Simplify Analytics
DIA

DIA

broad ETF · Core universe$515.88 unadjusted close, 2026-09-18as of 2026-09-20
book spot $518.35 (unadjusted close, 2026-09-17)gamma flip $519.73 (+0.26 ATR from book spot) · 2026-09-17call wall $520.00 (+0.32% from book spot) · 2026-09-17put wall $520.00 (+0.32% from book spot) · 2026-09-17max pain $530.00 (+2.25% from book spot, 2026-10-16 monthly) · 2026-09-17200-session mean $497.65 (close 3.66% above it) · 2026-09-18

Peers today: 14 names — every tracked ETF.

The 5 most unusual now — this name's registered metrics ordered by |robust z|, computed in core.metric_context(). Codes, price levels and readings below n_min are not facts and are not listed.

The 5 most unusual now — this name's registered metrics ordered by |robust z|, computed in core.metric_context(). Codes, price levels and readings below n_min are not facts and are not listed.
metricvaluevalue_dateown-history percentilerobust z
25-delta risk reversalrr_25d+7.0 pts2026-09-17own all (<3y) 98.6% · n=358.17 · n=35
10-delta risk reversalrr_10d+7.6 pts2026-09-17own all (<3y) 92.9% · n=353.61 · n=35
max pain distancemax_pain_distance_pct2.25%2026-09-17own all (<3y) 97.7% · n=642.03 · n=64
net GEXnet_gex-$214.0m per 1%2026-09-17own all (<3y) 7.0% · n=64-2.01 · n=64
term-structure runiv_term_regime_days-362026-09-18own all (<3y) 13.9% · n=241-1.59 · n=241

Technicals

own 3y 21.3% · n=750 · 2026-09-18peers today 32.1% · n=14 · 2026-09-18

from options: Chain levels from the 2026-09-17 book, on the price line: gamma flip $519.73; call wall $520.00; put wall $520.00.

DIA close$515.882026-09-18gamma flip$519.732026-09-17volume2,615,8342026-09-18

250 sessions from 2025-09-21

price vs 200-session mean
3.66%
own 3y 21.3% · n=750
2026-09-18
drawdown from 252-session high
-4.66%
own 3y 18.3% · n=750
2026-09-18
realised vol, 21 sessions
11.6%
own 3y 51.8% · n=750
2026-09-18
1-session return
-0.25%
own 3y 31.1% · n=750
2026-09-18
dollar volume, 21-session mean
$1.71B
own 3y 62.7% · n=750
2026-09-18

Price from core.prices_asof() - split- and price-factor-adjusted to the as-of date, dividends left in. Volume as collected. The flip overlay is this name's own gamma_flip_level on each session whose gamma_flip_state found one, bounded at what was knowable on the as-of date.

Options & IV

own all (<3y) 19.5% · n=241 · 2026-09-18peers today 10.7% · n=14 · 2026-09-18

from technicals: 30-day IV 12.6% (2026-09-18) against 21-session realised vol 11.6% (2026-09-18).

30-day IV
12.6%
own all (<3y) 19.5% · n=241
2026-09-18
90-day IV
14.4%
own all (<3y) 36.1% · n=241
2026-09-18
term slope, 30d - 90d
-1.8 pts
own all (<3y) 12.0% · n=241
2026-09-18
term-structure run
-36
own all (<3y) 13.9% · n=241
2026-09-18
variance risk premium, 30d
+1.2 pts
own all (<3y) 40.0% · n=236
2026-09-18
25-delta risk reversal
+7.0 pts
own all (<3y) 98.6% · n=35
2026-09-17
10-delta risk reversal
+7.6 pts
own all (<3y) 92.9% · n=35
2026-09-17
net GEX
-$214.0m per 1%
own all (<3y) 7.0% · n=64
2026-09-17
0DTE share of volume
no reading for 2026-09-17
never observed
never observed

The whole chain and IV surface for DIA

Constant-maturity IV, the variance risk premium and skew from the vendor's interpolated surface; net GEX and the 0DTE share from the chain book of 2026-09-17. No export: the chain is the vendor's personal-use tier (ADR-0020).

Short & borrow

own history 86.8% · n=87 · 2026-09-18peers today 39.3% · n=14 · 2026-09-18

from technicals: Fee 0.41% on 2026-09-18, with the price 4.66% below its 252-session high on 2026-09-18.

fee rate
0.41%
annualised · 2026-09-18
in its own accrued history
86.8%
n=87 days from 2026-05-15 · range 0.25–0.56%
rebate rate
3.46%
observed 2026-09-18 15:24:53
shares available
400,000
as the vendor last posted
0.41%2026-09-18
IWM1.33%2026-09-18
XLY0.68%2026-09-18
SOXX0.53%2026-09-18
SMH0.53%2026-09-18
XLP0.49%2026-09-18
XLV0.43%2026-09-18
QQQ0.43%2026-09-18
XLI0.42%2026-09-18
DIA0.41%2026-09-18
XLF0.41%2026-09-18
SPY0.36%2026-09-18
XLK0.31%2026-09-18
XLE0.31%2026-09-18
XLU0.28%2026-09-18

Ranked 9 of 14 names with a snapshot on 2026-09-18. A peer whose newest snapshot falls on a different day - older or newer - is listed with that day and excluded from the rank, never compared across days.

core.borrow_rates, the accrued snapshot series. The percentile is the house midrank - (below + half the ties) / n - over one reading per ET day, computed in SQL and NULL below its floor. Fee rates sit on a general-collateral floor, so ties are the common case and the midrank is what keeps a floor reading from reading as the minimum.

News

own history 50.0% · n=54 · 2026-09-18peers today 46.4% · n=14 · 2026-09-18

from technicals: No headline tagged DIA on any complete day since 2026-07-27, so no session to set one beside.

headlines on 2026-09-18
0
that session returned -0.25%
in its own day history
50.0%
n=54 complete days
against its peers that day
46.4%
2 of 14 names
partial day
0 on 2026-09-19
counted, never ranked: the feed is still being read
headlines02026-09-18session return-0.25%
  • No headline tagged DIA in the window.

Complete days 2026-07-27 to 2026-09-18; the newest headline in the feed is 2026-09-19 20:10 ET.

core.news_headlines, matched on the feed's own ticker array. A ticker in this feed is a bare symbol, not an identifier: a foreign listing sharing the symbol is tagged the same way, and nothing here can tell the two apart, so headlines are shown exactly as the feed tagged them.

Holdings

from peers: 3 of its top 15 holdings on the 2026-06-30 composition are Core names with their own dossier: CAT 12.32%, MSFT 4.32%, AAPL 3.35%.

31 holdings on the 2026-06-30 composition, weights summing to 102.21%. The largest 15:

CATCATERPILLAR12.32%Industrials
GSGOLDMAN SACHS GROUP11.70%Financial Services
UNHUNITEDHEALTH GROUP4.81%Healthcare
MSFTMICROSOFT4.32%Technology
AMGNAMGEN4.19%Healthcare
GOOGLALPHABET4.13%Communication Services
HDHOME DEPOT4.08%Consumer Cyclical
SHWSHERWIN WILLIAMS3.98%Basic Materials
VVISA3.97%Financial Services
AXPAMERICAN EXPRESS3.91%Financial Services
TRVTRAVELERS COMPANIES3.82%Financial Services
JPMJPMORGAN CHASE3.79%Financial Services
AAPLAPPLE3.35%Technology
IBMIBM3.25%Technology
MCDMCDONALDS3.13%Consumer Cyclical

Tracked funds holding DIA:

No tracked ETF held DIA at its newest composition on or before this date.

core.etf_holdings at each fund's newest vendor vintage on or before the as-of date - not this name's newest row, so a fund that dropped it in a later composition drops out here too. Weights are percent; a sum slightly over 100 is cash and rounding.