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

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Market datapartial · fetched 2026-10-22T21:16:37.692Z

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 · 2026-10-22T20:10:00.001027908Z

FundamentalsAlpha Vantage · unavailable

Share price$83.90
1D-0.1%
AH$83.38$83.54$83.69$83.85$84.005:30 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$0.43$1.22$2.01$2.81$3.60$79.03$81.28$83.53$85.78$88.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DCOR spot · $83.90DCOR PRICE$0.51$0.57$0.64$0.73$0.82$0.98$1.13$1.32$1.57$1.81$2.17$2.57$3.13$0.68$0.76$0.86$0.96$1.10$1.27$1.47$1.69$1.93$2.24$2.62$3.37
PutsExpensive1.45×
CallsExpensive1.14×
SkewBearish+3.10 pp
Implied moveBearish±$2.60
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.4620.1%6.0%79.5524.9%6.0%
25Δ87.0116.7%4.4%81.0620.8%4.3%
30Δ86.1214.6%3.4%82.0318.5%3.2%
35Δ85.5413.5%2.8%82.7116.8%2.6%
40Δ85.0112.5%2.3%83.2815.8%2.0%
45Δ84.6212.3%2.0%83.7715.4%1.7%
50Δ84.2312.2%1.7%84.2315.0%1.4%
55Δ83.8412.2%1.5%84.6814.8%1.1%
60Δ83.4512.4%1.3%85.1314.7%0.8%
65Δ83.0712.6%1.2%85.6014.7%0.6%
70Δ82.5813.0%1.0%86.1314.9%0.5%
75Δ82.0713.5%0.9%86.9716.7%0.4%
80Δ81.4014.2%0.8%

20Δ

Calls
Pseudo strike
88.46
IV
20.1%
B/E move
6.0%
Puts
Pseudo strike
79.55
IV
24.9%
B/E move
6.0%

25Δ

Calls
Pseudo strike
87.01
IV
16.7%
B/E move
4.4%
Puts
Pseudo strike
81.06
IV
20.8%
B/E move
4.3%

30Δ

Calls
Pseudo strike
86.12
IV
14.6%
B/E move
3.4%
Puts
Pseudo strike
82.03
IV
18.5%
B/E move
3.2%

35Δ

Calls
Pseudo strike
85.54
IV
13.5%
B/E move
2.8%
Puts
Pseudo strike
82.71
IV
16.8%
B/E move
2.6%

40Δ

Calls
Pseudo strike
85.01
IV
12.5%
B/E move
2.3%
Puts
Pseudo strike
83.28
IV
15.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
84.62
IV
12.3%
B/E move
2.0%
Puts
Pseudo strike
83.77
IV
15.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
84.23
IV
12.2%
B/E move
1.7%
Puts
Pseudo strike
84.23
IV
15.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
83.84
IV
12.2%
B/E move
1.5%
Puts
Pseudo strike
84.68
IV
14.8%
B/E move
1.1%

60Δ

Calls
Pseudo strike
83.45
IV
12.4%
B/E move
1.3%
Puts
Pseudo strike
85.13
IV
14.7%
B/E move
0.8%

65Δ

Calls
Pseudo strike
83.07
IV
12.6%
B/E move
1.2%
Puts
Pseudo strike
85.60
IV
14.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
82.58
IV
13.0%
B/E move
1.0%
Puts
Pseudo strike
86.13
IV
14.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
82.07
IV
13.5%
B/E move
0.9%
Puts
Pseudo strike
86.97
IV
16.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
81.40
IV
14.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

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