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DFA Real Estate Securities Portfolio ETF Class Shares DFAR

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Market datapartial · fetched 2026-10-22T09:22:41.000Z

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 · 2026-10-22T00:00:00.013503427Z

FundamentalsAlpha Vantage · unavailable

Share price$24.67
1D-1.3%
AH$24.62$24.73$24.83$24.93$25.045:30 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$0.85$1.23$1.62$2.01$21.62$23.13$24.65$26.17$27.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFAR spot · $24.67DFAR PRICE$0.50$0.50$0.52$0.56$0.60$0.64$0.72$0.82$0.93$1.03$1.20$1.55$1.90$0.50$0.52$0.55$0.57$0.61$0.65$0.69$0.72
PutsFair1.01×
CallsFair0.99×
SkewBearish+0.86 pp
Implied moveBullish±$1.41
TiltBullish40.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.8770.1%23.1%21.7859.2%13.7%
25Δ27.6651.7%14.2%22.8146.9%9.6%
30Δ26.5941.9%9.9%23.4439.5%7.2%
35Δ25.9136.0%7.3%23.9833.1%5.1%
40Δ25.5232.2%5.9%24.2430.0%4.2%
45Δ25.1228.4%4.4%24.4927.2%3.4%
50Δ24.8426.7%3.6%24.7424.3%2.5%
55Δ24.6226.1%3.1%24.9921.4%1.6%
60Δ24.3925.4%2.6%
65Δ24.1624.7%2.1%
70Δ23.8825.0%1.7%
75Δ23.4927.7%1.5%
80Δ23.0930.4%1.3%

20Δ

Calls
Pseudo strike
29.87
IV
70.1%
B/E move
23.1%
Puts
Pseudo strike
21.78
IV
59.2%
B/E move
13.7%

25Δ

Calls
Pseudo strike
27.66
IV
51.7%
B/E move
14.2%
Puts
Pseudo strike
22.81
IV
46.9%
B/E move
9.6%

30Δ

Calls
Pseudo strike
26.59
IV
41.9%
B/E move
9.9%
Puts
Pseudo strike
23.44
IV
39.5%
B/E move
7.2%

35Δ

Calls
Pseudo strike
25.91
IV
36.0%
B/E move
7.3%
Puts
Pseudo strike
23.98
IV
33.1%
B/E move
5.1%

40Δ

Calls
Pseudo strike
25.52
IV
32.2%
B/E move
5.9%
Puts
Pseudo strike
24.24
IV
30.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
25.12
IV
28.4%
B/E move
4.4%
Puts
Pseudo strike
24.49
IV
27.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
24.84
IV
26.7%
B/E move
3.6%
Puts
Pseudo strike
24.74
IV
24.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
24.62
IV
26.1%
B/E move
3.1%
Puts
Pseudo strike
24.99
IV
21.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
24.39
IV
25.4%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.16
IV
24.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.88
IV
25.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.49
IV
27.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.09
IV
30.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations