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State Street SPDR Dow Jones Industrial Average ETF Trust DIA

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Market dataready · fetched 2026-10-15T21:02:49.625Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:56:37.642260009Z

FundamentalsAlpha Vantage · ready

Share price$521.04
1D+0.8%
AH$516$518$519$521$5225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDIA
Sold putSold callAH

State Street SPDR Dow Jones Industrial Average ETF Trust options

Live interpolated DIA call and put midpoint premiums by absolute delta.State Street SPDR Dow Jones Industrial Average ETF Trust$0.29$1.41$2.54$3.67$4.79$514.17$517.45$520.73$524.01$527.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $521.04OPTION PRICELive DIA spot · $521.04DIA PRICE$0.41$0.56$0.71$0.89$1.08$1.32$1.57$1.86$2.17$2.55$2.98$3.67$4.47$0.41$0.53$0.67$0.81$0.96$1.12$1.30$1.50$1.70$1.94$2.19$2.45$2.73
PutsExpensive1.15×
CallsCheap0.79×
SkewBullish-2.79 pp
Implied moveBullish±$2.87
TiltBullish14.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ524.2413.5%0.7%518.0413.4%0.7%
25Δ523.6313.6%0.6%518.6913.1%0.6%
30Δ523.0813.7%0.5%519.2712.8%0.5%
35Δ522.5713.8%0.5%519.7812.5%0.4%
40Δ522.0813.9%0.4%520.2512.3%0.3%
45Δ521.5914.2%0.4%520.6812.0%0.3%
50Δ521.1114.4%0.3%521.1011.8%0.2%
55Δ520.6014.6%0.3%521.5011.7%0.2%
60Δ520.0914.8%0.2%521.9011.5%0.2%
65Δ519.5215.0%0.2%522.3011.3%0.1%
70Δ518.9115.4%0.2%522.7011.1%0.1%
75Δ518.0916.4%0.1%523.1010.8%0.1%
80Δ517.1517.3%0.1%523.5010.3%0.1%

20Δ

Calls
Pseudo strike
524.24
IV
13.5%
B/E move
0.7%
Puts
Pseudo strike
518.04
IV
13.4%
B/E move
0.7%

25Δ

Calls
Pseudo strike
523.63
IV
13.6%
B/E move
0.6%
Puts
Pseudo strike
518.69
IV
13.1%
B/E move
0.6%

30Δ

Calls
Pseudo strike
523.08
IV
13.7%
B/E move
0.5%
Puts
Pseudo strike
519.27
IV
12.8%
B/E move
0.5%

35Δ

Calls
Pseudo strike
522.57
IV
13.8%
B/E move
0.5%
Puts
Pseudo strike
519.78
IV
12.5%
B/E move
0.4%

40Δ

Calls
Pseudo strike
522.08
IV
13.9%
B/E move
0.4%
Puts
Pseudo strike
520.25
IV
12.3%
B/E move
0.3%

45Δ

Calls
Pseudo strike
521.59
IV
14.2%
B/E move
0.4%
Puts
Pseudo strike
520.68
IV
12.0%
B/E move
0.3%

50Δ

Calls
Pseudo strike
521.11
IV
14.4%
B/E move
0.3%
Puts
Pseudo strike
521.10
IV
11.8%
B/E move
0.2%

55Δ

Calls
Pseudo strike
520.60
IV
14.6%
B/E move
0.3%
Puts
Pseudo strike
521.50
IV
11.7%
B/E move
0.2%

60Δ

Calls
Pseudo strike
520.09
IV
14.8%
B/E move
0.2%
Puts
Pseudo strike
521.90
IV
11.5%
B/E move
0.2%

65Δ

Calls
Pseudo strike
519.52
IV
15.0%
B/E move
0.2%
Puts
Pseudo strike
522.30
IV
11.3%
B/E move
0.1%

70Δ

Calls
Pseudo strike
518.91
IV
15.4%
B/E move
0.2%
Puts
Pseudo strike
522.70
IV
11.1%
B/E move
0.1%

75Δ

Calls
Pseudo strike
518.09
IV
16.4%
B/E move
0.1%
Puts
Pseudo strike
523.10
IV
10.8%
B/E move
0.1%

80Δ

Calls
Pseudo strike
517.15
IV
17.3%
B/E move
0.1%
Puts
Pseudo strike
523.50
IV
10.3%
B/E move
0.1%