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Davis Select U.S. Equity ETF DUSA

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Market datapartial · fetched 2026-10-22T23:11:38.531Z

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 · 2026-10-22T22:30:02.331887174Z

FundamentalsAlpha Vantage · unavailable

Share price$57.12
1D+0.1%
AH$56.77$56.87$56.96$57.05$57.155:30 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$0.62$1.35$2.08$2.81$3.54$52.71$54.84$56.97$59.11$61.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DUSA spot · $57.12DUSA PRICE$0.70$0.70$0.74$0.80$0.88$0.97$1.06$1.16$1.32$1.49$1.67$1.97$2.32$0.77$0.83$0.89$0.97$1.04$1.10$1.19$1.28$1.37$1.70$2.05$2.56$3.33
PutsExpensive2.24×
CallsExpensive1.75×
SkewBearish+1.82 pp
Implied moveBearish±$2.26
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.6441.2%12.6%52.3940.7%9.6%
25Δ60.9730.5%8.0%54.0733.0%6.8%
30Δ59.6825.3%5.8%55.1628.0%5.0%
35Δ58.8421.9%4.4%55.9424.7%3.8%
40Δ58.2720.0%3.6%56.4922.1%2.9%
45Δ57.8118.5%2.9%57.0119.6%2.1%
50Δ57.4417.2%2.4%57.3318.2%1.7%
55Δ57.0716.0%1.9%57.6616.8%1.3%
60Δ56.7415.5%1.6%57.9815.4%0.9%
65Δ56.4215.2%1.4%58.4116.1%0.7%
70Δ56.1014.9%1.1%58.8517.0%0.6%
75Δ55.7015.0%1.0%59.4418.2%0.4%
80Δ55.2615.4%0.8%60.2820.6%0.3%

20Δ

Calls
Pseudo strike
63.64
IV
41.2%
B/E move
12.6%
Puts
Pseudo strike
52.39
IV
40.7%
B/E move
9.6%

25Δ

Calls
Pseudo strike
60.97
IV
30.5%
B/E move
8.0%
Puts
Pseudo strike
54.07
IV
33.0%
B/E move
6.8%

30Δ

Calls
Pseudo strike
59.68
IV
25.3%
B/E move
5.8%
Puts
Pseudo strike
55.16
IV
28.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
58.84
IV
21.9%
B/E move
4.4%
Puts
Pseudo strike
55.94
IV
24.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
58.27
IV
20.0%
B/E move
3.6%
Puts
Pseudo strike
56.49
IV
22.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
57.81
IV
18.5%
B/E move
2.9%
Puts
Pseudo strike
57.01
IV
19.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
57.44
IV
17.2%
B/E move
2.4%
Puts
Pseudo strike
57.33
IV
18.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
57.07
IV
16.0%
B/E move
1.9%
Puts
Pseudo strike
57.66
IV
16.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
56.74
IV
15.5%
B/E move
1.6%
Puts
Pseudo strike
57.98
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
56.42
IV
15.2%
B/E move
1.4%
Puts
Pseudo strike
58.41
IV
16.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
56.10
IV
14.9%
B/E move
1.1%
Puts
Pseudo strike
58.85
IV
17.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
55.70
IV
15.0%
B/E move
1.0%
Puts
Pseudo strike
59.44
IV
18.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
55.26
IV
15.4%
B/E move
0.8%
Puts
Pseudo strike
60.28
IV
20.6%
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%