Index

Dow Jones Industrial Average index, one hundredth (DJX) options and signal

Figures as of 28 Sep 2026

DJX is the Dow Jones Industrial Average index, one hundredth. The options figures are from the close on 28 Sep 2026.

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At a glance

FigureValueDate
IV rank50 of 10028 Sep
At the money IV15.1%28 Sep
Priced move to 30 Oct4.5% down, 4.5% up28 Sep
Call wall and put wall520 and 51028 Sep

Options Snapshot

DJX's IV rank is 50 of 100 on 28 Sep 2026.

FigureValue
IV rank50 of 100
At the money IV15.1%, near month, 32 days
Put/call ratio, open interest0.42
Call open interest, strikes captured near the price12,700 contracts
Put open interest, strikes captured near the price5,310 contracts
Cost to trade at the moneyFair, 15.2% of the option's mid price

IV rank is where the at the money IV sits among DJX's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, DJX options priced a move of 4.5 percent down and 4.5 percent up by 30 Oct 2026.

ExpiryDaysDownUpRange
29 Sep 202613.7%3.7%495.52 to 534.12
30 Sep 202623.5%3.5%496.82 to 532.82
2 Oct 202641.4%1.4%507.50 to 522.14
16 Oct 2026184.0%3.2%494.32 to 531.32
30 Oct 2026324.5%4.5%491.72 to 537.92
20 Nov 2026536.7%5.7%480.52 to 543.92
19 Mar 202717210.5%11.2%460.62 to 572.52

The range is one standard deviation either side of the close of 514.82, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, DJX's call wall is the 520 strike and its put wall is the 510 strike.

FigureValue
Call wall, most open call gamma520
Put wall, most open put gamma510
Net dollar gamma, calls minus puts$30.82 million
Total dollar gamma, both sides$50.21 million
Close514.82

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Weather

On 28 Sep 2026, DJX's at the money IV runs from 71.7 percent at 1 day to 21.7 percent at 172 days.

Days to expiryAt the money IV
171.7%
247.3%
413.6%
1813.8%
3215.1%
5313.0%
8115.0%
17221.7%

Near expiries price more volatility than far ones, an inverted term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 32 day expiry, DJX's IV ten percent below the price sits 49.9 points above at the money IV.

Strike areaImplied volatilityAgainst at the money
10% below the price65.0%+49.9 points
At the money15.1%0.0 points
10% above the price62.2%+47.1 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, DJX's surface spans 8 expiries out to 172 days, with IV from 3.1 to 65.0 percent near the price.

FigureValue
Expiries captured8
Nearest expiry29 Sep 2026, 1 day
Farthest expiry19 Mar 2027, 172 days
Points within 10% of the price, 7 days out or more98
Lowest IV among them3.1%
Highest IV among them65.0%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, DJX has 8 captured expiries, from 29 Sep 2026 to 19 Mar 2027.

ExpiryDaysAt the money IVCall open interestPut open interest
29 Sep 2026171.7%1012
30 Sep 2026247.3%469240
2 Oct 2026413.6%124116
16 Oct 20261813.8%4,357773
30 Oct 20263215.1%1,043290
20 Nov 20265313.0%126132
18 Dec 20268115.0%5,6062,244
19 Mar 202717221.7%9811,500

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, DJX's largest open interest sits at the 520 strike, with 4,326 contracts across the captured expiries.

StrikeCall open interestPut open interestTotal
5203,8934334,326
5403,33493,343
5008194011,220
470203773976
480175650825
510281496777

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, DJX's at the money IV moved from 15.3 percent to 15.1 percent.

Figure25 Sep28 SepChange
At the money IV15.3%15.1%-0.2 points
Open interest, strikes captured near the price17,96618,023+57
Put/call ratio, open interest0.410.42+0.00

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 7,461 DJX option contracts traded, 1.0 times its own recent average.

FigureValue
Calls traded4,183
Puts traded3,278
Against its recent average1.0 times
Open interest, whole chain34,860 contracts
Volume to open interest0.21
Unusual volume flagNo

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 2 trading days of DJX's option positioning, from 25 Sep 2026 to 28 Sep 2026.

DateCloseNet dollar gammaTop call strikeTop put strike
25 Sep 2026518.29$31.16 million520510
28 Sep 2026514.82$30.82 million520510

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Questions

What is DJX's IV rank?
DJX's IV rank is 50 of 100 on 28 Sep 2026.
What move are DJX options pricing?
On 28 Sep 2026, DJX options priced a move of 4.5 percent down and 4.5 percent up by 30 Oct 2026.
Where are DJX's call wall and put wall?
On 28 Sep 2026, DJX's call wall is the 520 strike and its put wall is the 510 strike.

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