Data I/O (DAIO)'s 30-day implied volatility (IV30) was 58.2% at the close on November 13, 2026, down from 64.2% the day before, against a 52-week range of 43.3% to 116.1%. Its 20-day historical volatility was 87.3%.
Key numbers
30-day implied volatility (IV30): 58.2%
IV30 52-week range: 43.3% to 116.1% (median 71.9%)
Historical volatility: 20-day 87.3%, 1-year 81.0%
Implied move by the nearest expiration: ±4.0%
Data as of November 13, 2026.
DAIO Implied Volatility (IV) vs Historical Volatility (HV)
The DAIO IV term structure shows the implied volatility difference between different maturity dates.
