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Davis Select Financial ETF DFNL

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Market dataready · fetched 2026-10-22T23:27:35.533Z

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 · 2026-10-22T22:30:02.187967242Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:27:33.613577+00:00

Share price$50.01
1D+0.6%
AH$49.62$49.73$49.84$49.95$50.065:30 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$0.56$1.17$1.78$2.38$2.99$45.91$47.95$49.99$52.03$54.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFNL spot · $50.01DFNL PRICE$0.63$0.66$0.71$0.79$0.88$0.98$1.07$1.19$1.37$1.54$1.76$2.13$2.51$0.69$0.74$0.80$0.89$0.97$1.05$1.17$1.30$1.42$1.64$1.91$2.19$2.82
PutsExpensive1.55×
CallsExpensive1.57×
SkewNeutral+0.20 pp
Implied moveBearish±$2.24
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.8442.1%12.9%45.7541.8%9.9%
25Δ53.6833.0%8.7%47.2633.7%7.0%
30Δ52.4927.9%6.4%48.2328.9%5.2%
35Δ51.7224.9%5.0%48.9225.8%4.0%
40Δ51.1322.8%4.0%49.4123.5%3.1%
45Δ50.6921.3%3.3%49.8821.4%2.4%
50Δ50.3019.9%2.7%50.2320.1%1.9%
55Δ49.9218.8%2.2%50.5519.1%1.5%
60Δ49.5918.4%1.9%50.8718.1%1.1%
65Δ49.2618.1%1.6%51.2217.8%0.8%
70Δ48.8918.0%1.3%51.6117.9%0.6%
75Δ48.4318.7%1.1%51.9918.1%0.4%
80Δ47.9619.5%0.9%52.6919.7%0.3%

20Δ

Calls
Pseudo strike
55.84
IV
42.1%
B/E move
12.9%
Puts
Pseudo strike
45.75
IV
41.8%
B/E move
9.9%

25Δ

Calls
Pseudo strike
53.68
IV
33.0%
B/E move
8.7%
Puts
Pseudo strike
47.26
IV
33.7%
B/E move
7.0%

30Δ

Calls
Pseudo strike
52.49
IV
27.9%
B/E move
6.4%
Puts
Pseudo strike
48.23
IV
28.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
51.72
IV
24.9%
B/E move
5.0%
Puts
Pseudo strike
48.92
IV
25.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
51.13
IV
22.8%
B/E move
4.0%
Puts
Pseudo strike
49.41
IV
23.5%
B/E move
3.1%

45Δ

Calls
Pseudo strike
50.69
IV
21.3%
B/E move
3.3%
Puts
Pseudo strike
49.88
IV
21.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
50.30
IV
19.9%
B/E move
2.7%
Puts
Pseudo strike
50.23
IV
20.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
49.92
IV
18.8%
B/E move
2.2%
Puts
Pseudo strike
50.55
IV
19.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
49.59
IV
18.4%
B/E move
1.9%
Puts
Pseudo strike
50.87
IV
18.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
49.26
IV
18.1%
B/E move
1.6%
Puts
Pseudo strike
51.22
IV
17.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
48.89
IV
18.0%
B/E move
1.3%
Puts
Pseudo strike
51.61
IV
17.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
48.43
IV
18.7%
B/E move
1.1%
Puts
Pseudo strike
51.99
IV
18.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
47.96
IV
19.5%
B/E move
0.9%
Puts
Pseudo strike
52.69
IV
19.7%
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%