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Dimensional US Marketwide Value ETF DFUV

i

Market dataready · fetched 2026-11-11T14:05:12.995Z

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 · 2026-11-11T01:00:00.064249919Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:05:12.427408+00:00

Share price$56.76
1D+0.6%
AH$56.32$56.45$56.58$56.71$56.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFUV
Sold putSold callAH

Dimensional US Marketwide Value ETF options

Live interpolated DFUV call and put midpoint premiums by absolute delta.Dimensional US Marketwide Value ETF$0.78$1.22$1.67$2.11$2.56$52.86$54.44$56.01$57.59$59.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DFUV spot · $56.76DFUV PRICE$0.82$0.84$0.87$0.90$0.95$1.03$1.11$1.18$1.33$1.56$1.79$0.82$0.84$0.87$0.89$0.92$1.00$1.07$1.17$1.27$1.38$1.49$1.88$2.43
PutsExpensive2.18×
Calls——
Skew——
Implied moveBearish±$2.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.6177.1%10.5%
25Δ53.5259.4%7.2%
30Δ59.4850.2%6.2%54.7048.6%5.2%
35Δ58.4541.1%4.4%55.4940.7%3.8%
40Δ57.7735.1%3.3%56.1034.7%2.8%
45Δ57.3030.7%2.5%56.4831.8%2.3%
50Δ56.9027.2%1.9%56.8629.0%1.7%
55Δ56.6525.4%1.6%57.1627.0%1.4%
60Δ56.3923.5%1.3%57.4125.6%1.1%
65Δ56.1421.7%1.0%57.6624.1%0.8%
70Δ55.8620.7%0.8%57.9122.7%0.6%
75Δ55.5520.9%0.6%58.3824.3%0.5%
80Δ55.2421.1%0.5%58.9827.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.61
IV
77.1%
B/E move
10.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.52
IV
59.4%
B/E move
7.2%

30Δ

Calls
Pseudo strike
59.48
IV
50.2%
B/E move
6.2%
Puts
Pseudo strike
54.70
IV
48.6%
B/E move
5.2%

35Δ

Calls
Pseudo strike
58.45
IV
41.1%
B/E move
4.4%
Puts
Pseudo strike
55.49
IV
40.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
57.77
IV
35.1%
B/E move
3.3%
Puts
Pseudo strike
56.10
IV
34.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
57.30
IV
30.7%
B/E move
2.5%
Puts
Pseudo strike
56.48
IV
31.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
56.90
IV
27.2%
B/E move
1.9%
Puts
Pseudo strike
56.86
IV
29.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
56.65
IV
25.4%
B/E move
1.6%
Puts
Pseudo strike
57.16
IV
27.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
56.39
IV
23.5%
B/E move
1.3%
Puts
Pseudo strike
57.41
IV
25.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
56.14
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
57.66
IV
24.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
55.86
IV
20.7%
B/E move
0.8%
Puts
Pseudo strike
57.91
IV
22.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
55.55
IV
20.9%
B/E move
0.6%
Puts
Pseudo strike
58.38
IV
24.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
55.24
IV
21.1%
B/E move
0.5%
Puts
Pseudo strike
58.98
IV
27.5%
B/E move
0.4%

Options history

IV · four-Friday blend14.95%
Daily EOD
DFUV12.8%15.6%18.3%2026-10-20: 14.33%2026-10-21: 14.35%2026-10-22: 17.93%2026-10-23: 13.95%2026-10-26: 15.31%2026-10-27: 15.92%2026-10-28: 13.22%2026-10-29: 13.39%2026-10-30: 14.95%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
14.33%
14.35%
17.93%
13.95%
15.31%
15.92%
13.22%
13.39%
14.95%