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Dimensional US Core Equity Market ETF DFAU

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Market dataready · fetched 2026-10-22T12:44:01.734Z

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 · 2026-10-22T00:00:00.145544354Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:44:00.211454+00:00

Share price$53.24
1D+0.4%
AH$52.93$53.03$53.13$53.23$53.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFAU
Sold putSold callAH

Dimensional US Core Equity Market ETF options

Live interpolated DFAU call and put midpoint premiums by absolute delta.Dimensional US Core Equity Market ETF$0.79$1.13$1.47$1.82$2.16$48.77$50.82$52.88$54.93$56.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFAU spot · $53.24DFAU PRICE$0.82$0.87$0.95$1.04$1.15$1.25$1.36$1.46$1.57$1.68$2.06$0.85$0.90$0.96$1.00$1.09$1.17$1.24$1.31$1.42$1.58$1.73$1.88
PutsExpensive2.36×
CallsExpensive1.83×
SkewBearish+4.81 pp
Implied moveBearish±$2.39
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.1347.5%11.2%
25Δ49.9937.8%7.8%
30Δ56.0830.0%6.9%51.1531.9%5.7%
35Δ55.1025.5%5.1%52.0227.1%4.2%
40Δ54.4923.1%4.1%52.5924.5%3.3%
45Δ53.9421.1%3.3%53.0922.1%2.5%
50Δ53.5619.8%2.8%53.4520.2%1.9%
55Δ53.1818.5%2.2%53.8118.2%1.4%
60Δ52.8617.3%1.8%54.1316.9%1.0%
65Δ52.5916.2%1.5%54.4116.2%0.8%
70Δ52.3215.1%1.2%54.6915.4%0.5%
75Δ52.0514.0%0.9%54.9714.7%0.3%
80Δ51.5914.6%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.13
IV
47.5%
B/E move
11.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.99
IV
37.8%
B/E move
7.8%

30Δ

Calls
Pseudo strike
56.08
IV
30.0%
B/E move
6.9%
Puts
Pseudo strike
51.15
IV
31.9%
B/E move
5.7%

35Δ

Calls
Pseudo strike
55.10
IV
25.5%
B/E move
5.1%
Puts
Pseudo strike
52.02
IV
27.1%
B/E move
4.2%

40Δ

Calls
Pseudo strike
54.49
IV
23.1%
B/E move
4.1%
Puts
Pseudo strike
52.59
IV
24.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
53.94
IV
21.1%
B/E move
3.3%
Puts
Pseudo strike
53.09
IV
22.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
53.56
IV
19.8%
B/E move
2.8%
Puts
Pseudo strike
53.45
IV
20.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
53.18
IV
18.5%
B/E move
2.2%
Puts
Pseudo strike
53.81
IV
18.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
52.86
IV
17.3%
B/E move
1.8%
Puts
Pseudo strike
54.13
IV
16.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
52.59
IV
16.2%
B/E move
1.5%
Puts
Pseudo strike
54.41
IV
16.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
52.32
IV
15.1%
B/E move
1.2%
Puts
Pseudo strike
54.69
IV
15.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
52.05
IV
14.0%
B/E move
0.9%
Puts
Pseudo strike
54.97
IV
14.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
51.59
IV
14.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations