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Dimensional US Large Cap Value ETF DFLV

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Market datapartial · fetched 2026-10-22T20:57:21.819Z

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 · 2026-10-22T20:10:00.00231536Z

FundamentalsAlpha Vantage · unavailable

Share price$41.75
1D+0.3%
AH$41.39$41.49$41.58$41.68$41.785:30 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$0.46$0.95$1.44$1.93$2.42$38.55$40.11$41.66$43.21$44.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFLV spot · $41.75DFLV PRICE$0.53$0.53$0.54$0.58$0.64$0.70$0.77$0.86$0.96$1.05$1.15$1.43$1.79$0.56$0.51$0.60$0.72$0.79$0.84$0.89$1.01$1.15$1.28$1.42$1.81$2.27
PutsExpensive2.33×
CallsExpensive2.04×
SkewBearish+1.54 pp
Implied moveBearish±$1.66
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.6842.4%13.1%38.1541.6%10.0%
25Δ44.6831.5%8.3%39.8228.3%5.9%
30Δ43.6625.4%5.9%40.4125.8%4.7%
35Δ42.9821.6%4.3%40.8724.9%3.8%
40Δ42.6320.0%3.6%41.2523.0%3.1%
45Δ42.2818.3%2.9%41.5920.7%2.4%
50Δ41.9516.9%2.3%41.9418.5%1.7%
55Δ41.7316.2%2.0%42.2017.7%1.3%
60Δ41.5115.4%1.7%42.4517.2%1.1%
65Δ41.2814.7%1.4%42.7016.7%0.8%
70Δ41.0614.0%1.1%42.9416.2%0.5%
75Δ40.7114.8%0.9%43.4017.4%0.4%
80Δ40.3016.0%0.8%43.9219.2%0.3%

20Δ

Calls
Pseudo strike
46.68
IV
42.4%
B/E move
13.1%
Puts
Pseudo strike
38.15
IV
41.6%
B/E move
10.0%

25Δ

Calls
Pseudo strike
44.68
IV
31.5%
B/E move
8.3%
Puts
Pseudo strike
39.82
IV
28.3%
B/E move
5.9%

30Δ

Calls
Pseudo strike
43.66
IV
25.4%
B/E move
5.9%
Puts
Pseudo strike
40.41
IV
25.8%
B/E move
4.7%

35Δ

Calls
Pseudo strike
42.98
IV
21.6%
B/E move
4.3%
Puts
Pseudo strike
40.87
IV
24.9%
B/E move
3.8%

40Δ

Calls
Pseudo strike
42.63
IV
20.0%
B/E move
3.6%
Puts
Pseudo strike
41.25
IV
23.0%
B/E move
3.1%

45Δ

Calls
Pseudo strike
42.28
IV
18.3%
B/E move
2.9%
Puts
Pseudo strike
41.59
IV
20.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
41.95
IV
16.9%
B/E move
2.3%
Puts
Pseudo strike
41.94
IV
18.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
41.73
IV
16.2%
B/E move
2.0%
Puts
Pseudo strike
42.20
IV
17.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
41.51
IV
15.4%
B/E move
1.7%
Puts
Pseudo strike
42.45
IV
17.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
41.28
IV
14.7%
B/E move
1.4%
Puts
Pseudo strike
42.70
IV
16.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
41.06
IV
14.0%
B/E move
1.1%
Puts
Pseudo strike
42.94
IV
16.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
40.71
IV
14.8%
B/E move
0.9%
Puts
Pseudo strike
43.40
IV
17.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
40.30
IV
16.0%
B/E move
0.8%
Puts
Pseudo strike
43.92
IV
19.2%
B/E move
0.3%

Options history

DFLV16.5516.7016.842026-10-20: 16.57%2026-10-21: 16.82%Oct 20Oct 21
Table
DateIV
16.57%
16.82%