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Dimensional US Core Equity Market ETF DFAU

i

Market datapartial · fetched 2026-11-11T15:39:38.907Z

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 · 2026-11-11T15:38:37.456631207Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:39:37.549449+00:00

Share price$52.39
1D+0.0%
$52.27$52.30$52.34$52.38$52.415:30 AM6:30 AM9:00 AM1:00 PMDFAU
Sold putSold call

Dimensional US Core Equity Market ETF options

Live interpolated DFAU call and put midpoint premiums by absolute delta.Dimensional US Core Equity Market ETF$1.04$1.24$1.43$1.63$1.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEDFAU PRICE$1.06$1.13$1.25$1.38$1.51$1.64$1.76
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ53.6447.0%4.4%
45Δ53.0041.4%3.3%
50Δ52.6439.3%2.9%
55Δ52.2937.2%2.5%
60Δ51.9435.0%2.0%
65Δ51.5932.9%1.6%
70Δ51.2430.7%1.2%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
53.64
IV
47.0%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
53.00
IV
41.4%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
52.64
IV
39.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
52.29
IV
37.2%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
51.94
IV
35.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
51.59
IV
32.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
51.24
IV
30.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.87%
Daily EOD
DFAU17.9%18.9%20.0%2026-10-19: 18.95%2026-10-20: 18.00%2026-10-21: 18.49%2026-10-22: 18.59%2026-10-23: 19.20%2026-10-26: 18.97%2026-10-27: 19.17%2026-10-28: 19.66%2026-10-29: 19.56%2026-10-30: 19.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.95%
18.00%
18.49%
18.59%
19.20%
18.97%
19.17%
19.66%
19.56%
19.87%