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Dimensional International Small Cap ETF DFIS

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Market dataready · fetched 2026-11-04T01:11:09.353Z

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 · 2026-11-04T01:00:02.172415244Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T01:11:08.280682+00:00

Share price$35.60
1D-0.3%
AH$35.53$35.60$35.67$35.74$35.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFIS
Sold putSold callAH

Dimensional International Small Cap ETF options

Live interpolated DFIS call and put midpoint premiums by absolute delta.Dimensional International Small Cap ETF$0.39$0.77$1.15$1.54$1.92$34.06$35.14$36.23$37.31$38.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 DFIS spot · $35.60DFIS PRICE$0.55$0.55$0.43$0.52$0.61$0.70$0.77$0.85$0.92$0.99$1.19$1.50$1.81$0.55$0.58$0.61$0.65$0.69$0.73$0.77$0.81
Puts——
CallsExpensive2.51×
Skew——
Implied moveBalanced±$1.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.8769.1%16.4%32.2061.3%11.1%
25Δ38.6851.2%10.2%33.3849.1%7.9%
30Δ36.9930.3%5.1%34.1840.7%5.7%
35Δ36.6629.5%4.4%34.7035.3%4.4%
40Δ36.3428.7%3.8%35.1131.0%3.3%
45Δ36.0127.9%3.1%35.3728.1%2.7%
50Δ35.7826.3%2.7%35.6325.3%2.1%
55Δ35.5524.8%2.2%35.8922.4%1.4%
60Δ35.3323.2%1.8%
65Δ35.1021.6%1.4%
70Δ34.8022.0%1.1%
75Δ34.4423.8%1.0%
80Δ34.0825.6%0.8%

20Δ

Calls
Pseudo strike
40.87
IV
69.1%
B/E move
16.4%
Puts
Pseudo strike
32.20
IV
61.3%
B/E move
11.1%

25Δ

Calls
Pseudo strike
38.68
IV
51.2%
B/E move
10.2%
Puts
Pseudo strike
33.38
IV
49.1%
B/E move
7.9%

30Δ

Calls
Pseudo strike
36.99
IV
30.3%
B/E move
5.1%
Puts
Pseudo strike
34.18
IV
40.7%
B/E move
5.7%

35Δ

Calls
Pseudo strike
36.66
IV
29.5%
B/E move
4.4%
Puts
Pseudo strike
34.70
IV
35.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
36.34
IV
28.7%
B/E move
3.8%
Puts
Pseudo strike
35.11
IV
31.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
36.01
IV
27.9%
B/E move
3.1%
Puts
Pseudo strike
35.37
IV
28.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
35.78
IV
26.3%
B/E move
2.7%
Puts
Pseudo strike
35.63
IV
25.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
35.55
IV
24.8%
B/E move
2.2%
Puts
Pseudo strike
35.89
IV
22.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
35.33
IV
23.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.10
IV
21.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.80
IV
22.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
34.44
IV
23.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.08
IV
25.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.30%
Daily EOD
DFIS19.0%19.8%20.7%2026-10-19: 19.86%2026-10-20: 19.56%2026-10-21: 19.69%2026-10-22: 19.88%2026-10-23: 19.76%2026-10-26: 20.44%2026-10-27: 20.59%2026-10-28: 19.10%2026-10-29: 19.94%2026-10-30: 20.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.86%
19.56%
19.69%
19.88%
19.76%
20.44%
20.59%
19.10%
19.94%
20.30%