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Dimensional US Large Cap Vector ETF DFVX

i

Market dataready · fetched 2026-11-11T14:06:57.129Z

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 · 2026-11-11T01:00:00.039446884Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:06:55.838163+00:00

Share price$84.98
1D+0.6%
AH$84.35$84.53$84.70$84.87$85.055:30 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$1.00$1.41$1.81$2.22$2.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDFVX PRICE$1.04$1.17$1.30$1.43$1.71$2.00$2.50
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ85.1018.9%1.1%
55Δ85.3918.3%0.9%
60Δ85.6717.6%0.7%
65Δ85.9616.9%0.5%
70Δ86.3317.1%0.4%
75Δ86.7217.5%0.3%
80Δ87.2919.0%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.10
IV
18.9%
B/E move
1.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.39
IV
18.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.67
IV
17.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.96
IV
16.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.33
IV
17.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.72
IV
17.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.29
IV
19.0%
B/E move
0.2%

Options history

IV · four-Friday blend14.47%
Daily EOD
DFVX13.0%13.9%14.8%2026-10-19: 13.13%2026-10-20: 13.23%2026-10-21: 13.39%2026-10-22: 14.70%2026-10-26: 14.10%2026-10-27: 13.46%2026-10-28: 13.34%2026-10-29: 13.17%2026-10-30: 14.47%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.13%
13.23%
13.39%
14.70%
14.10%
13.46%
13.34%
13.17%
14.47%