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iShares U.S. Equity Factor Rotation Active ETF DYNF

i

Market dataready · fetched 2026-10-24T04:25:33.238Z

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 · 2026-10-24T00:00:00.147642324Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:25:32.930474+00:00

Share price$67.98
1D+0.0%
AH$67.87$67.98$68.10$68.22$68.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDYNF
Sold putSold callAH

iShares U.S. Equity Factor Rotation Active ETF options

Live interpolated DYNF call and put midpoint premiums by absolute delta.iShares U.S. Equity Factor Rotation Active ETF$0.39$1.32$2.24$3.17$4.10$63.97$66.04$68.10$70.17$72.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DYNF spot · $67.98DYNF PRICE$0.49$0.54$0.62$0.70$0.78$0.98$1.17$1.40$1.67$1.94$2.54$3.16$3.83$0.61$0.68$0.75$0.82$0.92$1.02$1.16$1.32$1.48$1.69$1.92$2.15$2.54
PutsExpensive1.14×
CallsExpensive1.28×
SkewBullish-1.31 pp
Implied moveBalanced±$2.33
TiltBullish7.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.4424.5%7.3%64.1128.0%6.6%
25Δ70.8919.8%5.1%65.3923.7%4.8%
30Δ70.0817.8%4.0%66.2820.7%3.6%
35Δ69.5216.3%3.3%66.9918.2%2.7%
40Δ68.9915.0%2.6%67.4317.0%2.2%
45Δ68.6115.5%2.4%67.8615.8%1.7%
50Δ68.2416.1%2.1%68.2315.2%1.3%
55Δ67.8516.6%1.9%68.5714.8%1.1%
60Δ67.4317.0%1.7%68.9114.5%0.8%
65Δ67.0217.5%1.4%69.2614.2%0.6%
70Δ66.3419.8%1.3%69.6113.9%0.4%
75Δ65.6221.6%1.2%69.9613.7%0.2%
80Δ64.8222.8%1.0%70.4413.7%0.1%

20Δ

Calls
Pseudo strike
72.44
IV
24.5%
B/E move
7.3%
Puts
Pseudo strike
64.11
IV
28.0%
B/E move
6.6%

25Δ

Calls
Pseudo strike
70.89
IV
19.8%
B/E move
5.1%
Puts
Pseudo strike
65.39
IV
23.7%
B/E move
4.8%

30Δ

Calls
Pseudo strike
70.08
IV
17.8%
B/E move
4.0%
Puts
Pseudo strike
66.28
IV
20.7%
B/E move
3.6%

35Δ

Calls
Pseudo strike
69.52
IV
16.3%
B/E move
3.3%
Puts
Pseudo strike
66.99
IV
18.2%
B/E move
2.7%

40Δ

Calls
Pseudo strike
68.99
IV
15.0%
B/E move
2.6%
Puts
Pseudo strike
67.43
IV
17.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
68.61
IV
15.5%
B/E move
2.4%
Puts
Pseudo strike
67.86
IV
15.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
68.24
IV
16.1%
B/E move
2.1%
Puts
Pseudo strike
68.23
IV
15.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
67.85
IV
16.6%
B/E move
1.9%
Puts
Pseudo strike
68.57
IV
14.8%
B/E move
1.1%

60Δ

Calls
Pseudo strike
67.43
IV
17.0%
B/E move
1.7%
Puts
Pseudo strike
68.91
IV
14.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
67.02
IV
17.5%
B/E move
1.4%
Puts
Pseudo strike
69.26
IV
14.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
66.34
IV
19.8%
B/E move
1.3%
Puts
Pseudo strike
69.61
IV
13.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
65.62
IV
21.6%
B/E move
1.2%
Puts
Pseudo strike
69.96
IV
13.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
64.82
IV
22.8%
B/E move
1.0%
Puts
Pseudo strike
70.44
IV
13.7%
B/E move
0.1%

Options history

DYNF14.0414.7915.532026-10-20: 14.53%2026-10-21: 14.14%2026-10-22: 15.43%Oct 20Oct 22
Table
DateIV
14.53%
14.14%
15.43%