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Dimensional U.S. Equity Market ETF DFUS

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Market datapartial · fetched 2026-10-22T21:08:34.918Z

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 · 2026-10-22T20:10:10.845482614Z

FundamentalsAlpha Vantage · unavailable

Share price$83.13
1D-0.4%
AH$82.82$83.01$83.20$83.38$83.575:30 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$0.31$1.32$2.34$3.35$4.37$78.04$80.42$82.80$85.18$87.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFUS spot · $83.13DFUS PRICE$0.42$0.57$0.61$0.66$0.71$0.95$1.27$1.59$1.92$2.25$2.80$3.29$3.70$0.61$0.77$0.89$1.07$1.31$1.57$1.70$1.81$2.00$2.20$2.54$3.02$4.08
PutsExpensive1.25×
CallsExpensive1.26×
SkewBearish+2.82 pp
Implied moveBearish±$2.97
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.0717.0%5.3%79.2522.6%5.4%
25Δ86.3917.2%4.6%80.1121.7%4.6%
30Δ85.3014.3%3.3%81.1619.5%3.4%
35Δ84.6412.4%2.6%81.8118.8%2.9%
40Δ84.1410.9%2.1%82.3918.9%2.5%
45Δ83.7411.7%1.9%82.9519.1%2.1%
50Δ83.3813.3%1.8%83.4517.7%1.7%
55Δ83.0214.9%1.8%83.9516.2%1.2%
60Δ82.5315.5%1.6%84.3715.4%0.9%
65Δ82.0415.9%1.4%84.7914.6%0.7%
70Δ81.3717.2%1.2%85.2914.5%0.4%
75Δ80.7317.6%1.1%85.9015.1%0.3%
80Δ80.1417.2%0.9%87.0317.5%0.2%

20Δ

Calls
Pseudo strike
87.07
IV
17.0%
B/E move
5.3%
Puts
Pseudo strike
79.25
IV
22.6%
B/E move
5.4%

25Δ

Calls
Pseudo strike
86.39
IV
17.2%
B/E move
4.6%
Puts
Pseudo strike
80.11
IV
21.7%
B/E move
4.6%

30Δ

Calls
Pseudo strike
85.30
IV
14.3%
B/E move
3.3%
Puts
Pseudo strike
81.16
IV
19.5%
B/E move
3.4%

35Δ

Calls
Pseudo strike
84.64
IV
12.4%
B/E move
2.6%
Puts
Pseudo strike
81.81
IV
18.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
84.14
IV
10.9%
B/E move
2.1%
Puts
Pseudo strike
82.39
IV
18.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
83.74
IV
11.7%
B/E move
1.9%
Puts
Pseudo strike
82.95
IV
19.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
83.38
IV
13.3%
B/E move
1.8%
Puts
Pseudo strike
83.45
IV
17.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
83.02
IV
14.9%
B/E move
1.8%
Puts
Pseudo strike
83.95
IV
16.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
82.53
IV
15.5%
B/E move
1.6%
Puts
Pseudo strike
84.37
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
82.04
IV
15.9%
B/E move
1.4%
Puts
Pseudo strike
84.79
IV
14.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
81.37
IV
17.2%
B/E move
1.2%
Puts
Pseudo strike
85.29
IV
14.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
80.73
IV
17.6%
B/E move
1.1%
Puts
Pseudo strike
85.90
IV
15.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
80.14
IV
17.2%
B/E move
0.9%
Puts
Pseudo strike
87.03
IV
17.5%
B/E move
0.2%

Options history

DFUS14.3514.4214.502026-10-20: 14.36%2026-10-21: 14.48%Oct 20Oct 21
Table
DateIV
14.36%
14.48%