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Dimensional US Large Cap Vector ETF DFVX

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Market datapartial · fetched 2026-10-22T09:53:15.587Z

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 · 2026-10-22T00:00:00.023360107Z

FundamentalsAlpha Vantage · unavailable

Share price$85.58
1D-0.4%
AH$85.25$85.42$85.59$85.77$85.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFVX
Sold putSold callAH

Dimensional US Large Cap Vector ETF options

Live interpolated DFVX call and put midpoint premiums by absolute delta.Dimensional US Large Cap Vector ETF$0.47$1.57$2.68$3.78$4.88$81.17$83.54$85.92$88.30$90.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFVX spot · $85.58DFVX PRICE$0.59$0.70$1.02$1.34$1.50$1.51$1.95$2.26$2.28$2.31$3.01$4.57$0.70$0.76$0.85$0.92$1.00$1.10$1.20$1.40$1.64$1.87$2.04$2.21$2.38
PutsExpensive1.45×
CallsExpensive1.90×
SkewBullish-2.78 pp
Implied moveBullish±$2.71
TiltBullish12.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.1225.0%6.0%
25Δ88.8116.7%4.5%82.7420.3%4.2%
30Δ87.9415.3%3.6%83.7217.9%3.2%
35Δ87.5617.4%3.5%84.4615.8%2.4%
40Δ87.1819.5%3.4%85.0814.1%1.8%
45Δ86.6619.0%3.0%85.4813.1%1.4%
50Δ85.9816.0%2.2%85.8912.2%1.0%
55Δ85.4117.6%2.1%86.2812.0%0.8%
60Δ84.9018.1%1.8%86.6712.2%0.7%
65Δ84.5816.1%1.5%87.0412.2%0.5%
70Δ84.2614.0%1.1%87.3511.5%0.3%
75Δ83.4015.6%1.0%87.6610.8%0.2%
80Δ81.8520.8%1.0%87.9710.1%0.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.12
IV
25.0%
B/E move
6.0%

25Δ

Calls
Pseudo strike
88.81
IV
16.7%
B/E move
4.5%
Puts
Pseudo strike
82.74
IV
20.3%
B/E move
4.2%

30Δ

Calls
Pseudo strike
87.94
IV
15.3%
B/E move
3.6%
Puts
Pseudo strike
83.72
IV
17.9%
B/E move
3.2%

35Δ

Calls
Pseudo strike
87.56
IV
17.4%
B/E move
3.5%
Puts
Pseudo strike
84.46
IV
15.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
87.18
IV
19.5%
B/E move
3.4%
Puts
Pseudo strike
85.08
IV
14.1%
B/E move
1.8%

45Δ

Calls
Pseudo strike
86.66
IV
19.0%
B/E move
3.0%
Puts
Pseudo strike
85.48
IV
13.1%
B/E move
1.4%

50Δ

Calls
Pseudo strike
85.98
IV
16.0%
B/E move
2.2%
Puts
Pseudo strike
85.89
IV
12.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
85.41
IV
17.6%
B/E move
2.1%
Puts
Pseudo strike
86.28
IV
12.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
84.90
IV
18.1%
B/E move
1.8%
Puts
Pseudo strike
86.67
IV
12.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
84.58
IV
16.1%
B/E move
1.5%
Puts
Pseudo strike
87.04
IV
12.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
84.26
IV
14.0%
B/E move
1.1%
Puts
Pseudo strike
87.35
IV
11.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
83.40
IV
15.6%
B/E move
1.0%
Puts
Pseudo strike
87.66
IV
10.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
81.85
IV
20.8%
B/E move
1.0%
Puts
Pseudo strike
87.97
IV
10.1%
B/E move
0.0%

Options history

No recorded observations