DIA · Expected Move
State Street SPDR Dow Jones Industrial Average ETF Trust · ETF
The expected move for DIA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
DIA straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current DIA Expected Move
30-Day Straddle
$16.45
7-Day Straddle
$7.95
30-Day ATM IV
14.3%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to DIA's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
DIA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $16.45 | $7.95 | 14.3% | 61% |
| 20261015 | $15.65 | $7.33 | 13.3% | 41% |
| 20261014 | $16.75 | $8.43 | 14.1% | 56% |
| 20261013 | $16.23 | $8.25 | 13.4% | 44% |
| 20261012 | $16.52 | $5.72 | 13.5% | 45% |
| 20261009 | $15.10 | $6.57 | 13.3% | 42% |
| 20261008 | $15.90 | $7.55 | 13.8% | 52% |
| 20261007 | $16.18 | $8.05 | 13.8% | 52% |
| 20261006 | $16.25 | $8.22 | 13.5% | 46% |
| 20261005 | $17.10 | $5.50 | 14.0% | 56% |
| 20261002 | $15.27 | $6.43 | 13.7% | 49% |
| 20261001 | $16.40 | $8.07 | 14.4% | 62% |
| 20260930 | $16.82 | $8.90 | 14.2% | 59% |
| 20260929 | $16.45 | $8.93 | 13.8% | 51% |
| 20260928 | $17.00 | $6.42 | 13.9% | 53% |
| 20260925 | $14.35 | $6.78 | 12.8% | 32% |
| 20260924 | $15.40 | $6.25 | 13.5% | 45% |
| 20260923 | $15.60 | $6.64 | 13.2% | 40% |
| 20260922 | $15.85 | $6.95 | 13.1% | 39% |
| 20260921 | $15.62 | $7.35 | 12.6% | 29% |
| 20260918 | $14.25 | $6.28 | 12.4% | 25% |
| 20260917 | $14.80 | $7.40 | 12.7% | 31% |
| 20260916 | $17.02 | $9.52 | 14.4% | 63% |
| 20260915 | $17.00 | $9.90 | 14.0% | 55% |
| 20260914 | $16.75 | $7.18 | 13.4% | 44% |
| 20260911 | $14.82 | $7.67 | 12.9% | 33% |
| 20260910 | $17.02 | $9.82 | 14.5% | 65% |
| 20260909 | $16.23 | $9.30 | 13.5% | 46% |
| 20260908 | $15.70 | $9.15 | 12.8% | 31% |
| 20260904 | $13.55 | $5.59 | 11.6% | 9% |
| 20260903 | $14.05 | $6.46 | 11.7% | 11% |
| 20260902 | $14.32 | $7.07 | 11.8% | 13% |
| 20260901 | $14.53 | $8.35 | 12.4% | 25% |
| 20260831 | $13.75 | $4.86 | 11.4% | 5% |
| 20260828 | $13.12 | $5.82 | 11.1% | 0% |
| 20260827 | $13.72 | $6.75 | 11.4% | 0% |
| 20260826 | $14.93 | $7.95 | 12.2% | 11% |
| 20260825 | $15.43 | $8.57 | 12.3% | 14% |
| 20260824 | $15.77 | $5.83 | 12.5% | 17% |
| 20260821 | $14.38 | $6.67 | 12.2% | 12% |
| 20260820 | $15.27 | $7.80 | 12.8% | 21% |
| 20260819 | $14.95 | $7.53 | 12.2% | 12% |
| 20260818 | $15.60 | $8.25 | 12.5% | 17% |
| 20260817 | $15.82 | $4.90 | 12.4% | 14% |
| 20260814 | $13.23 | $5.30 | 11.4% | 0% |
| 20260813 | $14.22 | $6.08 | 11.9% | 1% |
| 20260812 | $14.47 | $7.00 | 11.7% | 0% |
| 20260811 | $15.62 | $8.12 | 12.4% | 1% |
| 20260810 | $16.12 | $5.59 | 12.6% | 4% |
| 20260807 | — | — | 12.3% | 0% |
| 20260806 | $16.33 | $8.18 | 13.3% | 7% |
| 20260805 | $16.80 | $8.93 | 13.5% | 9% |
| 20260804 | $17.60 | $9.47 | 13.9% | 12% |
| 20260803 | $16.30 | $5.80 | 12.8% | 4% |
| 20260731 | $14.22 | $6.86 | 12.4% | 1% |
| 20260730 | $16.32 | $8.75 | 13.8% | 11% |
| 20260729 | $18.55 | $11.52 | 15.7% | 25% |
| 20260728 | $17.52 | $10.88 | 14.3% | 15% |
| 20260727 | $17.65 | $7.75 | 14.3% | 15% |
| 20260724 | $15.82 | $8.43 | 13.8% | 11% |
More on DIA
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