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Dimensional US Large Cap Value ETF DFLV

i

Market dataready · fetched 2026-11-11T14:53:52.364Z

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 · 2026-11-11T14:53:16.235581127Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:53:51.978690+00:00

Share price$42.02
1D+0.1%
$41.91$41.94$41.98$42.01$42.055:30 AM6:30 AM9:00 AM1:00 PMDFLV
Sold putSold call

Dimensional US Large Cap Value ETF options

Live interpolated DFLV call and put midpoint premiums by absolute delta.Dimensional US Large Cap Value ETF$0.51$0.69$0.88$1.06$1.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDFLV PRICE$0.63$0.63$0.64$0.68$0.73$0.78$0.84$0.91$0.98$1.05$1.12$1.19$0.53$0.63$0.64$0.66$0.71$0.75
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7964.7%8.9%
25Δ45.4566.3%9.6%39.5960.2%7.3%
30Δ44.0651.3%6.3%40.4748.8%5.2%
35Δ43.3342.8%4.6%41.0940.8%3.8%
40Δ42.8237.1%3.5%41.4536.7%3.0%
45Δ42.4933.7%2.8%41.8132.5%2.3%
50Δ42.1630.3%2.2%
55Δ41.9127.8%1.7%
60Δ41.7326.0%1.5%
65Δ41.5624.3%1.2%
70Δ41.3822.6%1.0%
75Δ41.2120.8%0.7%
80Δ41.0319.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.79
IV
64.7%
B/E move
8.9%

25Δ

Calls
Pseudo strike
45.45
IV
66.3%
B/E move
9.6%
Puts
Pseudo strike
39.59
IV
60.2%
B/E move
7.3%

30Δ

Calls
Pseudo strike
44.06
IV
51.3%
B/E move
6.3%
Puts
Pseudo strike
40.47
IV
48.8%
B/E move
5.2%

35Δ

Calls
Pseudo strike
43.33
IV
42.8%
B/E move
4.6%
Puts
Pseudo strike
41.09
IV
40.8%
B/E move
3.8%

40Δ

Calls
Pseudo strike
42.82
IV
37.1%
B/E move
3.5%
Puts
Pseudo strike
41.45
IV
36.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
42.49
IV
33.7%
B/E move
2.8%
Puts
Pseudo strike
41.81
IV
32.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
42.16
IV
30.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
41.91
IV
27.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
41.73
IV
26.0%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
41.56
IV
24.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.38
IV
22.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.21
IV
20.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.03
IV
19.1%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.72%
Daily EOD
DFLV16.3%18.1%20.0%2026-10-19: 17.21%2026-10-20: 16.57%2026-10-21: 16.82%2026-10-22: 17.36%2026-10-23: 19.08%2026-10-26: 19.27%2026-10-27: 19.38%2026-10-28: 19.07%2026-10-29: 19.23%2026-10-30: 19.72%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.21%
16.57%
16.82%
17.36%
19.08%
19.27%
19.38%
19.07%
19.23%
19.72%