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Dimensional International Small Cap ETF DFIS

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Market datapartial · fetched 2026-10-22T21:09:17.780Z

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 · 2026-10-22T20:10:02.057177487Z

FundamentalsAlpha Vantage · unavailable

Share price$35.59
1D-0.1%
AH$35.41$35.48$35.54$35.60$35.675:30 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$0.50$0.93$1.36$1.79$2.21$31.97$33.87$35.76$37.66$39.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFIS spot · $35.59DFIS PRICE$0.55$0.55$0.57$0.61$0.67$0.74$0.80$0.87$0.94$1.01$1.13$1.35$1.58$0.56$0.59$0.64$0.69$0.75$0.81$0.87$0.93$1.07$1.21$1.35$1.49$2.09
PutsCheap0.87×
CallsCheap0.77×
SkewBearish+0.41 pp
Implied moveBearish±$1.67
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.9252.6%16.5%32.2346.8%11.0%
25Δ38.7239.0%10.3%33.3938.0%7.9%
30Δ37.6131.5%7.3%34.1732.3%5.8%
35Δ36.9127.2%5.4%34.7028.5%4.5%
40Δ36.5024.8%4.5%35.1325.4%3.4%
45Δ36.1022.5%3.5%35.4323.4%2.7%
50Δ35.8320.9%2.9%35.7221.3%2.1%
55Δ35.6019.6%2.5%36.0119.3%1.4%
60Δ35.3718.2%2.0%36.2418.8%1.2%
65Δ35.1516.8%1.6%36.4718.2%0.9%
70Δ34.9016.0%1.2%36.7017.7%0.7%
75Δ34.6116.2%1.0%36.9317.2%0.4%
80Δ34.3216.5%0.9%37.5820.4%0.3%

20Δ

Calls
Pseudo strike
40.92
IV
52.6%
B/E move
16.5%
Puts
Pseudo strike
32.23
IV
46.8%
B/E move
11.0%

25Δ

Calls
Pseudo strike
38.72
IV
39.0%
B/E move
10.3%
Puts
Pseudo strike
33.39
IV
38.0%
B/E move
7.9%

30Δ

Calls
Pseudo strike
37.61
IV
31.5%
B/E move
7.3%
Puts
Pseudo strike
34.17
IV
32.3%
B/E move
5.8%

35Δ

Calls
Pseudo strike
36.91
IV
27.2%
B/E move
5.4%
Puts
Pseudo strike
34.70
IV
28.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
36.50
IV
24.8%
B/E move
4.5%
Puts
Pseudo strike
35.13
IV
25.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
36.10
IV
22.5%
B/E move
3.5%
Puts
Pseudo strike
35.43
IV
23.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
35.83
IV
20.9%
B/E move
2.9%
Puts
Pseudo strike
35.72
IV
21.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
35.60
IV
19.6%
B/E move
2.5%
Puts
Pseudo strike
36.01
IV
19.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
35.37
IV
18.2%
B/E move
2.0%
Puts
Pseudo strike
36.24
IV
18.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
35.15
IV
16.8%
B/E move
1.6%
Puts
Pseudo strike
36.47
IV
18.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
34.90
IV
16.0%
B/E move
1.2%
Puts
Pseudo strike
36.70
IV
17.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
34.61
IV
16.2%
B/E move
1.0%
Puts
Pseudo strike
36.93
IV
17.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
34.32
IV
16.5%
B/E move
0.9%
Puts
Pseudo strike
37.58
IV
20.4%
B/E move
0.3%

Options history

DFIS19.5419.6219.712026-10-20: 19.56%2026-10-21: 19.69%Oct 20Oct 21
Table
DateIV
19.56%
19.69%