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

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Market datapartial · fetched 2026-10-22T17:14:12.236Z

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 · 2026-10-22T17:13:22.528888118Z

FundamentalsAlpha Vantage · unavailable

Share price$38.72
1D+1.1%
$38.24$38.39$38.54$38.68$38.835:30 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$0.69$1.23$1.76$2.29$2.82$34.52$36.58$38.63$40.69$42.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFSV spot · $38.72DFSV PRICE$0.75$0.75$0.76$0.80$0.86$0.93$1.01$1.09$1.16$1.23$1.38$1.63$1.89$0.76$0.82$0.89$0.95$1.02$1.11$1.19$1.31$1.43$1.55$1.80$2.22$2.67
PutsExpensive1.75×
CallsExpensive1.64×
SkewBearish+1.51 pp
Implied moveBearish±$2.20
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.4167.0%21.8%34.3257.5%13.3%
25Δ43.1049.2%13.3%35.8346.9%9.6%
30Δ41.4539.0%9.0%36.8340.2%7.2%
35Δ40.4932.9%6.7%37.5335.3%5.5%
40Δ39.8328.8%5.1%38.1231.3%4.2%
45Δ39.3826.5%4.1%38.5428.7%3.3%
50Δ38.9624.2%3.2%38.9526.1%2.5%
55Δ38.6922.5%2.7%39.2524.6%2.0%
60Δ38.4220.7%2.2%39.5423.2%1.6%
65Δ38.1519.0%1.7%39.8321.9%1.1%
70Δ37.8618.1%1.4%40.2021.7%0.8%
75Δ37.5218.3%1.1%40.7023.1%0.6%
80Δ37.1818.6%0.9%41.2324.0%0.4%

20Δ

Calls
Pseudo strike
46.41
IV
67.0%
B/E move
21.8%
Puts
Pseudo strike
34.32
IV
57.5%
B/E move
13.3%

25Δ

Calls
Pseudo strike
43.10
IV
49.2%
B/E move
13.3%
Puts
Pseudo strike
35.83
IV
46.9%
B/E move
9.6%

30Δ

Calls
Pseudo strike
41.45
IV
39.0%
B/E move
9.0%
Puts
Pseudo strike
36.83
IV
40.2%
B/E move
7.2%

35Δ

Calls
Pseudo strike
40.49
IV
32.9%
B/E move
6.7%
Puts
Pseudo strike
37.53
IV
35.3%
B/E move
5.5%

40Δ

Calls
Pseudo strike
39.83
IV
28.8%
B/E move
5.1%
Puts
Pseudo strike
38.12
IV
31.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
39.38
IV
26.5%
B/E move
4.1%
Puts
Pseudo strike
38.54
IV
28.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
38.96
IV
24.2%
B/E move
3.2%
Puts
Pseudo strike
38.95
IV
26.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
38.69
IV
22.5%
B/E move
2.7%
Puts
Pseudo strike
39.25
IV
24.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
38.42
IV
20.7%
B/E move
2.2%
Puts
Pseudo strike
39.54
IV
23.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
38.15
IV
19.0%
B/E move
1.7%
Puts
Pseudo strike
39.83
IV
21.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
37.86
IV
18.1%
B/E move
1.4%
Puts
Pseudo strike
40.20
IV
21.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
37.52
IV
18.3%
B/E move
1.1%
Puts
Pseudo strike
40.70
IV
23.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
37.18
IV
18.6%
B/E move
0.9%
Puts
Pseudo strike
41.23
IV
24.0%
B/E move
0.4%

Options history

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