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Dimensional International Core Equity 2 ETF DFIC

i

Market dataready · fetched 2026-11-11T13:53:12.599Z

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 · 2026-11-11T01:00:02.000765002Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:53:12.137259+00:00

Share price$37.80
1D+0.0%
AH$37.56$37.64$37.72$37.81$37.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFIC
Sold putSold callAH

Dimensional International Core Equity 2 ETF options

Live interpolated DFIC call and put midpoint premiums by absolute delta.Dimensional International Core Equity 2 ETF$1.10$1.37$1.65$1.93$2.20$33.07$34.81$36.56$38.31$40.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DFIC spot · $37.80DFIC PRICE$1.13$1.13$1.13$1.14$1.19$1.25$1.36$1.47$1.59$1.72$1.86$1.99$1.13$1.13$1.13$1.17$1.21$1.29$1.37$1.52$1.67$1.81$1.92$2.02$2.12
PutsExpensive4.05×
Calls——
Skew——
Implied moveBearish±$2.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.87148.6%18.7%
25Δ45.06139.1%22.2%34.03113.9%12.9%
30Δ41.99106.8%14.1%35.3991.9%9.4%
35Δ40.2885.5%9.5%36.3377.3%7.0%
40Δ39.2371.3%6.8%37.0466.1%5.2%
45Δ38.5662.4%5.2%37.5160.1%4.2%
50Δ37.9954.9%3.8%37.9854.0%3.2%
55Δ37.6351.4%3.1%38.3451.2%2.6%
60Δ37.2647.8%2.5%38.6948.6%2.1%
65Δ36.9344.5%1.9%39.0245.9%1.6%
70Δ36.6641.7%1.5%39.2442.4%1.2%
75Δ36.3939.0%1.2%39.4639.0%0.9%
80Δ36.1236.2%0.8%39.6835.5%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.87
IV
148.6%
B/E move
18.7%

25Δ

Calls
Pseudo strike
45.06
IV
139.1%
B/E move
22.2%
Puts
Pseudo strike
34.03
IV
113.9%
B/E move
12.9%

30Δ

Calls
Pseudo strike
41.99
IV
106.8%
B/E move
14.1%
Puts
Pseudo strike
35.39
IV
91.9%
B/E move
9.4%

35Δ

Calls
Pseudo strike
40.28
IV
85.5%
B/E move
9.5%
Puts
Pseudo strike
36.33
IV
77.3%
B/E move
7.0%

40Δ

Calls
Pseudo strike
39.23
IV
71.3%
B/E move
6.8%
Puts
Pseudo strike
37.04
IV
66.1%
B/E move
5.2%

45Δ

Calls
Pseudo strike
38.56
IV
62.4%
B/E move
5.2%
Puts
Pseudo strike
37.51
IV
60.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
37.99
IV
54.9%
B/E move
3.8%
Puts
Pseudo strike
37.98
IV
54.0%
B/E move
3.2%

55Δ

Calls
Pseudo strike
37.63
IV
51.4%
B/E move
3.1%
Puts
Pseudo strike
38.34
IV
51.2%
B/E move
2.6%

60Δ

Calls
Pseudo strike
37.26
IV
47.8%
B/E move
2.5%
Puts
Pseudo strike
38.69
IV
48.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
36.93
IV
44.5%
B/E move
1.9%
Puts
Pseudo strike
39.02
IV
45.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
36.66
IV
41.7%
B/E move
1.5%
Puts
Pseudo strike
39.24
IV
42.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
36.39
IV
39.0%
B/E move
1.2%
Puts
Pseudo strike
39.46
IV
39.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
36.12
IV
36.2%
B/E move
0.8%
Puts
Pseudo strike
39.68
IV
35.5%
B/E move
0.6%

Options history

IV · four-Friday blend30.60%
Daily EOD
DFIC27.8%29.3%30.8%2026-10-19: 28.49%2026-10-20: 28.01%2026-10-21: 28.37%2026-10-22: 28.90%2026-10-23: 29.47%2026-10-26: 29.88%2026-10-27: 29.66%2026-10-28: 29.72%2026-10-29: 30.26%2026-10-30: 30.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.49%
28.01%
28.37%
28.90%
29.47%
29.88%
29.66%
29.72%
30.26%
30.60%