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Davis Select U.S. Equity ETF DUSA

i

Market dataready · fetched 2026-10-24T15:16:51.813Z

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 · 2026-10-24T00:00:02.31552541Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:16:52.074009+00:00

Share price$56.76
1D-0.2%
AH$56.64$56.73$56.83$56.92$57.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDUSA
Sold putSold callAH

Davis Select U.S. Equity ETF options

Live interpolated DUSA call and put midpoint premiums by absolute delta.Davis Select U.S. Equity ETF$0.63$1.26$1.88$2.51$3.13$52.64$54.73$56.83$58.93$61.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DUSA spot · $56.76DUSA PRICE$0.70$0.70$0.74$0.82$0.92$1.01$1.09$1.22$1.35$1.48$1.87$2.29$2.95$0.78$0.83$0.87$0.93$1.00$1.06$1.13$1.22$1.31$1.40$1.54$1.89$2.23
PutsExpensive2.22×
CallsExpensive1.91×
SkewBullish-0.95 pp
Implied moveBalanced±$2.22
TiltBullish2.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.2742.7%12.7%52.0142.4%9.7%
25Δ60.6331.7%8.0%53.6634.5%6.9%
30Δ59.2826.0%5.7%54.8328.4%4.9%
35Δ58.5323.4%4.6%55.5724.8%3.7%
40Δ57.9221.5%3.7%56.1622.0%2.8%
45Δ57.4719.9%3.0%56.5919.8%2.2%
50Δ57.0318.3%2.4%57.0117.7%1.5%
55Δ56.6917.5%2.0%57.2716.6%1.2%
60Δ56.3716.7%1.7%57.5315.4%0.9%
65Δ56.0416.0%1.3%57.7914.3%0.7%
70Δ55.5617.2%1.2%58.0813.5%0.4%
75Δ55.0718.7%1.1%58.5014.0%0.3%
80Δ54.3320.8%0.9%58.9114.5%0.1%

20Δ

Calls
Pseudo strike
63.27
IV
42.7%
B/E move
12.7%
Puts
Pseudo strike
52.01
IV
42.4%
B/E move
9.7%

25Δ

Calls
Pseudo strike
60.63
IV
31.7%
B/E move
8.0%
Puts
Pseudo strike
53.66
IV
34.5%
B/E move
6.9%

30Δ

Calls
Pseudo strike
59.28
IV
26.0%
B/E move
5.7%
Puts
Pseudo strike
54.83
IV
28.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
58.53
IV
23.4%
B/E move
4.6%
Puts
Pseudo strike
55.57
IV
24.8%
B/E move
3.7%

40Δ

Calls
Pseudo strike
57.92
IV
21.5%
B/E move
3.7%
Puts
Pseudo strike
56.16
IV
22.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
57.47
IV
19.9%
B/E move
3.0%
Puts
Pseudo strike
56.59
IV
19.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
57.03
IV
18.3%
B/E move
2.4%
Puts
Pseudo strike
57.01
IV
17.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
56.69
IV
17.5%
B/E move
2.0%
Puts
Pseudo strike
57.27
IV
16.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
56.37
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
57.53
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
56.04
IV
16.0%
B/E move
1.3%
Puts
Pseudo strike
57.79
IV
14.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
55.56
IV
17.2%
B/E move
1.2%
Puts
Pseudo strike
58.08
IV
13.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
55.07
IV
18.7%
B/E move
1.1%
Puts
Pseudo strike
58.50
IV
14.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
54.33
IV
20.8%
B/E move
0.9%
Puts
Pseudo strike
58.91
IV
14.5%
B/E move
0.1%

Options history

DUSA19.9536.0652.172026-10-20: 24.67%2026-10-21: 49.95%2026-10-22: 22.17%Oct 20Oct 22
Table
DateIV
24.67%
49.95%
22.17%