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U.S. Core Equity 1 Portfolio ETF Class Shares DCOR

i

Market dataready · fetched 2026-11-12T00:57:16.119Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T23:30:00.001021925Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:57:15.524639+00:00

Share price$84.04
1D+0.4%
AH$83.57$83.75$83.94$84.12$84.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDCOR
Sold putSold callAH

U.S. Core Equity 1 Portfolio ETF Class Shares options

Live interpolated DCOR call and put midpoint premiums by absolute delta.U.S. Core Equity 1 Portfolio ETF Class Shares$0.58$1.08$1.57$2.06$2.55$80.16$82.05$83.94$85.83$87.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DCOR spot · $84.04DCOR PRICE$0.70$0.77$0.84$0.91$1.02$1.12$1.23$1.33$1.59$0.64$0.67$0.70$0.73$0.79$0.85$0.99$1.19$1.39$1.59$1.80$2.00$2.41
PutsExpensive1.16×
Calls——
Skew——
Implied moveBearish±$1.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.0751.1%7.9%
25Δ79.7441.7%5.9%
30Δ81.4132.3%4.0%
35Δ83.0223.2%2.1%
40Δ84.8519.4%1.8%83.4221.1%1.7%
45Δ84.5317.9%1.5%83.8219.0%1.3%
50Δ84.2016.4%1.2%84.1818.0%1.0%
55Δ83.9215.2%0.9%84.4917.9%0.9%
60Δ83.7014.5%0.8%84.8117.7%0.7%
65Δ83.4813.8%0.7%85.1317.6%0.6%
70Δ83.2613.1%0.5%85.4417.5%0.5%
75Δ83.0412.4%0.4%85.7617.4%0.3%
80Δ82.7112.4%0.3%86.2618.5%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.07
IV
51.1%
B/E move
7.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.74
IV
41.7%
B/E move
5.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.41
IV
32.3%
B/E move
4.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.02
IV
23.2%
B/E move
2.1%

40Δ

Calls
Pseudo strike
84.85
IV
19.4%
B/E move
1.8%
Puts
Pseudo strike
83.42
IV
21.1%
B/E move
1.7%

45Δ

Calls
Pseudo strike
84.53
IV
17.9%
B/E move
1.5%
Puts
Pseudo strike
83.82
IV
19.0%
B/E move
1.3%

50Δ

Calls
Pseudo strike
84.20
IV
16.4%
B/E move
1.2%
Puts
Pseudo strike
84.18
IV
18.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
83.92
IV
15.2%
B/E move
0.9%
Puts
Pseudo strike
84.49
IV
17.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
83.70
IV
14.5%
B/E move
0.8%
Puts
Pseudo strike
84.81
IV
17.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
83.48
IV
13.8%
B/E move
0.7%
Puts
Pseudo strike
85.13
IV
17.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
83.26
IV
13.1%
B/E move
0.5%
Puts
Pseudo strike
85.44
IV
17.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
83.04
IV
12.4%
B/E move
0.4%
Puts
Pseudo strike
85.76
IV
17.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
82.71
IV
12.4%
B/E move
0.3%
Puts
Pseudo strike
86.26
IV
18.5%
B/E move
0.2%

Options history

IV · four-Friday blend14.81%
Daily EOD
DCOR12.6%13.8%15.0%2026-10-19: 12.74%2026-10-20: 12.89%2026-10-21: 12.75%2026-10-22: 13.69%2026-10-23: 14.02%2026-10-26: 14.04%2026-10-27: 13.70%2026-10-28: 13.71%2026-10-29: 13.74%2026-10-30: 14.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.74%
12.89%
12.75%
13.69%
14.02%
14.04%
13.70%
13.71%
13.74%
14.81%