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Dimensional Inflation-Protected Securities ETF DFIP

i

Market dataready · fetched 2026-11-11T13:44:42.582Z

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 · 2026-11-11T01:00:00.078747511Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:44:42.159921+00:00

Share price$39.54
1D-0.1%
AH$39.43$39.47$39.51$39.54$39.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFIP
Sold putSold callAH

Dimensional Inflation-Protected Securities ETF options

Live interpolated DFIP call and put midpoint premiums by absolute delta.Dimensional Inflation-Protected Securities ETF$0.45$0.76$1.08$1.40$1.71$37.11$37.92$38.73$39.53$40.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DFIP spot · $39.54DFIP PRICE$0.48$0.50$0.50$0.50$0.53$0.58$0.62$0.67$0.72$0.76$1.03$1.40$0.50$0.50$0.51$0.52$0.56$0.64$0.71$0.78$0.86$1.05$1.23$1.42$1.62
PutsExpensive4.91×
Calls——
Skew——
Implied moveBearish±$1.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.3367.9%9.4%
25Δ42.0753.1%7.6%37.5451.7%6.3%
30Δ41.1743.5%5.4%38.2641.6%4.5%
35Δ40.6135.8%4.0%38.7734.6%3.3%
40Δ40.1329.0%2.8%39.1230.5%2.5%
45Δ39.8825.9%2.2%39.3429.0%2.1%
50Δ39.7124.2%1.9%39.5727.5%1.7%
55Δ39.5522.5%1.6%39.7926.0%1.3%
60Δ39.3820.7%1.3%40.0124.6%1.0%
65Δ39.2219.0%1.0%40.2625.0%0.8%
70Δ39.0517.3%0.7%40.5125.4%0.7%
75Δ38.7217.9%0.5%40.7625.8%0.5%
80Δ38.3119.5%0.4%41.0226.4%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.33
IV
67.9%
B/E move
9.4%

25Δ

Calls
Pseudo strike
42.07
IV
53.1%
B/E move
7.6%
Puts
Pseudo strike
37.54
IV
51.7%
B/E move
6.3%

30Δ

Calls
Pseudo strike
41.17
IV
43.5%
B/E move
5.4%
Puts
Pseudo strike
38.26
IV
41.6%
B/E move
4.5%

35Δ

Calls
Pseudo strike
40.61
IV
35.8%
B/E move
4.0%
Puts
Pseudo strike
38.77
IV
34.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
40.13
IV
29.0%
B/E move
2.8%
Puts
Pseudo strike
39.12
IV
30.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
39.88
IV
25.9%
B/E move
2.2%
Puts
Pseudo strike
39.34
IV
29.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
39.71
IV
24.2%
B/E move
1.9%
Puts
Pseudo strike
39.57
IV
27.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
39.55
IV
22.5%
B/E move
1.6%
Puts
Pseudo strike
39.79
IV
26.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
39.38
IV
20.7%
B/E move
1.3%
Puts
Pseudo strike
40.01
IV
24.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
39.22
IV
19.0%
B/E move
1.0%
Puts
Pseudo strike
40.26
IV
25.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
39.05
IV
17.3%
B/E move
0.7%
Puts
Pseudo strike
40.51
IV
25.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
38.72
IV
17.9%
B/E move
0.5%
Puts
Pseudo strike
40.76
IV
25.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
38.31
IV
19.5%
B/E move
0.4%
Puts
Pseudo strike
41.02
IV
26.4%
B/E move
0.4%

Options history

IV · four-Friday blend15.60%
Daily EOD
DFIP12.7%33.9%55.1%2026-10-19: 19.22%2026-10-20: 42.30%2026-10-21: 50.05%2026-10-23: 31.97%2026-10-26: 32.19%2026-10-27: 41.94%2026-10-28: 52.20%2026-10-29: 32.14%2026-10-30: 15.60%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.22%
42.30%
50.05%
31.97%
32.19%
41.94%
52.20%
32.14%
15.60%