Share price$34.13
1D-0.1%
Sold putSold callAH
Dimensional International High Profitability ETF DIHP
i
Market datapartial · fetched 2026-10-22T21:36:36.463Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:02.328028709Z
FundamentalsAlpha Vantage · unavailable
Dimensional International High Profitability ETF options
PutsFair1.01×
CallsExpensive1.11×
SkewBearish+1.06 pp
Implied moveBalanced±$1.62
TiltBearish5.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.83 | 48.1% | 11.3% | |||
| 25Δ | 37.27 | 40.7% | 10.8% | 32.04 | 38.1% | 7.8% |
| 30Δ | 36.03 | 31.5% | 7.2% | 32.76 | 32.2% | 5.8% |
| 35Δ | 35.48 | 28.1% | 5.7% | 33.27 | 28.3% | 4.4% |
| 40Δ | 34.97 | 25.0% | 4.4% | 33.67 | 25.3% | 3.4% |
| 45Δ | 34.67 | 23.5% | 3.7% | 34.03 | 22.5% | 2.5% |
| 50Δ | 34.37 | 22.0% | 3.1% | 34.24 | 20.9% | 2.1% |
| 55Δ | 34.08 | 20.5% | 2.4% | 34.44 | 19.3% | 1.6% |
| 60Δ | 33.83 | 19.6% | 2.0% | 34.64 | 17.7% | 1.2% |
| 65Δ | 33.60 | 19.0% | 1.7% | 34.84 | 16.1% | 0.8% |
| 70Δ | 33.37 | 18.4% | 1.4% | 35.12 | 15.4% | 0.4% |
| 75Δ | 33.14 | 17.8% | 1.1% | 35.67 | 17.9% | 0.3% |
| 80Δ | 32.77 | 18.5% | 0.9% | 36.23 | 20.3% | 0.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 30.83
- IV
- 48.1%
- B/E move
- 11.3%
25Δ
- Pseudo strike
- 37.27
- IV
- 40.7%
- B/E move
- 10.8%
- Pseudo strike
- 32.04
- IV
- 38.1%
- B/E move
- 7.8%
30Δ
- Pseudo strike
- 36.03
- IV
- 31.5%
- B/E move
- 7.2%
- Pseudo strike
- 32.76
- IV
- 32.2%
- B/E move
- 5.8%
35Δ
- Pseudo strike
- 35.48
- IV
- 28.1%
- B/E move
- 5.7%
- Pseudo strike
- 33.27
- IV
- 28.3%
- B/E move
- 4.4%
40Δ
- Pseudo strike
- 34.97
- IV
- 25.0%
- B/E move
- 4.4%
- Pseudo strike
- 33.67
- IV
- 25.3%
- B/E move
- 3.4%
45Δ
- Pseudo strike
- 34.67
- IV
- 23.5%
- B/E move
- 3.7%
- Pseudo strike
- 34.03
- IV
- 22.5%
- B/E move
- 2.5%
50Δ
- Pseudo strike
- 34.37
- IV
- 22.0%
- B/E move
- 3.1%
- Pseudo strike
- 34.24
- IV
- 20.9%
- B/E move
- 2.1%
55Δ
- Pseudo strike
- 34.08
- IV
- 20.5%
- B/E move
- 2.4%
- Pseudo strike
- 34.44
- IV
- 19.3%
- B/E move
- 1.6%
60Δ
- Pseudo strike
- 33.83
- IV
- 19.6%
- B/E move
- 2.0%
- Pseudo strike
- 34.64
- IV
- 17.7%
- B/E move
- 1.2%
65Δ
- Pseudo strike
- 33.60
- IV
- 19.0%
- B/E move
- 1.7%
- Pseudo strike
- 34.84
- IV
- 16.1%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 33.37
- IV
- 18.4%
- B/E move
- 1.4%
- Pseudo strike
- 35.12
- IV
- 15.4%
- B/E move
- 0.4%
75Δ
- Pseudo strike
- 33.14
- IV
- 17.8%
- B/E move
- 1.1%
- Pseudo strike
- 35.67
- IV
- 17.9%
- B/E move
- 0.3%
80Δ
- Pseudo strike
- 32.77
- IV
- 18.5%
- B/E move
- 0.9%
- Pseudo strike
- 36.23
- IV
- 20.3%
- B/E move
- 0.2%
Options history
Table
| Date | IV |
|---|---|
| 19.80% | |
| 19.93% |