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State Street SPDR Dow Jones Industrial Average ETF Trust DIA

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Market dataready · fetched 2026-10-16T00:16:44.526Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.091474269Z

FundamentalsAlpha Vantage · ready

Share price$521.18
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$1.55$7.59$13.63$19.66$25.70$493.28$507.09$520.91$534.73$548.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIA spot · $521.18DIA PRICE$2.20$2.96$3.79$4.75$5.82$6.98$8.35$9.91$11.71$13.91$16.49$19.80$23.96$2.96$3.77$4.66$5.58$6.59$7.70$8.94$10.30$11.85$13.62$15.84$18.49$22.32
PutsFair1.01×
CallsExpensive1.13×
SkewBearish+0.33 pp
Implied moveBearish±$17.28
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ540.8312.3%4.2%502.4215.8%4.2%
25Δ537.4812.4%3.7%507.3215.1%3.4%
30Δ534.4212.4%3.3%511.3214.6%2.8%
35Δ531.6412.6%2.9%514.8414.1%2.3%
40Δ528.9612.8%2.6%517.9813.8%1.9%
45Δ526.3012.9%2.3%520.8913.5%1.5%
50Δ523.6513.1%2.1%523.6613.3%1.2%
55Δ520.9113.4%1.8%526.3813.2%1.0%
60Δ518.0213.7%1.6%529.1213.1%0.7%
65Δ514.8414.1%1.5%531.9513.0%0.5%
70Δ511.3214.6%1.3%535.0913.1%0.4%
75Δ507.1615.2%1.1%538.5913.3%0.2%
80Δ502.1616.0%0.9%543.1313.8%0.1%

20Δ

Calls
Pseudo strike
540.83
IV
12.3%
B/E move
4.2%
Puts
Pseudo strike
502.42
IV
15.8%
B/E move
4.2%

25Δ

Calls
Pseudo strike
537.48
IV
12.4%
B/E move
3.7%
Puts
Pseudo strike
507.32
IV
15.1%
B/E move
3.4%

30Δ

Calls
Pseudo strike
534.42
IV
12.4%
B/E move
3.3%
Puts
Pseudo strike
511.32
IV
14.6%
B/E move
2.8%

35Δ

Calls
Pseudo strike
531.64
IV
12.6%
B/E move
2.9%
Puts
Pseudo strike
514.84
IV
14.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
528.96
IV
12.8%
B/E move
2.6%
Puts
Pseudo strike
517.98
IV
13.8%
B/E move
1.9%

45Δ

Calls
Pseudo strike
526.30
IV
12.9%
B/E move
2.3%
Puts
Pseudo strike
520.89
IV
13.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
523.65
IV
13.1%
B/E move
2.1%
Puts
Pseudo strike
523.66
IV
13.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
520.91
IV
13.4%
B/E move
1.8%
Puts
Pseudo strike
526.38
IV
13.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
518.02
IV
13.7%
B/E move
1.6%
Puts
Pseudo strike
529.12
IV
13.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
514.84
IV
14.1%
B/E move
1.5%
Puts
Pseudo strike
531.95
IV
13.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
511.32
IV
14.6%
B/E move
1.3%
Puts
Pseudo strike
535.09
IV
13.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
507.16
IV
15.2%
B/E move
1.1%
Puts
Pseudo strike
538.59
IV
13.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
502.16
IV
16.0%
B/E move
0.9%
Puts
Pseudo strike
543.13
IV
13.8%
B/E move
0.1%