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Dimensional U.S. Equity Market ETF DFUS

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Market datapartial · fetched 2026-10-22T13:11:58.685Z

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 · 2026-10-22T00:00:00.153134109Z

FundamentalsAlpha Vantage · unavailable

Share price$84.16
1D+0.3%
AH$83.65$83.82$83.99$84.16$84.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFUS
Sold putSold callAH

Dimensional U.S. Equity Market ETF options

Live interpolated DFUS call and put midpoint premiums by absolute delta.Dimensional U.S. Equity Market ETF$0.30$0.97$1.64$2.31$2.98$79.93$81.96$83.99$86.01$88.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFUS spot · $84.16DFUS PRICE$0.38$0.40$0.50$0.66$0.81$1.02$1.31$1.59$1.82$2.05$2.25$2.45$2.64$0.48$0.60$0.73$0.87$1.03$1.20$1.38$1.55$1.81$2.10$2.35$2.57$2.79
PutsExpensive1.06×
CallsExpensive1.11×
SkewBearish+1.46 pp
Implied moveBearish±$2.68
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.5314.5%4.5%81.0417.7%4.3%
25Δ86.4311.7%3.2%81.8616.7%3.4%
30Δ85.8411.0%2.6%82.5315.8%2.8%
35Δ85.5111.5%2.4%83.1215.1%2.3%
40Δ85.1912.0%2.2%83.5914.8%1.9%
45Δ84.8312.7%2.0%84.0614.5%1.5%
50Δ84.4413.7%1.9%84.4714.1%1.3%
55Δ84.0514.8%1.8%84.8913.7%1.0%
60Δ83.6214.6%1.5%85.3313.7%0.8%
65Δ83.2014.2%1.3%85.7713.7%0.6%
70Δ82.8113.6%1.1%86.1713.4%0.4%
75Δ82.4612.8%0.9%86.5412.7%0.2%
80Δ82.1112.0%0.7%86.9012.0%0.1%

20Δ

Calls
Pseudo strike
87.53
IV
14.5%
B/E move
4.5%
Puts
Pseudo strike
81.04
IV
17.7%
B/E move
4.3%

25Δ

Calls
Pseudo strike
86.43
IV
11.7%
B/E move
3.2%
Puts
Pseudo strike
81.86
IV
16.7%
B/E move
3.4%

30Δ

Calls
Pseudo strike
85.84
IV
11.0%
B/E move
2.6%
Puts
Pseudo strike
82.53
IV
15.8%
B/E move
2.8%

35Δ

Calls
Pseudo strike
85.51
IV
11.5%
B/E move
2.4%
Puts
Pseudo strike
83.12
IV
15.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
85.19
IV
12.0%
B/E move
2.2%
Puts
Pseudo strike
83.59
IV
14.8%
B/E move
1.9%

45Δ

Calls
Pseudo strike
84.83
IV
12.7%
B/E move
2.0%
Puts
Pseudo strike
84.06
IV
14.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
84.44
IV
13.7%
B/E move
1.9%
Puts
Pseudo strike
84.47
IV
14.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
84.05
IV
14.8%
B/E move
1.8%
Puts
Pseudo strike
84.89
IV
13.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
83.62
IV
14.6%
B/E move
1.5%
Puts
Pseudo strike
85.33
IV
13.7%
B/E move
0.8%

65Δ

Calls
Pseudo strike
83.20
IV
14.2%
B/E move
1.3%
Puts
Pseudo strike
85.77
IV
13.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
82.81
IV
13.6%
B/E move
1.1%
Puts
Pseudo strike
86.17
IV
13.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
82.46
IV
12.8%
B/E move
0.9%
Puts
Pseudo strike
86.54
IV
12.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
82.11
IV
12.0%
B/E move
0.7%
Puts
Pseudo strike
86.90
IV
12.0%
B/E move
0.1%

Options history

No recorded observations