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U.S. Core Equity 2 Portfolio ETF Class Shares DFAC

i

Market dataready · fetched 2026-10-22T07:47:04.793Z

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 · 2026-10-22T00:00:00.011220191Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:41:43.093671+00:00

Share price$45.35
1D+0.3%
AH$45.13$45.21$45.28$45.36$45.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFAC
Sold putSold callAH

U.S. Core Equity 2 Portfolio ETF Class Shares options

Live interpolated DFAC call and put midpoint premiums by absolute delta.U.S. Core Equity 2 Portfolio ETF Class Shares$0.33$0.78$1.23$1.68$2.14$42.93$44.13$45.32$46.51$47.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFAC spot · $45.35DFAC PRICE$0.38$0.38$0.38$0.38$0.43$0.54$0.65$0.76$0.87$1.03$1.23$1.43$1.64$0.38$0.38$0.41$0.45$0.51$0.61$0.70$0.80$0.89$1.08$1.32$1.56$2.01
PutsExpensive1.22×
CallsExpensive1.24×
SkewBearish+0.52 pp
Implied moveBearish±$1.35
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.7427.2%8.3%42.9625.2%6.1%
25Δ47.4520.3%5.4%43.9419.0%3.9%
30Δ46.7316.1%3.9%44.3616.8%3.1%
35Δ46.2613.0%2.8%44.7514.9%2.3%
40Δ45.9111.4%2.2%45.0813.6%1.7%
45Δ45.7111.8%2.0%45.2913.3%1.5%
50Δ45.5012.1%1.8%45.5013.1%1.2%
55Δ45.3012.4%1.6%45.7112.8%1.0%
60Δ45.1012.7%1.4%45.9312.6%0.7%
65Δ44.8613.0%1.2%46.2012.8%0.5%
70Δ44.5913.2%1.0%46.5013.4%0.4%
75Δ44.3213.5%0.9%46.7914.0%0.3%
80Δ44.0513.7%0.7%47.2915.6%0.1%

20Δ

Calls
Pseudo strike
48.74
IV
27.2%
B/E move
8.3%
Puts
Pseudo strike
42.96
IV
25.2%
B/E move
6.1%

25Δ

Calls
Pseudo strike
47.45
IV
20.3%
B/E move
5.4%
Puts
Pseudo strike
43.94
IV
19.0%
B/E move
3.9%

30Δ

Calls
Pseudo strike
46.73
IV
16.1%
B/E move
3.9%
Puts
Pseudo strike
44.36
IV
16.8%
B/E move
3.1%

35Δ

Calls
Pseudo strike
46.26
IV
13.0%
B/E move
2.8%
Puts
Pseudo strike
44.75
IV
14.9%
B/E move
2.3%

40Δ

Calls
Pseudo strike
45.91
IV
11.4%
B/E move
2.2%
Puts
Pseudo strike
45.08
IV
13.6%
B/E move
1.7%

45Δ

Calls
Pseudo strike
45.71
IV
11.8%
B/E move
2.0%
Puts
Pseudo strike
45.29
IV
13.3%
B/E move
1.5%

50Δ

Calls
Pseudo strike
45.50
IV
12.1%
B/E move
1.8%
Puts
Pseudo strike
45.50
IV
13.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
45.30
IV
12.4%
B/E move
1.6%
Puts
Pseudo strike
45.71
IV
12.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
45.10
IV
12.7%
B/E move
1.4%
Puts
Pseudo strike
45.93
IV
12.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
44.86
IV
13.0%
B/E move
1.2%
Puts
Pseudo strike
46.20
IV
12.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
44.59
IV
13.2%
B/E move
1.0%
Puts
Pseudo strike
46.50
IV
13.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
44.32
IV
13.5%
B/E move
0.9%
Puts
Pseudo strike
46.79
IV
14.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
44.05
IV
13.7%
B/E move
0.7%
Puts
Pseudo strike
47.29
IV
15.6%
B/E move
0.1%

Options history

No recorded observations