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Dimensional International Small Cap Value ETF DISV

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Market datapartial · fetched 2026-10-22T21:03:56.266Z

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 · 2026-10-22T20:10:02.328034841Z

FundamentalsAlpha Vantage · unavailable

Share price$42.44
1D-0.1%
AH$42.21$42.29$42.36$42.44$42.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDISV
Sold putSold callAH

Dimensional International Small Cap Value ETF options

Live interpolated DISV call and put midpoint premiums by absolute delta.Dimensional International Small Cap Value ETF$0.58$1.03$1.49$1.94$2.39$39.04$40.79$42.54$44.29$46.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DISV spot · $42.44DISV PRICE$0.63$0.63$0.67$0.73$0.78$0.83$0.92$1.02$1.11$1.28$1.50$1.72$2.06$0.70$0.76$0.82$0.89$0.96$1.04$1.11$1.23$1.37$1.50$1.63$2.26
PutsExpensive1.46×
CallsExpensive1.74×
SkewBullish-1.71 pp
Implied moveBearish±$1.96
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.4550.1%15.6%
25Δ45.9537.0%9.7%39.9037.1%7.6%
30Δ44.7730.8%7.1%40.7731.9%5.7%
35Δ43.9826.9%5.4%41.3928.3%4.4%
40Δ43.4824.0%4.3%41.9325.2%3.3%
45Δ42.9921.1%3.2%42.2823.1%2.6%
50Δ42.7020.0%2.8%42.6121.2%2.0%
55Δ42.4118.9%2.3%42.9319.3%1.5%
60Δ42.1317.8%1.9%43.1918.3%1.1%
65Δ41.8217.5%1.5%43.4417.5%0.9%
70Δ41.5017.7%1.3%43.6816.7%0.6%
75Δ41.1817.9%1.1%43.9215.9%0.4%
80Δ40.7618.5%0.9%44.6018.7%0.2%

20Δ

Calls
Pseudo strike
48.45
IV
50.1%
B/E move
15.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
45.95
IV
37.0%
B/E move
9.7%
Puts
Pseudo strike
39.90
IV
37.1%
B/E move
7.6%

30Δ

Calls
Pseudo strike
44.77
IV
30.8%
B/E move
7.1%
Puts
Pseudo strike
40.77
IV
31.9%
B/E move
5.7%

35Δ

Calls
Pseudo strike
43.98
IV
26.9%
B/E move
5.4%
Puts
Pseudo strike
41.39
IV
28.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
43.48
IV
24.0%
B/E move
4.3%
Puts
Pseudo strike
41.93
IV
25.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
42.99
IV
21.1%
B/E move
3.2%
Puts
Pseudo strike
42.28
IV
23.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
42.70
IV
20.0%
B/E move
2.8%
Puts
Pseudo strike
42.61
IV
21.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
42.41
IV
18.9%
B/E move
2.3%
Puts
Pseudo strike
42.93
IV
19.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
42.13
IV
17.8%
B/E move
1.9%
Puts
Pseudo strike
43.19
IV
18.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
41.82
IV
17.5%
B/E move
1.5%
Puts
Pseudo strike
43.44
IV
17.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
41.50
IV
17.7%
B/E move
1.3%
Puts
Pseudo strike
43.68
IV
16.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
41.18
IV
17.9%
B/E move
1.1%
Puts
Pseudo strike
43.92
IV
15.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
40.76
IV
18.5%
B/E move
0.9%
Puts
Pseudo strike
44.60
IV
18.7%
B/E move
0.2%

Options history

DISV18.6918.7518.822026-10-20: 18.71%2026-10-21: 18.80%Oct 20Oct 21
Table
DateIV
18.71%
18.80%