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Dimensional US Marketwide Value ETF DFUV

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Market datapartial · fetched 2026-10-23T14:14:28.173Z

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 · 2026-10-23T14:14:05.106564288Z

FundamentalsAlpha Vantage · unavailable

Share price$56.12
1D-0.2%
$56.09$56.14$56.20$56.26$56.325:30 AM6:30 AM9:00 AM1:00 PMDFUV
Sold putSold call

Dimensional US Marketwide Value ETF options

Live interpolated DFUV call and put midpoint premiums by absolute delta.Dimensional US Marketwide Value ETF$0.30$0.97$1.63$2.30$2.96$52.60$54.24$55.88$57.52$59.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFUV spot · $56.12DFUV PRICE$0.38$0.38$0.44$0.52$0.61$0.71$0.82$0.92$1.12$1.37$1.61$2.12$2.77$0.62$0.81$0.99$1.18$0.95$0.64$0.81$0.97$1.14$1.30$1.47$1.64$1.80
PutsExpensive1.52×
CallsExpensive1.31×
SkewBearish+3.03 pp
Implied moveBalanced±$1.62
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.4722.3%6.6%52.0832.8%8.3%
25Δ58.1816.6%4.3%52.9232.0%7.1%
30Δ57.6715.2%3.5%53.7531.3%6.0%
35Δ57.2814.4%3.0%54.5930.5%4.8%
40Δ56.9213.9%2.5%55.4621.5%2.9%
45Δ56.6413.6%2.2%56.1011.5%1.2%
50Δ56.3613.3%1.9%56.3611.5%1.0%
55Δ56.0813.0%1.6%56.6111.5%0.9%
60Δ55.7713.4%1.4%56.8711.5%0.7%
65Δ55.4514.0%1.2%57.1211.5%0.5%
70Δ55.1214.7%1.1%57.3811.5%0.4%
75Δ54.5616.9%1.0%57.6311.5%0.2%
80Δ53.8619.4%0.9%57.8911.5%0.1%

20Δ

Calls
Pseudo strike
59.47
IV
22.3%
B/E move
6.6%
Puts
Pseudo strike
52.08
IV
32.8%
B/E move
8.3%

25Δ

Calls
Pseudo strike
58.18
IV
16.6%
B/E move
4.3%
Puts
Pseudo strike
52.92
IV
32.0%
B/E move
7.1%

30Δ

Calls
Pseudo strike
57.67
IV
15.2%
B/E move
3.5%
Puts
Pseudo strike
53.75
IV
31.3%
B/E move
6.0%

35Δ

Calls
Pseudo strike
57.28
IV
14.4%
B/E move
3.0%
Puts
Pseudo strike
54.59
IV
30.5%
B/E move
4.8%

40Δ

Calls
Pseudo strike
56.92
IV
13.9%
B/E move
2.5%
Puts
Pseudo strike
55.46
IV
21.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
56.64
IV
13.6%
B/E move
2.2%
Puts
Pseudo strike
56.10
IV
11.5%
B/E move
1.2%

50Δ

Calls
Pseudo strike
56.36
IV
13.3%
B/E move
1.9%
Puts
Pseudo strike
56.36
IV
11.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
56.08
IV
13.0%
B/E move
1.6%
Puts
Pseudo strike
56.61
IV
11.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
55.77
IV
13.4%
B/E move
1.4%
Puts
Pseudo strike
56.87
IV
11.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
55.45
IV
14.0%
B/E move
1.2%
Puts
Pseudo strike
57.12
IV
11.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
55.12
IV
14.7%
B/E move
1.1%
Puts
Pseudo strike
57.38
IV
11.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
54.56
IV
16.9%
B/E move
1.0%
Puts
Pseudo strike
57.63
IV
11.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
53.86
IV
19.4%
B/E move
0.9%
Puts
Pseudo strike
57.89
IV
11.5%
B/E move
0.1%

Options history

DFUV14.3214.3414.372026-10-20: 14.33%2026-10-21: 14.35%Oct 20Oct 21
Table
DateIV
14.33%
14.35%