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Davis Select U.S. Equity ETF DUSA

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Market datapartial · fetched 2026-10-22T18:25:30.357Z

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 · 2026-10-22T17:54:54.373720305Z

FundamentalsAlpha Vantage · unavailable

Share price$57.04
1D-0.0%
$56.77$56.85$56.93$57.01$57.095:30 AM6:30 AM9:00 AM1:00 PMDUSA
Sold putSold call

Davis Select U.S. Equity ETF options

Live interpolated DUSA call and put midpoint premiums by absolute delta.Davis Select U.S. Equity ETF$0.76$1.35$1.94$2.53$3.12$52.87$54.79$56.72$58.64$60.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DUSA spot · $57.04DUSA PRICE$1.02$1.17$1.31$1.45$1.60$1.78$2.15$2.52$0.83$0.88$0.96$1.03$1.09$1.33$1.60$1.87$2.14$2.41$2.68$2.95
PutsExpensive2.09×
CallsExpensive1.48×
SkewBearish+3.99 pp
Implied moveBearish±$2.49
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ54.0132.8%6.8%
30Δ55.1027.8%5.0%
35Δ55.8624.5%3.8%
40Δ56.4121.9%2.9%
45Δ57.7619.1%3.1%56.9219.4%2.1%
50Δ57.4018.5%2.7%57.3518.9%1.8%
55Δ57.0417.8%2.3%57.7718.7%1.5%
60Δ56.6817.1%1.9%58.1818.6%1.3%
65Δ56.3116.4%1.5%58.6018.4%1.0%
70Δ55.9415.9%1.2%59.0118.3%0.8%
75Δ55.4716.5%1.0%59.4318.2%0.5%
80Δ55.0017.1%0.9%59.8418.0%0.3%

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
54.01
IV
32.8%
B/E move
6.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.10
IV
27.8%
B/E move
5.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.86
IV
24.5%
B/E move
3.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.41
IV
21.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
57.76
IV
19.1%
B/E move
3.1%
Puts
Pseudo strike
56.92
IV
19.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
57.40
IV
18.5%
B/E move
2.7%
Puts
Pseudo strike
57.35
IV
18.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
57.04
IV
17.8%
B/E move
2.3%
Puts
Pseudo strike
57.77
IV
18.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
56.68
IV
17.1%
B/E move
1.9%
Puts
Pseudo strike
58.18
IV
18.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
56.31
IV
16.4%
B/E move
1.5%
Puts
Pseudo strike
58.60
IV
18.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
55.94
IV
15.9%
B/E move
1.2%
Puts
Pseudo strike
59.01
IV
18.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
55.47
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
59.43
IV
18.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
55.00
IV
17.1%
B/E move
0.9%
Puts
Pseudo strike
59.84
IV
18.0%
B/E move
0.3%

Options history

DUSA22.6537.3151.972026-10-20: 24.67%2026-10-21: 49.95%Oct 20Oct 21
Table
DateIV
24.67%
49.95%