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Dimensional US Core Equity Market ETF DFAU

i

Market dataready · fetched 2026-10-22T21:14:55.534Z

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 · 2026-10-22T20:10:00.002877385Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:14:19.263117+00:00

Share price$52.70
1D-0.3%
AH$52.46$52.57$52.68$52.79$52.905:30 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$1.26$1.72$2.18$2.64$48.16$50.28$52.41$54.53$56.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFAU spot · $52.70DFAU PRICE$0.84$0.90$0.97$1.07$1.18$1.29$1.40$1.51$1.79$2.06$2.51$0.88$0.92$0.96$1.03$1.11$1.18$1.25$1.33$1.41$1.49$1.68$2.05
PutsExpensive2.22×
CallsExpensive1.94×
SkewBearish+3.97 pp
Implied moveBearish±$2.43
TiltBalanced0.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.4849.5%11.6%
25Δ49.3639.3%8.1%
30Δ55.6431.3%7.2%50.5832.7%5.9%
35Δ54.6627.0%5.4%51.4228.3%4.4%
40Δ53.9323.8%4.2%52.0625.2%3.3%
45Δ53.4522.2%3.5%52.5222.8%2.6%
50Δ52.9820.7%2.8%52.9720.3%1.9%
55Δ52.6519.4%2.3%53.2618.8%1.5%
60Δ52.3218.1%1.9%53.5417.3%1.1%
65Δ51.9816.9%1.5%53.8215.8%0.7%
70Δ51.5917.1%1.3%54.1515.1%0.4%
75Δ51.2017.3%1.1%54.5915.8%0.3%
80Δ50.6618.2%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.48
IV
49.5%
B/E move
11.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.36
IV
39.3%
B/E move
8.1%

30Δ

Calls
Pseudo strike
55.64
IV
31.3%
B/E move
7.2%
Puts
Pseudo strike
50.58
IV
32.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
54.66
IV
27.0%
B/E move
5.4%
Puts
Pseudo strike
51.42
IV
28.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
53.93
IV
23.8%
B/E move
4.2%
Puts
Pseudo strike
52.06
IV
25.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
53.45
IV
22.2%
B/E move
3.5%
Puts
Pseudo strike
52.52
IV
22.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
52.98
IV
20.7%
B/E move
2.8%
Puts
Pseudo strike
52.97
IV
20.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
52.65
IV
19.4%
B/E move
2.3%
Puts
Pseudo strike
53.26
IV
18.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
52.32
IV
18.1%
B/E move
1.9%
Puts
Pseudo strike
53.54
IV
17.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
51.98
IV
16.9%
B/E move
1.5%
Puts
Pseudo strike
53.82
IV
15.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
51.59
IV
17.1%
B/E move
1.3%
Puts
Pseudo strike
54.15
IV
15.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
51.20
IV
17.3%
B/E move
1.1%
Puts
Pseudo strike
54.59
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
50.66
IV
18.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

DFAU17.9618.2518.532026-10-20: 18.00%2026-10-21: 18.49%Oct 20Oct 21
Table
DateIV
18.00%
18.49%