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Dimensional International Value ETF DFIV

i

Market dataready · fetched 2026-11-11T13:50:57.953Z

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 · 2026-11-11T01:00:00.168673559Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:50:57.591593+00:00

Share price$56.82
1D+2.4%
AH$56.39$56.82$57.25$57.69$58.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFIV
Sold putSold callAH

Dimensional International Value ETF options

Live interpolated DFIV call and put midpoint premiums by absolute delta.Dimensional International Value ETF$0.49$0.75$1.02$1.28$1.54$51.19$54.31$57.43$60.55$63.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DFIV spot · $56.82DFIV PRICE$0.52$0.65$0.67$0.72$0.76$0.82$0.87$0.93$0.99$1.05$1.14$1.47$0.65$0.68$0.73$0.74$0.79$0.85$0.91$0.99$1.08$1.16$1.25$1.34
Puts——
Calls——
Skew——
Implied moveBearish±$1.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.6161.5%8.5%
25Δ59.3137.4%5.3%54.1348.6%5.9%
30Δ58.9139.2%4.8%55.0840.9%4.3%
35Δ58.1332.5%3.5%55.7534.2%3.2%
40Δ57.6828.9%2.8%56.2230.0%2.4%
45Δ57.2825.8%2.2%56.5627.3%1.9%
50Δ56.9523.2%1.7%56.9124.6%1.4%
55Δ56.7521.6%1.4%57.1523.0%1.2%
60Δ56.5619.9%1.2%57.3621.7%0.9%
65Δ56.3618.3%0.9%57.5620.4%0.7%
70Δ56.1716.7%0.7%57.7719.1%0.5%
75Δ55.9515.4%0.5%57.9817.8%0.3%
80Δ55.5816.7%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.61
IV
61.5%
B/E move
8.5%

25Δ

Calls
Pseudo strike
59.31
IV
37.4%
B/E move
5.3%
Puts
Pseudo strike
54.13
IV
48.6%
B/E move
5.9%

30Δ

Calls
Pseudo strike
58.91
IV
39.2%
B/E move
4.8%
Puts
Pseudo strike
55.08
IV
40.9%
B/E move
4.3%

35Δ

Calls
Pseudo strike
58.13
IV
32.5%
B/E move
3.5%
Puts
Pseudo strike
55.75
IV
34.2%
B/E move
3.2%

40Δ

Calls
Pseudo strike
57.68
IV
28.9%
B/E move
2.8%
Puts
Pseudo strike
56.22
IV
30.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
57.28
IV
25.8%
B/E move
2.2%
Puts
Pseudo strike
56.56
IV
27.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
56.95
IV
23.2%
B/E move
1.7%
Puts
Pseudo strike
56.91
IV
24.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
56.75
IV
21.6%
B/E move
1.4%
Puts
Pseudo strike
57.15
IV
23.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
56.56
IV
19.9%
B/E move
1.2%
Puts
Pseudo strike
57.36
IV
21.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
56.36
IV
18.3%
B/E move
0.9%
Puts
Pseudo strike
57.56
IV
20.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
56.17
IV
16.7%
B/E move
0.7%
Puts
Pseudo strike
57.77
IV
19.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
55.95
IV
15.4%
B/E move
0.5%
Puts
Pseudo strike
57.98
IV
17.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
55.58
IV
16.7%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.52%
Daily EOD
DFIV15.9%27.7%39.5%2026-10-19: 34.95%2026-10-20: 24.97%2026-10-21: 35.40%2026-10-22: 35.98%2026-10-23: 36.29%2026-10-26: 37.46%2026-10-27: 22.27%2026-10-28: 37.88%2026-10-29: 26.99%2026-10-30: 17.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.95%
24.97%
35.40%
35.98%
36.29%
37.46%
22.27%
37.88%
26.99%
17.52%