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

i

Market datapartial · fetched 2026-10-22T20:56:58.688Z

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 · 2026-10-22T20:10:00.002690878Z

FundamentalsAlpha Vantage · unavailable

Share price$36.09
1D-0.5%
AH$35.96$36.06$36.15$36.25$36.355:30 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$0.56$0.91$1.27$1.62$1.97$32.82$34.48$36.14$37.79$39.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFAX spot · $36.09DFAX PRICE$0.60$0.60$0.62$0.66$0.71$0.79$0.87$0.95$1.06$1.18$1.30$1.42$1.79$0.61$0.64$0.69$0.75$0.81$0.87$0.92$0.97$1.02$1.07$1.23$1.55$1.87
PutsExpensive1.45×
CallsExpensive1.75×
SkewBullish-0.92 pp
Implied moveBearish±$1.79
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.9956.9%18.0%32.4450.5%11.8%
25Δ39.5442.1%11.2%33.7440.3%8.3%
30Δ38.2733.7%7.8%34.5534.3%6.2%
35Δ37.5629.1%5.9%35.1530.0%4.7%
40Δ36.9825.3%4.4%35.5727.2%3.7%
45Δ36.6623.8%3.8%35.9924.3%2.7%
50Δ36.3422.3%3.1%36.2122.4%2.2%
55Δ36.0220.8%2.4%36.4320.5%1.7%
60Δ35.7819.9%2.1%36.6518.5%1.3%
65Δ35.5419.1%1.7%36.8716.6%0.8%
70Δ35.3018.3%1.4%37.1516.0%0.5%
75Δ35.0617.5%1.1%37.5117.1%0.3%
80Δ34.6318.7%0.9%37.8818.1%0.2%

20Δ

Calls
Pseudo strike
41.99
IV
56.9%
B/E move
18.0%
Puts
Pseudo strike
32.44
IV
50.5%
B/E move
11.8%

25Δ

Calls
Pseudo strike
39.54
IV
42.1%
B/E move
11.2%
Puts
Pseudo strike
33.74
IV
40.3%
B/E move
8.3%

30Δ

Calls
Pseudo strike
38.27
IV
33.7%
B/E move
7.8%
Puts
Pseudo strike
34.55
IV
34.3%
B/E move
6.2%

35Δ

Calls
Pseudo strike
37.56
IV
29.1%
B/E move
5.9%
Puts
Pseudo strike
35.15
IV
30.0%
B/E move
4.7%

40Δ

Calls
Pseudo strike
36.98
IV
25.3%
B/E move
4.4%
Puts
Pseudo strike
35.57
IV
27.2%
B/E move
3.7%

45Δ

Calls
Pseudo strike
36.66
IV
23.8%
B/E move
3.8%
Puts
Pseudo strike
35.99
IV
24.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
36.34
IV
22.3%
B/E move
3.1%
Puts
Pseudo strike
36.21
IV
22.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
36.02
IV
20.8%
B/E move
2.4%
Puts
Pseudo strike
36.43
IV
20.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
35.78
IV
19.9%
B/E move
2.1%
Puts
Pseudo strike
36.65
IV
18.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
35.54
IV
19.1%
B/E move
1.7%
Puts
Pseudo strike
36.87
IV
16.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
35.30
IV
18.3%
B/E move
1.4%
Puts
Pseudo strike
37.15
IV
16.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
35.06
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
37.51
IV
17.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
34.63
IV
18.7%
B/E move
0.9%
Puts
Pseudo strike
37.88
IV
18.1%
B/E move
0.2%

Options history

DFAX20.0520.2120.382026-10-20: 20.36%2026-10-21: 20.07%Oct 20Oct 21
Table
DateIV
20.36%
20.07%