IntraAlpha
Create free account Start free

Davis Select Financial ETF DFNL

i

Market datapartial · fetched 2026-10-22T17:11:19.043Z

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 · 2026-10-22T16:59:24.719061552Z

FundamentalsAlpha Vantage · unavailable

Share price$49.99
1D+0.7%
$49.62$49.73$49.84$49.95$50.065:30 AM6:30 AM9:00 AM1:00 PMDFNL
Sold putSold call

Davis Select Financial ETF options

Live interpolated DFNL call and put midpoint premiums by absolute delta.Davis Select Financial ETF$0.56$1.15$1.74$2.32$2.91$45.90$47.95$50.00$52.04$54.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFNL spot · $49.99DFNL PRICE$0.63$0.66$0.71$0.79$0.88$0.98$1.08$1.20$1.38$1.55$1.79$2.16$2.57$0.69$0.74$0.80$0.89$0.97$1.05$1.16$1.29$1.41$1.61$1.89$2.16$2.74
PutsExpensive1.53×
CallsExpensive1.58×
SkewNeutral-0.07 pp
Implied moveBearish±$2.24
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.8342.0%12.9%45.7441.7%9.9%
25Δ53.6632.9%8.7%47.2533.6%7.0%
30Δ52.4827.8%6.4%48.2128.7%5.2%
35Δ51.7124.9%5.0%48.9025.7%4.0%
40Δ51.1222.8%4.0%49.4023.4%3.1%
45Δ50.6821.3%3.3%49.8621.2%2.4%
50Δ50.2819.9%2.7%50.2219.9%1.9%
55Δ49.9118.8%2.2%50.5318.9%1.5%
60Δ49.5718.5%1.9%50.8518.0%1.1%
65Δ49.2318.2%1.6%51.1917.6%0.8%
70Δ48.8618.3%1.3%51.5717.7%0.6%
75Δ48.3919.1%1.1%51.9517.8%0.4%
80Δ47.8919.9%0.9%52.6019.2%0.3%

20Δ

Calls
Pseudo strike
55.83
IV
42.0%
B/E move
12.9%
Puts
Pseudo strike
45.74
IV
41.7%
B/E move
9.9%

25Δ

Calls
Pseudo strike
53.66
IV
32.9%
B/E move
8.7%
Puts
Pseudo strike
47.25
IV
33.6%
B/E move
7.0%

30Δ

Calls
Pseudo strike
52.48
IV
27.8%
B/E move
6.4%
Puts
Pseudo strike
48.21
IV
28.7%
B/E move
5.2%

35Δ

Calls
Pseudo strike
51.71
IV
24.9%
B/E move
5.0%
Puts
Pseudo strike
48.90
IV
25.7%
B/E move
4.0%

40Δ

Calls
Pseudo strike
51.12
IV
22.8%
B/E move
4.0%
Puts
Pseudo strike
49.40
IV
23.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
50.68
IV
21.3%
B/E move
3.3%
Puts
Pseudo strike
49.86
IV
21.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
50.28
IV
19.9%
B/E move
2.7%
Puts
Pseudo strike
50.22
IV
19.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
49.91
IV
18.8%
B/E move
2.2%
Puts
Pseudo strike
50.53
IV
18.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
49.57
IV
18.5%
B/E move
1.9%
Puts
Pseudo strike
50.85
IV
18.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
49.23
IV
18.2%
B/E move
1.6%
Puts
Pseudo strike
51.19
IV
17.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
48.86
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
51.57
IV
17.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
48.39
IV
19.1%
B/E move
1.1%
Puts
Pseudo strike
51.95
IV
17.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
47.89
IV
19.9%
B/E move
0.9%
Puts
Pseudo strike
52.60
IV
19.2%
B/E move
0.3%

Options history

DFNL18.9119.1319.352026-10-20: 19.32%2026-10-21: 18.94%Oct 20Oct 21
Table
DateIV
19.32%
18.94%