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Dimensional International Value ETF DFIV

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Market dataready · fetched 2026-10-22T10:47:48.237Z

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 · 2026-10-22T00:00:00.056556633Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:47:47.314630+00:00

Share price$56.51
1D-0.1%
AH$56.34$56.41$56.48$56.55$56.625:30 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$0.58$1.04$1.50$1.96$2.42$52.50$54.44$56.37$58.30$60.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFIV spot · $56.51DFIV PRICE$0.63$0.68$0.72$0.79$0.86$0.95$1.05$1.15$1.31$1.59$1.88$2.29$0.66$0.72$0.78$0.84$0.90$0.97$1.04$1.13$1.28$1.42$1.57$1.83$2.22
PutsCheap0.93×
CallsCheap0.92×
SkewBearish+1.86 pp
Implied moveBearish±$1.99
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.3835.2%8.5%
25Δ59.9427.3%7.2%53.8428.8%6.0%
30Δ58.8623.2%5.4%54.7724.8%4.5%
35Δ58.0519.7%4.0%55.4421.8%3.4%
40Δ57.5817.9%3.3%56.0219.2%2.5%
45Δ57.1316.2%2.6%56.3717.6%2.0%
50Δ56.7915.2%2.2%56.7216.0%1.5%
55Δ56.5014.5%1.8%57.0614.7%1.0%
60Δ56.2013.8%1.5%57.3214.2%0.8%
65Δ55.8913.5%1.2%57.5913.8%0.6%
70Δ55.5214.0%1.1%57.8513.3%0.4%
75Δ55.1614.6%0.9%58.2113.3%0.2%
80Δ54.6715.4%0.8%58.6713.8%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.38
IV
35.2%
B/E move
8.5%

25Δ

Calls
Pseudo strike
59.94
IV
27.3%
B/E move
7.2%
Puts
Pseudo strike
53.84
IV
28.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
58.86
IV
23.2%
B/E move
5.4%
Puts
Pseudo strike
54.77
IV
24.8%
B/E move
4.5%

35Δ

Calls
Pseudo strike
58.05
IV
19.7%
B/E move
4.0%
Puts
Pseudo strike
55.44
IV
21.8%
B/E move
3.4%

40Δ

Calls
Pseudo strike
57.58
IV
17.9%
B/E move
3.3%
Puts
Pseudo strike
56.02
IV
19.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
57.13
IV
16.2%
B/E move
2.6%
Puts
Pseudo strike
56.37
IV
17.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
56.79
IV
15.2%
B/E move
2.2%
Puts
Pseudo strike
56.72
IV
16.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
56.50
IV
14.5%
B/E move
1.8%
Puts
Pseudo strike
57.06
IV
14.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
56.20
IV
13.8%
B/E move
1.5%
Puts
Pseudo strike
57.32
IV
14.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
55.89
IV
13.5%
B/E move
1.2%
Puts
Pseudo strike
57.59
IV
13.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
55.52
IV
14.0%
B/E move
1.1%
Puts
Pseudo strike
57.85
IV
13.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
55.16
IV
14.6%
B/E move
0.9%
Puts
Pseudo strike
58.21
IV
13.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
54.67
IV
15.4%
B/E move
0.8%
Puts
Pseudo strike
58.67
IV
13.8%
B/E move
0.1%

Options history

No recorded observations