Data I/O (DAIO)'s 30-day implied volatility (IV30) was 70.0% at the close on October 23, 2026, up from 53.3% the day before, against a 52-week range of 43.3% to 116.1%. Its 20-day historical volatility was 76.8%.
Key numbers
30-day implied volatility (IV30): 70.0%
IV30 52-week range: 43.3% to 116.1% (median 70.9%)
Historical volatility: 20-day 76.8%, 1-year 79.9%
Implied move by the nearest expiration: ±3.4%
Data as of October 23, 2026.
DAIO Implied Volatility (IV) vs Historical Volatility (HV)
The DAIO IV term structure shows the implied volatility difference between different maturity dates.
