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Dimensional US Sustainability Core 1 ETF DFSU

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Market datapartial · fetched 2026-11-12T02:57:08.562Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-12T01:00:00.033557016Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:57:06.875498+00:00

Share price$48.10
1D+0.2%
AH$47.81$47.92$48.02$48.13$48.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFSU
Sold putSold callAH

Dimensional US Sustainability Core 1 ETF options

Live interpolated DFSU call and put midpoint premiums by absolute delta.Dimensional US Sustainability Core 1 ETF$0.38$1.57$2.76$3.95$5.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEDFSU PRICE$0.51$0.83$1.14$1.46$1.78$2.10$2.41$2.73$3.05$3.37$3.69$4.13$4.80
Puts——
CallsExpensive1.21×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.6912.5%10.6%
25Δ52.0612.9%9.9%
30Δ51.4313.4%9.3%
35Δ50.7913.8%8.6%
40Δ50.1614.3%8.0%
45Δ49.5314.7%7.3%
50Δ48.9015.2%6.7%
55Δ48.2715.6%6.0%
60Δ47.6416.1%5.4%
65Δ47.0116.5%4.7%
70Δ46.3717.0%4.1%
75Δ45.6517.3%3.5%
80Δ44.7517.5%3.0%

20Δ

Calls
Pseudo strike
52.69
IV
12.5%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
52.06
IV
12.9%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
51.43
IV
13.4%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
50.79
IV
13.8%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
50.16
IV
14.3%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
49.53
IV
14.7%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
48.90
IV
15.2%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
48.27
IV
15.6%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
47.64
IV
16.1%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
47.01
IV
16.5%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
46.37
IV
17.0%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
45.65
IV
17.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.75
IV
17.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.49%
Daily EOD
DFSU15.0%17.1%19.2%2026-10-19: 15.40%2026-10-20: 15.32%2026-10-21: 17.91%2026-10-22: 18.88%2026-10-23: 16.76%2026-10-26: 18.16%2026-10-27: 15.87%2026-10-28: 15.72%2026-10-29: 15.58%2026-10-30: 17.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.40%
15.32%
17.91%
18.88%
16.76%
18.16%
15.87%
15.72%
15.58%
17.49%