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U.S. Small Cap Value Portfolio ETF Class Shares DFSV

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Market datapartial · fetched 2026-10-22T16:17:03.346Z

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 · 2026-10-22T16:16:34.233273553Z

FundamentalsAlpha Vantage · unavailable

Share price$38.71
1D+1.1%
$38.25$38.37$38.49$38.62$38.745:30 AM6:30 AM9:00 AM1:00 PMDFSV
Sold putSold call

U.S. Small Cap Value Portfolio ETF Class Shares options

Live interpolated DFSV call and put midpoint premiums by absolute delta.U.S. Small Cap Value Portfolio ETF Class Shares$1.35$1.80$2.25$2.70$3.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEDFSV PRICE$1.40$1.63$1.86$2.09$2.33$3.02
PutsExpensive1.41×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ39.3125.4%2.1%
60Δ39.6825.0%1.7%
65Δ40.0424.7%1.4%
70Δ40.4024.3%1.0%
75Δ40.7724.0%0.7%
80Δ41.5527.0%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.31
IV
25.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.68
IV
25.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.04
IV
24.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.40
IV
24.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.77
IV
24.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.55
IV
27.0%
B/E move
0.5%

Options history

DFSV25.0025.1425.292026-10-20: 25.03%2026-10-21: 25.26%Oct 20Oct 21
Table
DateIV
25.03%
25.26%