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Dimensional World Equity ETF DFAW

i

Market dataready · fetched 2026-11-11T14:23:24.555Z

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 · 2026-11-11T01:00:00.172495734Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:23:24.772825+00:00

Share price$82.74
1D+0.2%
AH$82.33$82.50$82.68$82.86$83.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFAW
Sold putSold callAH

Dimensional World Equity ETF options

Live interpolated DFAW call and put midpoint premiums by absolute delta.Dimensional World Equity ETF$0.56$1.04$1.52$2.00$2.48$79.90$81.42$82.94$84.46$85.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DFAW spot · $82.74DFAW PRICE$0.61$0.70$0.78$0.87$0.95$1.03$1.12$1.20$1.29$1.58$1.92$2.32$0.77$0.86$0.96$1.06$1.16$1.27$1.37$1.47$1.57$1.94$2.34
Puts——
Calls——
Skew——
Implied moveBearish±$2.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ85.9332.2%4.6%
30Δ85.4530.2%4.1%80.8729.8%3.2%
35Δ84.9728.3%3.6%81.3327.8%2.8%
40Δ84.4926.3%3.2%81.7026.2%2.4%
45Δ84.0024.3%2.7%82.0824.6%2.1%
50Δ83.5222.3%2.2%82.4623.0%1.7%
55Δ83.0420.3%1.7%82.8421.4%1.4%
60Δ82.5618.3%1.2%83.2219.8%1.1%
65Δ82.0816.4%0.8%83.5918.2%0.7%
70Δ81.6616.9%0.6%83.9716.6%0.4%
75Δ81.2517.9%0.5%84.4317.3%0.3%
80Δ80.7719.0%0.4%84.9018.3%0.2%

20Δ

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

25Δ

Calls
Pseudo strike
85.93
IV
32.2%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
85.45
IV
30.2%
B/E move
4.1%
Puts
Pseudo strike
80.87
IV
29.8%
B/E move
3.2%

35Δ

Calls
Pseudo strike
84.97
IV
28.3%
B/E move
3.6%
Puts
Pseudo strike
81.33
IV
27.8%
B/E move
2.8%

40Δ

Calls
Pseudo strike
84.49
IV
26.3%
B/E move
3.2%
Puts
Pseudo strike
81.70
IV
26.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
84.00
IV
24.3%
B/E move
2.7%
Puts
Pseudo strike
82.08
IV
24.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
83.52
IV
22.3%
B/E move
2.2%
Puts
Pseudo strike
82.46
IV
23.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
83.04
IV
20.3%
B/E move
1.7%
Puts
Pseudo strike
82.84
IV
21.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
82.56
IV
18.3%
B/E move
1.2%
Puts
Pseudo strike
83.22
IV
19.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
82.08
IV
16.4%
B/E move
0.8%
Puts
Pseudo strike
83.59
IV
18.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
81.66
IV
16.9%
B/E move
0.6%
Puts
Pseudo strike
83.97
IV
16.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
81.25
IV
17.9%
B/E move
0.5%
Puts
Pseudo strike
84.43
IV
17.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
80.77
IV
19.0%
B/E move
0.4%
Puts
Pseudo strike
84.90
IV
18.3%
B/E move
0.2%

Options history

IV · four-Friday blend15.37%
Daily EOD
DFAW13.0%14.3%15.5%2026-10-19: 13.21%2026-10-20: 13.39%2026-10-21: 13.25%2026-10-22: 13.80%2026-10-23: 14.50%2026-10-26: 14.35%2026-10-27: 13.93%2026-10-28: 13.65%2026-10-29: 13.61%2026-10-30: 15.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.21%
13.39%
13.25%
13.80%
14.50%
14.35%
13.93%
13.65%
13.61%
15.37%