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U.S. Targeted Value Portfolio ETF Class Shares DFAT

i

Market dataready · fetched 2026-11-03T14:42:07.553Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T14:41:14.731149563Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:42:05.721661+00:00

Share price$70.51
1D-2.7%
$70.35$70.92$71.48$72.04$72.615:30 AM6:30 AM9:00 AM1:00 PMDFAT
Sold putSold call

U.S. Targeted Value Portfolio ETF Class Shares options

Live interpolated DFAT call and put midpoint premiums by absolute delta.U.S. Targeted Value Portfolio ETF Class Shares$0.26$1.37$2.48$3.58$4.69$65.98$68.18$70.39$72.59$74.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFAT spot · $70.51DFAT PRICE$0.38$0.45$0.52$0.61$0.70$0.80$1.15$1.50$1.77$1.90$2.02$2.29$2.80$0.43$0.54$0.66$0.91$1.17$1.33$1.40$1.51$1.72$1.93$2.18$2.44$4.37
PutsCheap0.94×
CallsCheap0.86×
SkewBearish+3.34 pp
Implied moveBearish±$2.55
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.8223.1%5.2%67.5824.9%4.8%
25Δ72.8420.1%3.9%68.3423.3%3.8%
30Δ72.2318.3%3.2%68.9522.4%3.2%
35Δ71.7717.2%2.6%69.3823.8%2.9%
40Δ71.3916.4%2.2%69.7925.6%2.7%
45Δ71.0115.7%1.8%70.2225.2%2.3%
50Δ70.6318.4%1.8%70.6722.6%1.8%
55Δ70.2521.1%1.7%71.1020.6%1.3%
60Δ69.8822.3%1.6%71.4920.2%1.1%
65Δ69.5520.8%1.3%71.8719.7%0.8%
70Δ69.2119.2%1.0%72.2619.2%0.6%
75Δ68.7718.7%0.8%72.6618.7%0.4%
80Δ68.1819.8%0.7%74.5528.4%0.5%

20Δ

Calls
Pseudo strike
73.82
IV
23.1%
B/E move
5.2%
Puts
Pseudo strike
67.58
IV
24.9%
B/E move
4.8%

25Δ

Calls
Pseudo strike
72.84
IV
20.1%
B/E move
3.9%
Puts
Pseudo strike
68.34
IV
23.3%
B/E move
3.8%

30Δ

Calls
Pseudo strike
72.23
IV
18.3%
B/E move
3.2%
Puts
Pseudo strike
68.95
IV
22.4%
B/E move
3.2%

35Δ

Calls
Pseudo strike
71.77
IV
17.2%
B/E move
2.6%
Puts
Pseudo strike
69.38
IV
23.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
71.39
IV
16.4%
B/E move
2.2%
Puts
Pseudo strike
69.79
IV
25.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
71.01
IV
15.7%
B/E move
1.8%
Puts
Pseudo strike
70.22
IV
25.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
70.63
IV
18.4%
B/E move
1.8%
Puts
Pseudo strike
70.67
IV
22.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
70.25
IV
21.1%
B/E move
1.7%
Puts
Pseudo strike
71.10
IV
20.6%
B/E move
1.3%

60Δ

Calls
Pseudo strike
69.88
IV
22.3%
B/E move
1.6%
Puts
Pseudo strike
71.49
IV
20.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
69.55
IV
20.8%
B/E move
1.3%
Puts
Pseudo strike
71.87
IV
19.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
69.21
IV
19.2%
B/E move
1.0%
Puts
Pseudo strike
72.26
IV
19.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
68.77
IV
18.7%
B/E move
0.8%
Puts
Pseudo strike
72.66
IV
18.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
68.18
IV
19.8%
B/E move
0.7%
Puts
Pseudo strike
74.55
IV
28.4%
B/E move
0.5%

Options history

IV · four-Friday blend18.75%
Daily EOD
DFAT17.7%18.8%19.9%2026-10-19: 19.00%2026-10-20: 18.77%2026-10-21: 19.00%2026-10-22: 19.09%2026-10-23: 18.56%2026-10-26: 19.43%2026-10-27: 19.75%2026-10-28: 17.83%2026-10-29: 18.86%2026-10-30: 18.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.00%
18.77%
19.00%
19.09%
18.56%
19.43%
19.75%
17.83%
18.86%
18.75%