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Davis Select Financial ETF DFNL

i

Market dataready · fetched 2026-11-12T04:07:13.863Z

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 · 2026-11-12T01:00:02.076589111Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T04:07:13.493623+00:00

Share price$51.33
1D+0.4%
AH$50.97$51.06$51.15$51.24$51.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFNL
Sold putSold callAH

Davis Select Financial ETF options

Live interpolated DFNL call and put midpoint premiums by absolute delta.Davis Select Financial ETF$0.64$1.17$1.69$2.22$2.74$47.70$49.48$51.26$53.04$54.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFNL spot · $51.33DFNL PRICE$0.70$0.70$0.71$0.73$0.76$0.81$0.87$0.93$0.99$1.05$1.11$1.17$1.24$0.70$0.72$0.74$0.77$0.82$0.88$0.95$1.03$1.10$1.32$1.60$1.89$2.59
PutsExpensive1.35×
CallsExpensive1.12×
SkewBearish+1.78 pp
Implied moveBearish±$1.83
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.8284.1%14.0%46.9474.9%9.9%
25Δ55.0862.1%8.7%48.5059.0%6.9%
30Δ53.6649.2%5.9%49.5447.6%4.9%
35Δ52.8041.1%4.3%50.2340.4%3.7%
40Δ52.2235.2%3.2%50.7135.7%2.8%
45Δ51.8131.4%2.5%51.1131.9%2.2%
50Δ51.5228.8%2.1%51.3829.7%1.8%
55Δ51.2226.2%1.6%51.6527.5%1.4%
60Δ50.9623.8%1.2%51.9225.3%1.0%
65Δ50.8122.0%1.0%52.2525.3%0.8%
70Δ50.6620.3%0.8%52.6026.3%0.7%
75Δ50.5018.5%0.7%52.9527.3%0.5%
80Δ50.3516.7%0.5%53.7031.9%0.4%

20Δ

Calls
Pseudo strike
57.82
IV
84.1%
B/E move
14.0%
Puts
Pseudo strike
46.94
IV
74.9%
B/E move
9.9%

25Δ

Calls
Pseudo strike
55.08
IV
62.1%
B/E move
8.7%
Puts
Pseudo strike
48.50
IV
59.0%
B/E move
6.9%

30Δ

Calls
Pseudo strike
53.66
IV
49.2%
B/E move
5.9%
Puts
Pseudo strike
49.54
IV
47.6%
B/E move
4.9%

35Δ

Calls
Pseudo strike
52.80
IV
41.1%
B/E move
4.3%
Puts
Pseudo strike
50.23
IV
40.4%
B/E move
3.7%

40Δ

Calls
Pseudo strike
52.22
IV
35.2%
B/E move
3.2%
Puts
Pseudo strike
50.71
IV
35.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
51.81
IV
31.4%
B/E move
2.5%
Puts
Pseudo strike
51.11
IV
31.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
51.52
IV
28.8%
B/E move
2.1%
Puts
Pseudo strike
51.38
IV
29.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
51.22
IV
26.2%
B/E move
1.6%
Puts
Pseudo strike
51.65
IV
27.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
50.96
IV
23.8%
B/E move
1.2%
Puts
Pseudo strike
51.92
IV
25.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
50.81
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
52.25
IV
25.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
50.66
IV
20.3%
B/E move
0.8%
Puts
Pseudo strike
52.60
IV
26.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
50.50
IV
18.5%
B/E move
0.7%
Puts
Pseudo strike
52.95
IV
27.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
50.35
IV
16.7%
B/E move
0.5%
Puts
Pseudo strike
53.70
IV
31.9%
B/E move
0.4%

Options history

IV · four-Friday blend19.20%
Daily EOD
DFNL18.9%19.3%19.7%2026-10-19: 19.29%2026-10-20: 19.32%2026-10-21: 18.94%2026-10-22: 19.68%2026-10-23: 19.24%2026-10-26: 19.09%2026-10-27: 19.50%2026-10-28: 19.65%2026-10-29: 19.43%2026-10-30: 19.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.29%
19.32%
18.94%
19.68%
19.24%
19.09%
19.50%
19.65%
19.43%
19.20%