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

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Market datapartial · fetched 2026-10-22T13:26:08.395Z

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 · 2026-10-22T00:00:00.146656703Z

FundamentalsAlpha Vantage · unavailable

Share price$36.71
1D-0.4%
AH$36.57$36.65$36.73$36.81$36.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFAX
Sold putSold callAH

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$0.57$0.86$1.15$1.44$1.73$33.53$35.14$36.75$38.36$39.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFAX spot · $36.71DFAX PRICE$0.60$0.60$0.61$0.64$0.71$0.78$0.85$0.92$0.99$1.07$1.14$1.38$1.64$0.60$0.64$0.68$0.72$0.77$0.84$0.90$0.98$1.06$1.14$1.22$1.30$1.57
PutsExpensive1.48×
CallsExpensive1.68×
SkewBullish-0.82 pp
Implied moveBearish±$1.75
TiltBalanced2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.6155.7%17.7%33.1148.7%11.4%
25Δ40.1341.0%10.9%34.3539.5%8.2%
30Δ38.8432.4%7.5%35.1933.2%6.0%
35Δ38.1027.6%5.5%35.8128.2%4.4%
40Δ37.6625.1%4.5%36.2325.2%3.4%
45Δ37.2723.1%3.6%36.5523.1%2.7%
50Δ36.9321.3%2.9%36.8821.1%2.0%
55Δ36.7019.9%2.5%37.1219.5%1.5%
60Δ36.4818.6%2.1%37.3118.3%1.2%
65Δ36.2517.2%1.7%37.5017.1%0.9%
70Δ36.0315.9%1.2%37.6916.0%0.6%
75Δ35.7116.1%1.0%37.8814.8%0.3%
80Δ35.3816.6%0.9%38.2415.0%0.1%

20Δ

Calls
Pseudo strike
42.61
IV
55.7%
B/E move
17.7%
Puts
Pseudo strike
33.11
IV
48.7%
B/E move
11.4%

25Δ

Calls
Pseudo strike
40.13
IV
41.0%
B/E move
10.9%
Puts
Pseudo strike
34.35
IV
39.5%
B/E move
8.2%

30Δ

Calls
Pseudo strike
38.84
IV
32.4%
B/E move
7.5%
Puts
Pseudo strike
35.19
IV
33.2%
B/E move
6.0%

35Δ

Calls
Pseudo strike
38.10
IV
27.6%
B/E move
5.5%
Puts
Pseudo strike
35.81
IV
28.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
37.66
IV
25.1%
B/E move
4.5%
Puts
Pseudo strike
36.23
IV
25.2%
B/E move
3.4%

45Δ

Calls
Pseudo strike
37.27
IV
23.1%
B/E move
3.6%
Puts
Pseudo strike
36.55
IV
23.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
36.93
IV
21.3%
B/E move
2.9%
Puts
Pseudo strike
36.88
IV
21.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
36.70
IV
19.9%
B/E move
2.5%
Puts
Pseudo strike
37.12
IV
19.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
36.48
IV
18.6%
B/E move
2.1%
Puts
Pseudo strike
37.31
IV
18.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
36.25
IV
17.2%
B/E move
1.7%
Puts
Pseudo strike
37.50
IV
17.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
36.03
IV
15.9%
B/E move
1.2%
Puts
Pseudo strike
37.69
IV
16.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
35.71
IV
16.1%
B/E move
1.0%
Puts
Pseudo strike
37.88
IV
14.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
35.38
IV
16.6%
B/E move
0.9%
Puts
Pseudo strike
38.24
IV
15.0%
B/E move
0.1%

Options history

No recorded observations