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Dimensional International Small Cap ETF DFIS

i

Market dataready · fetched 2026-11-11T13:53:19.880Z

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 · 2026-11-11T01:00:02.0402822Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:53:19.276652+00:00

Share price$35.80
1D+0.1%
AH$35.49$35.59$35.68$35.78$35.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFIS
Sold putSold callAH

Dimensional International Small Cap ETF options

Live interpolated DFIS call and put midpoint premiums by absolute delta.Dimensional International Small Cap ETF$0.46$0.68$0.91$1.13$1.35$33.07$34.23$35.38$36.54$37.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DFIS spot · $35.80DFIS PRICE$0.55$0.55$0.48$0.56$0.63$0.69$0.74$0.78$0.82$0.86$0.90$0.95$0.55$0.57$0.60$0.64$0.69$0.73$0.78$0.84$0.93$1.02$1.11$1.20$1.29
PutsExpensive2.58×
Calls——
Skew——
Implied moveBearish±$1.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.0292.3%16.1%32.3881.5%11.1%
25Δ38.8368.4%10.0%33.6163.7%7.7%
30Δ34.3553.6%5.7%
35Δ36.7737.0%4.1%34.9246.2%4.3%
40Δ36.4735.4%3.4%35.2541.6%3.4%
45Δ36.1633.8%2.8%35.5537.5%2.7%
50Δ35.9331.8%2.3%35.8533.5%2.0%
55Δ35.7829.5%2.0%36.0930.7%1.6%
60Δ35.6227.2%1.7%36.2729.2%1.3%
65Δ35.4724.8%1.4%36.4427.7%1.1%
70Δ35.3222.5%1.1%36.6226.2%0.8%
75Δ35.1720.2%0.8%36.8024.7%0.6%
80Δ35.0217.8%0.5%36.9723.2%0.3%

20Δ

Calls
Pseudo strike
41.02
IV
92.3%
B/E move
16.1%
Puts
Pseudo strike
32.38
IV
81.5%
B/E move
11.1%

25Δ

Calls
Pseudo strike
38.83
IV
68.4%
B/E move
10.0%
Puts
Pseudo strike
33.61
IV
63.7%
B/E move
7.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.35
IV
53.6%
B/E move
5.7%

35Δ

Calls
Pseudo strike
36.77
IV
37.0%
B/E move
4.1%
Puts
Pseudo strike
34.92
IV
46.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
36.47
IV
35.4%
B/E move
3.4%
Puts
Pseudo strike
35.25
IV
41.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
36.16
IV
33.8%
B/E move
2.8%
Puts
Pseudo strike
35.55
IV
37.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
35.93
IV
31.8%
B/E move
2.3%
Puts
Pseudo strike
35.85
IV
33.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
35.78
IV
29.5%
B/E move
2.0%
Puts
Pseudo strike
36.09
IV
30.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
35.62
IV
27.2%
B/E move
1.7%
Puts
Pseudo strike
36.27
IV
29.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
35.47
IV
24.8%
B/E move
1.4%
Puts
Pseudo strike
36.44
IV
27.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
35.32
IV
22.5%
B/E move
1.1%
Puts
Pseudo strike
36.62
IV
26.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
35.17
IV
20.2%
B/E move
0.8%
Puts
Pseudo strike
36.80
IV
24.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
35.02
IV
17.8%
B/E move
0.5%
Puts
Pseudo strike
36.97
IV
23.2%
B/E move
0.3%

Options history

IV · four-Friday blend20.30%
Daily EOD
DFIS19.0%19.8%20.7%2026-10-19: 19.86%2026-10-20: 19.56%2026-10-21: 19.69%2026-10-22: 19.88%2026-10-23: 19.76%2026-10-26: 20.44%2026-10-27: 20.59%2026-10-28: 19.10%2026-10-29: 19.94%2026-10-30: 20.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.86%
19.56%
19.69%
19.88%
19.76%
20.44%
20.59%
19.10%
19.94%
20.30%