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Dimensional Inflation-Protected Securities ETF DFIP

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Market dataready · fetched 2026-10-22T08:59:48.937Z

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 · 2026-10-22T00:00:00.153110105Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T08:59:47.410627+00:00

Share price$39.52
1D-0.1%
AH$39.45$39.49$39.53$39.57$39.615:30 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$0.46$0.87$1.27$1.68$2.09$36.81$38.12$39.44$40.75$42.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFIP spot · $39.52DFIP PRICE$0.50$0.50$0.50$0.51$0.54$0.56$0.61$0.65$0.70$0.74$0.79$0.91$1.49$0.50$0.50$0.52$0.54$0.60$0.67$0.75$0.82$0.95$1.11$1.27$1.44$1.98
PutsExpensive2.19×
CallsExpensive1.79×
SkewBearish+1.51 pp
Implied moveBearish±$1.36
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.2142.2%13.1%36.4038.1%9.2%
25Δ42.3131.4%8.3%37.6129.0%6.1%
30Δ41.2724.5%5.7%38.3223.8%4.3%
35Δ40.7020.6%4.3%38.8320.1%3.1%
40Δ40.2817.6%3.3%39.1618.2%2.4%
45Δ39.9515.3%2.5%39.4117.2%2.0%
50Δ39.7914.3%2.2%39.6516.3%1.5%
55Δ39.6213.3%1.9%39.9015.3%1.1%
60Δ39.4612.2%1.6%40.1414.9%0.8%
65Δ39.3011.2%1.3%40.3714.8%0.7%
70Δ39.1410.2%1.0%40.6014.8%0.5%
75Δ38.919.7%0.7%40.8414.8%0.3%
80Δ38.2612.8%0.6%41.4217.6%0.2%

20Δ

Calls
Pseudo strike
44.21
IV
42.2%
B/E move
13.1%
Puts
Pseudo strike
36.40
IV
38.1%
B/E move
9.2%

25Δ

Calls
Pseudo strike
42.31
IV
31.4%
B/E move
8.3%
Puts
Pseudo strike
37.61
IV
29.0%
B/E move
6.1%

30Δ

Calls
Pseudo strike
41.27
IV
24.5%
B/E move
5.7%
Puts
Pseudo strike
38.32
IV
23.8%
B/E move
4.3%

35Δ

Calls
Pseudo strike
40.70
IV
20.6%
B/E move
4.3%
Puts
Pseudo strike
38.83
IV
20.1%
B/E move
3.1%

40Δ

Calls
Pseudo strike
40.28
IV
17.6%
B/E move
3.3%
Puts
Pseudo strike
39.16
IV
18.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
39.95
IV
15.3%
B/E move
2.5%
Puts
Pseudo strike
39.41
IV
17.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
39.79
IV
14.3%
B/E move
2.2%
Puts
Pseudo strike
39.65
IV
16.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
39.62
IV
13.3%
B/E move
1.9%
Puts
Pseudo strike
39.90
IV
15.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
39.46
IV
12.2%
B/E move
1.6%
Puts
Pseudo strike
40.14
IV
14.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
39.30
IV
11.2%
B/E move
1.3%
Puts
Pseudo strike
40.37
IV
14.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
39.14
IV
10.2%
B/E move
1.0%
Puts
Pseudo strike
40.60
IV
14.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
38.91
IV
9.7%
B/E move
0.7%
Puts
Pseudo strike
40.84
IV
14.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
38.26
IV
12.8%
B/E move
0.6%
Puts
Pseudo strike
41.42
IV
17.6%
B/E move
0.2%

Options history

No recorded observations