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Dimensional International Core Equity 2 ETF DFIC

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Market datapartial · fetched 2026-10-22T06:23:38.784Z

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 · 2026-10-22T00:00:01.959069599Z

FundamentalsAlpha Vantage · unavailable

Share price$37.86
1D-0.1%
AH$37.73$37.79$37.84$37.90$37.955:30 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$1.09$1.38$1.67$1.96$2.25$32.69$35.25$37.82$40.39$42.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFIC spot · $37.86DFIC PRICE$1.13$1.13$1.14$1.19$1.27$1.36$1.49$1.62$1.76$1.86$1.95$2.05$1.13$1.13$1.17$1.23$1.30$1.39$1.49$1.60$1.71$1.83$1.94$2.05$2.16
PutsExpensive1.61×
CallsExpensive1.54×
SkewBearish+0.71 pp
Implied moveBearish±$2.86
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.0283.1%18.4%
25Δ45.2477.9%22.5%34.1564.0%12.8%
30Δ42.1759.8%14.4%35.4853.0%9.4%
35Δ40.4848.4%9.9%36.4245.4%7.1%
40Δ39.4741.6%7.4%37.1439.7%5.3%
45Δ38.7537.0%5.7%37.6736.0%4.2%
50Δ38.2033.8%4.5%38.1432.8%3.2%
55Δ37.7531.4%3.6%38.5130.4%2.5%
60Δ37.3629.6%3.0%38.8828.0%1.8%
65Δ36.9827.8%2.3%39.1725.9%1.4%
70Δ36.7425.5%1.9%39.4224.0%1.0%
75Δ36.4923.3%1.5%39.6722.0%0.6%
80Δ36.2521.0%1.2%39.9220.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.02
IV
83.1%
B/E move
18.4%

25Δ

Calls
Pseudo strike
45.24
IV
77.9%
B/E move
22.5%
Puts
Pseudo strike
34.15
IV
64.0%
B/E move
12.8%

30Δ

Calls
Pseudo strike
42.17
IV
59.8%
B/E move
14.4%
Puts
Pseudo strike
35.48
IV
53.0%
B/E move
9.4%

35Δ

Calls
Pseudo strike
40.48
IV
48.4%
B/E move
9.9%
Puts
Pseudo strike
36.42
IV
45.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
39.47
IV
41.6%
B/E move
7.4%
Puts
Pseudo strike
37.14
IV
39.7%
B/E move
5.3%

45Δ

Calls
Pseudo strike
38.75
IV
37.0%
B/E move
5.7%
Puts
Pseudo strike
37.67
IV
36.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
38.20
IV
33.8%
B/E move
4.5%
Puts
Pseudo strike
38.14
IV
32.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
37.75
IV
31.4%
B/E move
3.6%
Puts
Pseudo strike
38.51
IV
30.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
37.36
IV
29.6%
B/E move
3.0%
Puts
Pseudo strike
38.88
IV
28.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
36.98
IV
27.8%
B/E move
2.3%
Puts
Pseudo strike
39.17
IV
25.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
36.74
IV
25.5%
B/E move
1.9%
Puts
Pseudo strike
39.42
IV
24.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
36.49
IV
23.3%
B/E move
1.5%
Puts
Pseudo strike
39.67
IV
22.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
36.25
IV
21.0%
B/E move
1.2%
Puts
Pseudo strike
39.92
IV
20.1%
B/E move
0.3%

Options history

No recorded observations