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Dimensional World ex U.S. Core Equity 2 ETF DFAX

i

Market dataready · fetched 2026-11-04T00:48:07.028Z

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 · 2026-11-03T23:30:00.002760963Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:48:06.561128+00:00

Share price$35.71
1D-0.3%
AH$35.64$35.71$35.78$35.85$35.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFAX
Sold putSold callAH

Dimensional World ex U.S. Core Equity 2 ETF options

Live interpolated DFAX call and put midpoint premiums by absolute delta.Dimensional World ex U.S. Core Equity 2 ETF$0.53$0.91$1.28$1.66$2.03$34.04$35.23$36.41$37.60$38.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DFAX spot · $35.71DFAX PRICE$0.57$0.57$0.59$0.63$0.69$0.75$0.82$0.90$0.98$1.06$1.20$1.56$1.92$0.57$0.60$0.64$0.67$0.70$0.75$0.79
Puts——
CallsExpensive2.72×
Skew——
Implied moveBalanced±$1.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.2872.2%17.2%32.2063.2%11.4%
25Δ38.9253.3%10.6%33.4549.9%8.0%
30Δ37.7342.6%7.3%34.2342.1%5.9%
35Δ36.9936.2%5.3%34.8135.7%4.4%
40Δ36.5933.1%4.4%35.2031.6%3.4%
45Δ36.1930.1%3.4%35.4928.6%2.7%
50Δ35.8827.8%2.8%35.7825.5%2.0%
55Δ35.6526.2%2.3%
60Δ35.4124.7%1.9%
65Δ35.1823.1%1.5%
70Δ34.9222.3%1.1%
75Δ34.5024.8%1.0%
80Δ34.0927.2%0.8%

20Δ

Calls
Pseudo strike
41.28
IV
72.2%
B/E move
17.2%
Puts
Pseudo strike
32.20
IV
63.2%
B/E move
11.4%

25Δ

Calls
Pseudo strike
38.92
IV
53.3%
B/E move
10.6%
Puts
Pseudo strike
33.45
IV
49.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
37.73
IV
42.6%
B/E move
7.3%
Puts
Pseudo strike
34.23
IV
42.1%
B/E move
5.9%

35Δ

Calls
Pseudo strike
36.99
IV
36.2%
B/E move
5.3%
Puts
Pseudo strike
34.81
IV
35.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
36.59
IV
33.1%
B/E move
4.4%
Puts
Pseudo strike
35.20
IV
31.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
36.19
IV
30.1%
B/E move
3.4%
Puts
Pseudo strike
35.49
IV
28.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
35.88
IV
27.8%
B/E move
2.8%
Puts
Pseudo strike
35.78
IV
25.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
35.65
IV
26.2%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
35.41
IV
24.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.18
IV
23.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.92
IV
22.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
34.50
IV
24.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.09
IV
27.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.92%
Daily EOD
DFAX20.0%20.6%21.3%2026-10-19: 20.44%2026-10-20: 20.36%2026-10-21: 20.07%2026-10-22: 21.05%2026-10-23: 21.18%2026-10-26: 21.10%2026-10-27: 21.01%2026-10-28: 20.74%2026-10-29: 21.00%2026-10-30: 20.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.44%
20.36%
20.07%
21.05%
21.18%
21.10%
21.01%
20.74%
21.00%
20.92%