 | 528 | -0.354 | 0.0400 | -0.707 | 16.4% | 36 | 4 | 5.80 | 6.65 | 6.30 |
| 1.21 | 1.33 | 1.34 | 359 | 375 | 16.2% | 0.252 | 0.0374 | -0.385 | 529 | -0.328 | 0.0372 | -0.744 | 16.4% | 18 | 2 | 7.19 | 7.40 | 7.00 |
| 0.96 | 1.06 | 1.07 | 288 | 1,237 | 16.0% | 0.213 | 0.0346 | -0.344 | 530 | -0.292 | 0.0343 | -0.781 | 16.3% | 264 | 15 | 6.70 | 8.15 | 7.80 |
| 0.76 | 0.85 | 0.83 | 121 | 1,782 | 15.9% | 0.179 | 0.0314 | -0.307 | 531 | -0.258 | 0.0312 | -0.814 | 16.3% | 7 | 5 | 10.25 | 8.95 | 8.60 |
| 0.59 | 0.68 | 0.59 | 82 | 447 | 15.8% | 0.149 | 0.0279 | -0.271 | 532 | -0.243 | 0.0280 | -0.835 | 16.9% | 4 | 11 | 9.75 | 9.85 | 9.40 |
| 0.53 | 0.61 | 0.56 | 62 | 58 | 15.8% | 0.136 | 0.0262 | -0.254 | 532.5 | -0.220 | 0.0265 | -0.851 | 16.7% | 3 | 6 | 10.07 | 10.25 | 9.85 |
| 0.46 | 0.54 | 0.51 | 54 | 141 | 15.8% | 0.123 | 0.0245 | -0.236 | 533 | -0.210 | 0.0250 | -0.861 | 16.9% | 2 | 2 | 9.00 | 10.70 | 10.30 |
| 0.36 | 0.42 | 0.36 | 216 | 144 | 15.7% | 0.099 | 0.0211 | -0.201 | 534 | |||||||||
| 0.26 | 0.33 | 0.30 | 162 | 339 | 15.7% | 0.080 | 0.0180 | -0.172 | 535 | -0.173 | 0.0198 | -0.893 | 17.7% | 85 | 8 | 10.84 | 12.55 | 12.15 |
| 0.20 | 0.25 | 0.22 | 202 | 207 | 15.6% | 0.063 | 0.0151 | -0.141 | 536 | -0.161 | 0.0177 | -0.904 | 18.2% | 19 | 7 | 11.75 | 13.50 | 13.10 |
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology
