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DFA Real Estate Securities Portfolio ETF Class Shares DFAR

i

Market dataready · fetched 2026-11-11T13:53:09.683Z

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 · 2026-11-11T01:00:00.023505932Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:53:09.312165+00:00

Share price$26.28
1D+1.0%
AH$25.97$26.05$26.14$26.22$26.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFAR
Sold putSold callAH

DFA Real Estate Securities Portfolio ETF Class Shares options

Live interpolated DFAR call and put midpoint premiums by absolute delta.DFA Real Estate Securities Portfolio ETF Class Shares$0.46$0.82$1.18$1.53$1.89$23.83$24.80$25.77$26.74$27.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DFAR spot · $26.28DFAR PRICE$0.50$0.50$0.50$0.52$0.54$0.58$0.62$0.66$0.70$0.50$0.51$0.53$0.56$0.59$0.64$0.69$0.75$0.81$0.87$0.95$1.37$1.79
PutsExpensive2.36×
Calls——
Skew——
Implied moveBearish±$1.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.32116.5%21.1%23.2999.7%13.3%
25Δ29.1385.7%12.8%24.3577.6%9.3%
30Δ27.9866.3%8.4%25.0663.3%6.7%
35Δ27.4055.8%6.2%25.4555.6%5.3%
40Δ26.9347.4%4.5%25.8447.9%3.9%
45Δ26.7043.6%3.8%26.1143.2%3.1%
50Δ26.4739.7%3.1%26.2940.5%2.6%
55Δ26.2435.9%2.3%26.4737.8%2.1%
60Δ26.0132.1%1.6%26.6535.2%1.7%
65Δ26.8332.5%1.2%
70Δ27.0230.3%0.8%
75Δ27.4736.3%0.7%
80Δ27.9142.3%0.6%

20Δ

Calls
Pseudo strike
31.32
IV
116.5%
B/E move
21.1%
Puts
Pseudo strike
23.29
IV
99.7%
B/E move
13.3%

25Δ

Calls
Pseudo strike
29.13
IV
85.7%
B/E move
12.8%
Puts
Pseudo strike
24.35
IV
77.6%
B/E move
9.3%

30Δ

Calls
Pseudo strike
27.98
IV
66.3%
B/E move
8.4%
Puts
Pseudo strike
25.06
IV
63.3%
B/E move
6.7%

35Δ

Calls
Pseudo strike
27.40
IV
55.8%
B/E move
6.2%
Puts
Pseudo strike
25.45
IV
55.6%
B/E move
5.3%

40Δ

Calls
Pseudo strike
26.93
IV
47.4%
B/E move
4.5%
Puts
Pseudo strike
25.84
IV
47.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
26.70
IV
43.6%
B/E move
3.8%
Puts
Pseudo strike
26.11
IV
43.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
26.47
IV
39.7%
B/E move
3.1%
Puts
Pseudo strike
26.29
IV
40.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
26.24
IV
35.9%
B/E move
2.3%
Puts
Pseudo strike
26.47
IV
37.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
26.01
IV
32.1%
B/E move
1.6%
Puts
Pseudo strike
26.65
IV
35.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.83
IV
32.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.02
IV
30.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.47
IV
36.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.91
IV
42.3%
B/E move
0.6%

Options history

IV · four-Friday blend25.90%
Daily EOD
DFAR24.7%25.8%27.0%2026-10-19: 25.48%2026-10-20: 24.84%2026-10-21: 25.39%2026-10-22: 24.98%2026-10-23: 25.29%2026-10-26: 25.43%2026-10-27: 26.29%2026-10-28: 26.81%2026-10-29: 26.32%2026-10-30: 25.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.48%
24.84%
25.39%
24.98%
25.29%
25.43%
26.29%
26.81%
26.32%
25.90%