IntraAlpha
Create free account Start free

Dimensional US Large Cap Value ETF DFLV

i

Market datapartial · fetched 2026-10-22T12:42:14.728Z

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 · 2026-10-22T00:00:00.067398051Z

FundamentalsAlpha Vantage · unavailable

Share price$41.72
1D+0.3%
AH$41.53$41.59$41.65$41.71$41.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFLV
Sold putSold callAH

Dimensional US Large Cap Value ETF options

Live interpolated DFLV call and put midpoint premiums by absolute delta.Dimensional US Large Cap Value ETF$0.34$0.85$1.36$1.87$2.38$38.79$40.25$41.71$43.17$44.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFLV spot · $41.72DFLV PRICE$0.53$0.53$0.54$0.58$0.63$0.69$0.75$0.83$0.91$0.98$1.06$1.24$1.52$0.40$0.49$0.58$0.68$0.74$0.79$0.83$0.94$1.07$1.20$1.34$1.63$2.24
PutsExpensive2.19×
CallsExpensive2.00×
SkewNeutral+0.20 pp
Implied moveBearish±$1.58
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.6542.2%13.1%39.1829.0%7.0%
25Δ44.6631.3%8.3%39.8926.6%5.5%
30Δ43.6325.4%5.9%40.4125.0%4.5%
35Δ42.9621.6%4.4%40.8923.5%3.6%
40Δ42.6019.8%3.6%41.2521.5%2.9%
45Δ42.2417.9%2.9%41.5719.4%2.2%
50Δ41.9316.4%2.3%41.8917.3%1.6%
55Δ41.7315.5%2.0%42.1516.3%1.2%
60Δ41.5214.7%1.7%42.3816.0%1.0%
65Δ41.3113.8%1.4%42.6115.6%0.7%
70Δ41.1112.9%1.1%42.8515.2%0.5%
75Δ40.8412.8%0.9%43.2115.9%0.3%
80Δ40.5013.3%0.7%43.8518.9%0.2%

20Δ

Calls
Pseudo strike
46.65
IV
42.2%
B/E move
13.1%
Puts
Pseudo strike
39.18
IV
29.0%
B/E move
7.0%

25Δ

Calls
Pseudo strike
44.66
IV
31.3%
B/E move
8.3%
Puts
Pseudo strike
39.89
IV
26.6%
B/E move
5.5%

30Δ

Calls
Pseudo strike
43.63
IV
25.4%
B/E move
5.9%
Puts
Pseudo strike
40.41
IV
25.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
42.96
IV
21.6%
B/E move
4.4%
Puts
Pseudo strike
40.89
IV
23.5%
B/E move
3.6%

40Δ

Calls
Pseudo strike
42.60
IV
19.8%
B/E move
3.6%
Puts
Pseudo strike
41.25
IV
21.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
42.24
IV
17.9%
B/E move
2.9%
Puts
Pseudo strike
41.57
IV
19.4%
B/E move
2.2%

50Δ

Calls
Pseudo strike
41.93
IV
16.4%
B/E move
2.3%
Puts
Pseudo strike
41.89
IV
17.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
41.73
IV
15.5%
B/E move
2.0%
Puts
Pseudo strike
42.15
IV
16.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
41.52
IV
14.7%
B/E move
1.7%
Puts
Pseudo strike
42.38
IV
16.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
41.31
IV
13.8%
B/E move
1.4%
Puts
Pseudo strike
42.61
IV
15.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
41.11
IV
12.9%
B/E move
1.1%
Puts
Pseudo strike
42.85
IV
15.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
40.84
IV
12.8%
B/E move
0.9%
Puts
Pseudo strike
43.21
IV
15.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
40.50
IV
13.3%
B/E move
0.7%
Puts
Pseudo strike
43.85
IV
18.9%
B/E move
0.2%

Options history

No recorded observations