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Dimensional World ex U.S. Core Equity 2 ETF DFAX

i

Market dataready · fetched 2026-11-11T14:53:57.948Z

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 · 2026-11-11T14:53:11.567133275Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:53:57.586409+00:00

Share price$36.02
1D-0.1%
$35.98$36.00$36.03$36.06$36.095:30 AM6:30 AM9:00 AM1:00 PMDFAX
Sold putSold call

Dimensional World ex U.S. Core Equity 2 ETF options

Live interpolated DFAX call and put midpoint premiums by absolute delta.Dimensional World ex U.S. Core Equity 2 ETF$0.75$1.00$1.25$1.50$1.75$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDFAX PRICE$0.86$1.03$1.19$1.35$1.52$1.68$0.78$0.85$0.92$0.98$1.05$1.12$1.38
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
40Δ
45Δ
50Δ36.0833.2%2.0%
55Δ35.8732.1%2.0%36.2631.1%1.7%
60Δ35.6231.3%1.7%36.4429.1%1.4%
65Δ35.3730.5%1.5%36.6227.1%1.1%
70Δ35.1329.7%1.3%36.8025.0%0.7%
75Δ34.8828.8%1.0%36.9823.0%0.4%
80Δ34.6328.0%0.8%37.2923.3%0.3%

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

45Δ

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

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.08
IV
33.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
35.87
IV
32.1%
B/E move
2.0%
Puts
Pseudo strike
36.26
IV
31.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
35.62
IV
31.3%
B/E move
1.7%
Puts
Pseudo strike
36.44
IV
29.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
35.37
IV
30.5%
B/E move
1.5%
Puts
Pseudo strike
36.62
IV
27.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
35.13
IV
29.7%
B/E move
1.3%
Puts
Pseudo strike
36.80
IV
25.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
34.88
IV
28.8%
B/E move
1.0%
Puts
Pseudo strike
36.98
IV
23.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
34.63
IV
28.0%
B/E move
0.8%
Puts
Pseudo strike
37.29
IV
23.3%
B/E move
0.3%

Options history

IV · four-Friday blend20.92%
Daily EOD
DFAX20.0%20.6%21.3%2026-10-19: 20.44%2026-10-20: 20.36%2026-10-21: 20.07%2026-10-22: 21.05%2026-10-23: 21.18%2026-10-26: 21.10%2026-10-27: 21.01%2026-10-28: 20.74%2026-10-29: 21.00%2026-10-30: 20.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.44%
20.36%
20.07%
21.05%
21.18%
21.10%
21.01%
20.74%
21.00%
20.92%