U may hold it...but why not place a stop on this and be in the position? Man this is why I like trading options because its more manageable to place stops since they move so rapidly. I've had huge success using OptionGLobe and their simple call/put trades. Man they are good, but expensive . If you trade with >40k I would highly recommend them.
It all depends on where you see DIA in the future. If it is in a taxable account and you see it lower in a month then you could sell your position, take the loss and then buy it back at a lower price. If it is in a non-taxable account then the wash sale does not come into play and you could sell it if you think you can buy it back at a lower price. Eventually it will recover but that could be several years down the road.