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U.S. Targeted Value Portfolio ETF Class Shares DFAT

i

Market dataready · fetched 2026-11-11T13:49:02.647Z

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 · 2026-11-11T10:25:00.008477823Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:49:02.133959+00:00

Share price$70.01
1D
Price history unavailable.

U.S. Targeted Value Portfolio ETF Class Shares options

Live interpolated DFAT call and put midpoint premiums by absolute delta.U.S. Targeted Value Portfolio ETF Class Shares$0.60$1.06$1.52$1.98$2.44$65.73$67.84$69.95$72.05$74.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFAT spot · $70.01DFAT PRICE$0.65$0.66$0.68$0.74$0.82$0.89$0.97$1.07$1.20$1.34$1.47$1.88$2.31$0.69$0.73$0.76$0.81$0.88$0.94$1.04$1.19$1.34$1.49$1.70$1.92$2.13
PutsCheap0.89×
CallsCheap0.91×
SkewBearish+0.54 pp
Implied moveBearish±$2.01
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.7054.4%9.1%65.4853.1%7.4%
25Δ73.4641.3%5.9%67.1142.3%5.2%
30Δ72.1532.7%4.0%68.1534.9%3.7%
35Δ71.4729.1%3.1%68.8630.3%2.8%
40Δ70.9226.3%2.5%69.3427.2%2.2%
45Δ70.5424.3%2.0%69.7624.4%1.7%
50Δ70.1722.3%1.6%70.1322.7%1.3%
55Δ69.8421.0%1.3%70.4322.2%1.1%
60Δ69.5720.4%1.1%70.7321.8%0.9%
65Δ69.2919.7%0.9%71.0321.3%0.7%
70Δ69.0219.1%0.7%71.3420.8%0.5%
75Δ68.5420.7%0.6%71.6520.2%0.4%
80Δ68.0522.6%0.5%71.9619.7%0.2%

20Δ

Calls
Pseudo strike
75.70
IV
54.4%
B/E move
9.1%
Puts
Pseudo strike
65.48
IV
53.1%
B/E move
7.4%

25Δ

Calls
Pseudo strike
73.46
IV
41.3%
B/E move
5.9%
Puts
Pseudo strike
67.11
IV
42.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
72.15
IV
32.7%
B/E move
4.0%
Puts
Pseudo strike
68.15
IV
34.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
71.47
IV
29.1%
B/E move
3.1%
Puts
Pseudo strike
68.86
IV
30.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
70.92
IV
26.3%
B/E move
2.5%
Puts
Pseudo strike
69.34
IV
27.2%
B/E move
2.2%

45Δ

Calls
Pseudo strike
70.54
IV
24.3%
B/E move
2.0%
Puts
Pseudo strike
69.76
IV
24.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
70.17
IV
22.3%
B/E move
1.6%
Puts
Pseudo strike
70.13
IV
22.7%
B/E move
1.3%

55Δ

Calls
Pseudo strike
69.84
IV
21.0%
B/E move
1.3%
Puts
Pseudo strike
70.43
IV
22.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
69.57
IV
20.4%
B/E move
1.1%
Puts
Pseudo strike
70.73
IV
21.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
69.29
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
71.03
IV
21.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
69.02
IV
19.1%
B/E move
0.7%
Puts
Pseudo strike
71.34
IV
20.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
68.54
IV
20.7%
B/E move
0.6%
Puts
Pseudo strike
71.65
IV
20.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
68.05
IV
22.6%
B/E move
0.5%
Puts
Pseudo strike
71.96
IV
19.7%
B/E move
0.2%

Options history

IV · four-Friday blend18.75%
Daily EOD
DFAT17.7%18.8%19.9%2026-10-19: 19.00%2026-10-20: 18.77%2026-10-21: 19.00%2026-10-22: 19.09%2026-10-23: 18.56%2026-10-26: 19.43%2026-10-27: 19.75%2026-10-28: 17.83%2026-10-29: 18.86%2026-10-30: 18.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.00%
18.77%
19.00%
19.09%
18.56%
19.43%
19.75%
17.83%
18.86%
18.75%