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DIA — structural market context

State Street SPDR Dow Jones In

Structural market context from public regulatory and market data, shown with its as-of dates. Descriptive only: nothing on this page is a recommendation, a prediction, or advice to buy or sell any security.

What changed

As of the close on Oct 16. Each line shows the earlier value, the later value and their dates.

Price

Close $519.10 (Oct 16) vs $521.18 (Oct 15): −0.40%.

Volume

1.63× its 20-session average (3.3M) on Oct 16.

Includes pre- and post-market trading.

Estimated Gamma Exposure (0–45 DTE)

+$347.8M on Oct 15, 3:55 pm ET; +$131.1M on Oct 16, 3:55 pm ET.

Sign of the net estimate: positive before, positive after.

Gamma flip 513.97 → 510.12 · Call wall 520 → 520 · Put wall 520 → 510

Short interest

Short interest 3.7M shares (settlement Sep 30) vs 3.0M (Sep 15).

No new publication in this window. Latest: settlement Sep 30, published Oct 10.

Fails-to-deliver

Latest file (settlements Sep 15–Sep 30, published Oct 16): 6 days with fails, largest 47K shares on Sep 25.

Previous file (settlements Sep 1–Sep 14, published Sep 30): 5 days with fails, largest 168K shares on Sep 11.

DIA: what the public data shows

Each row is the latest public record we hold for DIA, with its own date and source. Figures are descriptive and delayed by their source.

DataLatest recordAs ofSource
Short interest→ Short Interest & FTD tracker3.7M shares short · 1.1 days to cover · +22.9% vs 2026-09-152026-09-30FINRA
Fails-to-deliver→ Short Interest & FTD tracker6K shares failed to deliver on 2026-09-282026-09-28SEC fails-to-deliver files
Gamma exposure (estimated)→ Gamma ExposureNet GEX $131.14M per 1% move · gamma flip $510.122026-10-16 15:55 ETComputed by TradeAI News from the options chain · estimate
Short interest→ Short Interest & FTD tracker
Latest record
3.7M shares short · 1.1 days to cover · +22.9% vs 2026-09-15
As of
2026-09-30
Source
FINRA
Fails-to-deliver→ Short Interest & FTD tracker
Latest record
6K shares failed to deliver on 2026-09-28
As of
2026-09-28
Source
SEC fails-to-deliver files
Gamma exposure (estimated)→ Gamma Exposure
Latest record
Net GEX $131.14M per 1% move · gamma flip $510.12
As of
2026-10-16 15:55 ET
Source
Computed by TradeAI News from the options chain · estimate

DIA short interest & days to cover

SHARES SHORT
3.7M
% OF FLOAT
—
DAYS TO COVER
1.1
CHANGE VS PRIOR
+22.9%

FINRA consolidated short interest, reported twice a month and published ~2 weeks after each settlement date. % of float uses reported free float. · as of 2026-09-30 (18d ago)

DIA fails-to-deliver (FTD)

Settlement dateFailed sharesPrice
2026-09-28 · 20d6K$517.49
2026-09-25 · 23d47K$512.68
2026-09-24 · 24d1K$514.3

SEC fails-to-deliver files, published twice a month with ~6 weeks of delay.

DIA gamma exposure levels

SPOT
$519.29
GAMMA FLIP
$510.12
CALL WALL
$520
PUT WALL
$510

Computed gamma exposure: Black-Scholes gamma from bid-ask implied volatility, OCC open interest from two trading sessions earlier (T-2 sessions). Snapshotted every 5 minutes in market hours. Structure, not direction. · as of 2026-10-16

Frequently asked questions

Is this page telling me to buy or sell DIA?
No. Everything on this page is descriptive, structural market context from public data, shown with its as-of dates. TradeAI News does not issue directional recommendations, price predictions, or buy/sell advice — for any ticker.
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DIA: the full history

Latest rows shown. Full history, market-wide screens, cluster detection and the context journal live in the dashboard.

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Not financial advice. Trading involves risk. Descriptive structural context, never a recommendation.