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

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Market datapartial · fetched 2026-10-22T17:11:09.158Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T17:02:25.317212581Z

FundamentalsAlpha Vantage · unavailable

Share price$83.67
1D-0.3%
$83.38$83.54$83.69$83.85$84.005:30 AM6:30 AM9:00 AM1:00 PMDCOR
Sold putSold call

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$0.42$1.29$2.16$3.03$3.90$79.16$81.40$83.63$85.87$88.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DCOR spot · $83.67DCOR PRICE$0.52$0.59$0.66$0.76$0.88$1.03$1.19$1.47$1.75$2.13$2.56$3.04$3.65$0.67$0.74$0.83$0.93$1.03$1.16$1.30$1.49$1.68$1.92$2.28$2.67$3.12
PutsExpensive1.31×
CallsExpensive1.26×
SkewBearish+0.30 pp
Implied moveBearish±$2.48
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.2720.2%6.1%79.3824.6%5.9%
25Δ86.8617.0%4.5%80.8820.5%4.2%
30Δ85.9415.0%3.5%81.8418.1%3.2%
35Δ85.3614.0%2.9%82.5216.4%2.5%
40Δ84.8413.3%2.5%83.1015.0%1.9%
45Δ84.4113.1%2.1%83.5514.2%1.5%
50Δ83.9812.9%1.8%83.9913.5%1.2%
55Δ83.5613.5%1.6%84.3713.1%0.9%
60Δ83.1414.1%1.5%84.7512.8%0.7%
65Δ82.6414.8%1.3%85.1712.7%0.5%
70Δ82.0815.6%1.2%85.6413.0%0.4%
75Δ81.4616.1%1.0%86.1513.2%0.2%
80Δ80.7216.8%0.8%86.7113.3%0.1%

20Δ

Calls
Pseudo strike
88.27
IV
20.2%
B/E move
6.1%
Puts
Pseudo strike
79.38
IV
24.6%
B/E move
5.9%

25Δ

Calls
Pseudo strike
86.86
IV
17.0%
B/E move
4.5%
Puts
Pseudo strike
80.88
IV
20.5%
B/E move
4.2%

30Δ

Calls
Pseudo strike
85.94
IV
15.0%
B/E move
3.5%
Puts
Pseudo strike
81.84
IV
18.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
85.36
IV
14.0%
B/E move
2.9%
Puts
Pseudo strike
82.52
IV
16.4%
B/E move
2.5%

40Δ

Calls
Pseudo strike
84.84
IV
13.3%
B/E move
2.5%
Puts
Pseudo strike
83.10
IV
15.0%
B/E move
1.9%

45Δ

Calls
Pseudo strike
84.41
IV
13.1%
B/E move
2.1%
Puts
Pseudo strike
83.55
IV
14.2%
B/E move
1.5%

50Δ

Calls
Pseudo strike
83.98
IV
12.9%
B/E move
1.8%
Puts
Pseudo strike
83.99
IV
13.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
83.56
IV
13.5%
B/E move
1.6%
Puts
Pseudo strike
84.37
IV
13.1%
B/E move
0.9%

60Δ

Calls
Pseudo strike
83.14
IV
14.1%
B/E move
1.5%
Puts
Pseudo strike
84.75
IV
12.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
82.64
IV
14.8%
B/E move
1.3%
Puts
Pseudo strike
85.17
IV
12.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
82.08
IV
15.6%
B/E move
1.2%
Puts
Pseudo strike
85.64
IV
13.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
81.46
IV
16.1%
B/E move
1.0%
Puts
Pseudo strike
86.15
IV
13.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
80.72
IV
16.8%
B/E move
0.8%
Puts
Pseudo strike
86.71
IV
13.3%
B/E move
0.1%

Options history

DCOR12.7312.8212.912026-10-20: 12.89%2026-10-21: 12.75%Oct 20Oct 21
Table
DateIV
12.89%
12.75%