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Dimensional U.S. Equity Market ETF DFUS

i

Market dataready · fetched 2026-11-11T13:50:48.713Z

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: 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 · 2026-11-11T01:00:00.063098325Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:50:48.284198+00:00

Share price$81.86
1D+0.2%
AH$81.30$81.51$81.72$81.92$82.135:30 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$0.54$1.12$1.71$2.29$2.88$77.98$79.96$81.95$83.94$85.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFUS spot · $81.86DFUS PRICE$0.60$0.60$0.66$0.71$0.77$0.84$0.91$1.04$1.17$1.30$1.49$1.76$2.04$0.65$0.70$0.73$0.81$0.88$0.95$1.02$1.16$1.31$1.45$1.71$2.12$2.71
PutsFair1.02×
CallsCheap0.86×
SkewBearish+2.06 pp
Implied moveBearish±$1.93
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.9742.5%7.0%77.4943.3%6.1%
25Δ84.9331.8%4.5%79.0435.0%4.3%
30Δ83.9227.1%3.3%80.0728.9%3.1%
35Δ83.2423.6%2.6%80.6926.0%2.4%
40Δ82.7521.2%2.0%81.2023.5%1.9%
45Δ82.3719.4%1.6%81.5921.4%1.5%
50Δ81.9917.7%1.3%81.9919.3%1.1%
55Δ81.7117.3%1.1%82.2818.7%0.9%
60Δ81.4416.8%0.9%82.5618.2%0.7%
65Δ81.1616.4%0.7%82.8517.6%0.6%
70Δ80.8616.2%0.6%83.2217.9%0.4%
75Δ80.5016.5%0.5%83.7019.2%0.3%
80Δ80.1516.8%0.4%84.3521.3%0.3%

20Δ

Calls
Pseudo strike
86.97
IV
42.5%
B/E move
7.0%
Puts
Pseudo strike
77.49
IV
43.3%
B/E move
6.1%

25Δ

Calls
Pseudo strike
84.93
IV
31.8%
B/E move
4.5%
Puts
Pseudo strike
79.04
IV
35.0%
B/E move
4.3%

30Δ

Calls
Pseudo strike
83.92
IV
27.1%
B/E move
3.3%
Puts
Pseudo strike
80.07
IV
28.9%
B/E move
3.1%

35Δ

Calls
Pseudo strike
83.24
IV
23.6%
B/E move
2.6%
Puts
Pseudo strike
80.69
IV
26.0%
B/E move
2.4%

40Δ

Calls
Pseudo strike
82.75
IV
21.2%
B/E move
2.0%
Puts
Pseudo strike
81.20
IV
23.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
82.37
IV
19.4%
B/E move
1.6%
Puts
Pseudo strike
81.59
IV
21.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
81.99
IV
17.7%
B/E move
1.3%
Puts
Pseudo strike
81.99
IV
19.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
81.71
IV
17.3%
B/E move
1.1%
Puts
Pseudo strike
82.28
IV
18.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
81.44
IV
16.8%
B/E move
0.9%
Puts
Pseudo strike
82.56
IV
18.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
81.16
IV
16.4%
B/E move
0.7%
Puts
Pseudo strike
82.85
IV
17.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
80.86
IV
16.2%
B/E move
0.6%
Puts
Pseudo strike
83.22
IV
17.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
80.50
IV
16.5%
B/E move
0.5%
Puts
Pseudo strike
83.70
IV
19.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
80.15
IV
16.8%
B/E move
0.4%
Puts
Pseudo strike
84.35
IV
21.3%
B/E move
0.3%

Options history

IV · four-Friday blend15.45%
Daily EOD
DFUS12.7%14.2%15.7%2026-10-19: 14.83%2026-10-20: 14.36%2026-10-21: 14.48%2026-10-22: 14.98%2026-10-23: 13.75%2026-10-26: 14.22%2026-10-27: 14.86%2026-10-28: 13.81%2026-10-29: 12.89%2026-10-30: 15.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.83%
14.36%
14.48%
14.98%
13.75%
14.22%
14.86%
13.81%
12.89%
15.45%