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Dimensional US Large Cap Value ETF DFLV

i

Market dataready · fetched 2026-11-04T04:47:07.966Z

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 · 2026-11-04T01:00:00.184504442Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:47:06.900201+00:00

Share price$41.71
1D-0.2%
AH$41.63$41.70$41.77$41.84$41.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFLV
Sold putSold callAH

Dimensional US Large Cap Value ETF options

Live interpolated DFLV call and put midpoint premiums by absolute delta.Dimensional US Large Cap Value ETF$0.46$0.90$1.34$1.77$2.21$40.69$41.19$41.69$42.19$42.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ 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 DFLV spot · $41.71DFLV PRICE$0.60$0.61$0.65$0.72$0.79$0.87$0.97$1.06$1.16$1.40$1.74$2.08$0.51$0.66$0.68$0.73$0.78$0.84$0.89
Puts——
Calls——
Skew——
Implied moveBalanced±$1.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7145.6%8.4%
25Δ44.9947.4%9.3%39.2247.2%7.5%
30Δ43.7837.8%6.4%40.1338.9%5.4%
35Δ43.0232.1%4.7%40.7233.8%4.1%
40Δ42.6129.6%3.9%41.1729.9%3.2%
45Δ42.2127.2%3.1%41.4927.2%2.5%
50Δ41.8825.3%2.5%41.8124.6%1.9%
55Δ41.6224.0%2.1%
60Δ41.3622.7%1.7%
65Δ41.1121.4%1.3%
70Δ40.7721.9%1.1%
75Δ40.3723.7%0.9%
80Δ39.9625.3%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.71
IV
45.6%
B/E move
8.4%

25Δ

Calls
Pseudo strike
44.99
IV
47.4%
B/E move
9.3%
Puts
Pseudo strike
39.22
IV
47.2%
B/E move
7.5%

30Δ

Calls
Pseudo strike
43.78
IV
37.8%
B/E move
6.4%
Puts
Pseudo strike
40.13
IV
38.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
43.02
IV
32.1%
B/E move
4.7%
Puts
Pseudo strike
40.72
IV
33.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
42.61
IV
29.6%
B/E move
3.9%
Puts
Pseudo strike
41.17
IV
29.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
42.21
IV
27.2%
B/E move
3.1%
Puts
Pseudo strike
41.49
IV
27.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
41.88
IV
25.3%
B/E move
2.5%
Puts
Pseudo strike
41.81
IV
24.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
41.62
IV
24.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
41.36
IV
22.7%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
41.11
IV
21.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
40.77
IV
21.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
40.37
IV
23.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
39.96
IV
25.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.72%
Daily EOD
DFLV16.3%18.1%20.0%2026-10-19: 17.21%2026-10-20: 16.57%2026-10-21: 16.82%2026-10-22: 17.36%2026-10-23: 19.08%2026-10-26: 19.27%2026-10-27: 19.38%2026-10-28: 19.07%2026-10-29: 19.23%2026-10-30: 19.72%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.21%
16.57%
16.82%
17.36%
19.08%
19.27%
19.38%
19.07%
19.23%
19.72%