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Dimensional Global Real Estate ETF DFGR

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Market datapartial · fetched 2026-10-22T23:20:13.762Z

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 · 2026-10-22T22:30:00.002684976Z

FundamentalsAlpha Vantage · unavailable

Share price$27.67
1D+1.0%
AH$27.37$27.45$27.53$27.61$27.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFGR
Sold putSold callAH

Dimensional Global Real Estate ETF options

Live interpolated DFGR call and put midpoint premiums by absolute delta.Dimensional Global Real Estate ETF$0.68$1.11$1.55$1.98$2.42$24.16$25.86$27.55$29.25$30.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFGR spot · $27.67DFGR PRICE$0.72$0.72$0.72$0.75$0.80$0.86$0.94$1.02$1.10$1.21$1.35$1.50$0.72$0.73$0.78$0.82$0.87$0.92$0.97$1.05$1.14$1.24$1.33$1.43$2.29
PutsExpensive1.86×
CallsExpensive1.57×
SkewBearish+3.04 pp
Implied moveBearish±$1.83
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.7475.4%16.8%
25Δ32.2468.6%19.1%25.1858.4%11.7%
30Δ30.3953.1%12.5%26.0749.0%8.6%
35Δ29.3342.5%8.6%26.6642.6%6.6%
40Δ28.7136.5%6.5%27.1537.4%5.0%
45Δ28.2532.3%5.0%27.4933.8%4.0%
50Δ27.8929.2%3.9%27.8330.1%3.0%
55Δ27.6427.5%3.3%28.1027.5%2.2%
60Δ27.4025.7%2.7%28.3225.9%1.8%
65Δ27.1524.0%2.1%28.5324.4%1.4%
70Δ26.9022.5%1.6%28.7422.8%0.9%
75Δ26.6621.4%1.2%28.9621.2%0.5%
80Δ26.4220.4%0.9%29.8228.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.74
IV
75.4%
B/E move
16.8%

25Δ

Calls
Pseudo strike
32.24
IV
68.6%
B/E move
19.1%
Puts
Pseudo strike
25.18
IV
58.4%
B/E move
11.7%

30Δ

Calls
Pseudo strike
30.39
IV
53.1%
B/E move
12.5%
Puts
Pseudo strike
26.07
IV
49.0%
B/E move
8.6%

35Δ

Calls
Pseudo strike
29.33
IV
42.5%
B/E move
8.6%
Puts
Pseudo strike
26.66
IV
42.6%
B/E move
6.6%

40Δ

Calls
Pseudo strike
28.71
IV
36.5%
B/E move
6.5%
Puts
Pseudo strike
27.15
IV
37.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
28.25
IV
32.3%
B/E move
5.0%
Puts
Pseudo strike
27.49
IV
33.8%
B/E move
4.0%

50Δ

Calls
Pseudo strike
27.89
IV
29.2%
B/E move
3.9%
Puts
Pseudo strike
27.83
IV
30.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
27.64
IV
27.5%
B/E move
3.3%
Puts
Pseudo strike
28.10
IV
27.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
27.40
IV
25.7%
B/E move
2.7%
Puts
Pseudo strike
28.32
IV
25.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
27.15
IV
24.0%
B/E move
2.1%
Puts
Pseudo strike
28.53
IV
24.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
26.90
IV
22.5%
B/E move
1.6%
Puts
Pseudo strike
28.74
IV
22.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
26.66
IV
21.4%
B/E move
1.2%
Puts
Pseudo strike
28.96
IV
21.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
26.42
IV
20.4%
B/E move
0.9%
Puts
Pseudo strike
29.82
IV
28.5%
B/E move
0.5%

Options history

DFGR28.3628.5128.662026-10-20: 28.39%2026-10-21: 28.63%Oct 20Oct 21
Table
DateIV
28.39%
28.63%