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Dimensional World Equity ETF DFAW

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Market datapartial · fetched 2026-10-22T10:34:26.720Z

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 · 2026-10-22T00:00:00.087169005Z

FundamentalsAlpha Vantage · unavailable

Share price$84.03
1D+0.1%
AH$83.67$83.79$83.92$84.05$84.175:30 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$0.42$1.43$2.43$3.43$4.43$78.63$81.39$84.15$86.91$89.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFAW spot · $84.03DFAW PRICE$0.53$0.59$0.66$0.75$0.84$0.95$1.08$1.20$1.47$1.74$2.04$2.39$2.84$0.68$0.76$0.84$0.90$1.04$1.18$1.36$1.54$1.77$2.07$2.42$3.06$4.14
PutsCheap0.89×
CallsCheap0.70×
SkewBearish+2.69 pp
Implied moveBearish±$2.43
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.7520.6%6.2%79.5925.0%6.1%
25Δ87.2417.0%4.5%81.1620.8%4.3%
30Δ86.3515.0%3.6%82.1818.1%3.2%
35Δ85.7113.7%2.9%82.9915.6%2.3%
40Δ85.1912.7%2.4%83.4614.9%1.9%
45Δ84.7612.0%2.0%83.9314.3%1.5%
50Δ84.3811.6%1.7%84.3513.9%1.2%
55Δ84.0011.1%1.4%84.7513.6%1.0%
60Δ83.6211.5%1.3%85.1713.4%0.7%
65Δ83.2311.9%1.1%85.6213.5%0.6%
70Δ82.8112.2%1.0%86.1113.8%0.4%
75Δ82.3512.4%0.8%86.8415.1%0.3%
80Δ81.7912.9%0.7%87.9917.6%0.2%

20Δ

Calls
Pseudo strike
88.75
IV
20.6%
B/E move
6.2%
Puts
Pseudo strike
79.59
IV
25.0%
B/E move
6.1%

25Δ

Calls
Pseudo strike
87.24
IV
17.0%
B/E move
4.5%
Puts
Pseudo strike
81.16
IV
20.8%
B/E move
4.3%

30Δ

Calls
Pseudo strike
86.35
IV
15.0%
B/E move
3.6%
Puts
Pseudo strike
82.18
IV
18.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
85.71
IV
13.7%
B/E move
2.9%
Puts
Pseudo strike
82.99
IV
15.6%
B/E move
2.3%

40Δ

Calls
Pseudo strike
85.19
IV
12.7%
B/E move
2.4%
Puts
Pseudo strike
83.46
IV
14.9%
B/E move
1.9%

45Δ

Calls
Pseudo strike
84.76
IV
12.0%
B/E move
2.0%
Puts
Pseudo strike
83.93
IV
14.3%
B/E move
1.5%

50Δ

Calls
Pseudo strike
84.38
IV
11.6%
B/E move
1.7%
Puts
Pseudo strike
84.35
IV
13.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
84.00
IV
11.1%
B/E move
1.4%
Puts
Pseudo strike
84.75
IV
13.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
83.62
IV
11.5%
B/E move
1.3%
Puts
Pseudo strike
85.17
IV
13.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
83.23
IV
11.9%
B/E move
1.1%
Puts
Pseudo strike
85.62
IV
13.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
82.81
IV
12.2%
B/E move
1.0%
Puts
Pseudo strike
86.11
IV
13.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
82.35
IV
12.4%
B/E move
0.8%
Puts
Pseudo strike
86.84
IV
15.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
81.79
IV
12.9%
B/E move
0.7%
Puts
Pseudo strike
87.99
IV
17.6%
B/E move
0.2%

Options history

No recorded observations