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Dimensional U.S. Equity Market ETF DFUS

i

Market dataready · fetched 2026-11-03T21:54:49.305Z

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 · 2026-11-03T21:10:00.002638752Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T21:54:47.264312+00:00

Share price$82.30
1D+0.2%
AH$82.08$82.22$82.36$82.50$82.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFUS
Sold putSold callAH

Dimensional U.S. Equity Market ETF options

Live interpolated DFUS call and put midpoint premiums by absolute delta.Dimensional U.S. Equity Market ETF$0.26$1.28$2.30$3.32$4.34$78.42$80.42$82.42$84.42$86.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DFUS spot · $82.30DFUS PRICE$0.38$0.38$0.47$0.61$0.75$0.96$1.24$1.51$1.95$2.42$2.99$3.56$4.04$0.46$0.58$0.72$0.85$0.97$1.10$1.23$1.37$1.52$1.67$3.82
Puts——
CallsExpensive1.17×
Skew——
Implied moveBullish±$2.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.5419.5%4.4%79.2222.5%4.3%
25Δ84.3114.6%2.9%80.0121.3%3.5%
30Δ83.7813.7%2.4%80.5920.8%3.0%
35Δ83.4714.3%2.2%
40Δ83.1614.9%2.0%
45Δ82.8215.8%1.8%82.1713.7%1.2%
50Δ82.4517.2%1.7%82.4613.3%1.0%
55Δ82.0818.6%1.6%82.7612.9%0.8%
60Δ81.5620.6%1.5%83.0512.6%0.6%
65Δ81.0022.8%1.4%83.3012.1%0.5%
70Δ80.2823.8%1.2%83.5611.6%0.3%
75Δ79.5624.8%1.0%83.8111.1%0.2%
80Δ78.9224.9%0.8%85.8920.9%0.3%

20Δ

Calls
Pseudo strike
85.54
IV
19.5%
B/E move
4.4%
Puts
Pseudo strike
79.22
IV
22.5%
B/E move
4.3%

25Δ

Calls
Pseudo strike
84.31
IV
14.6%
B/E move
2.9%
Puts
Pseudo strike
80.01
IV
21.3%
B/E move
3.5%

30Δ

Calls
Pseudo strike
83.78
IV
13.7%
B/E move
2.4%
Puts
Pseudo strike
80.59
IV
20.8%
B/E move
3.0%

35Δ

Calls
Pseudo strike
83.47
IV
14.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
83.16
IV
14.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
82.82
IV
15.8%
B/E move
1.8%
Puts
Pseudo strike
82.17
IV
13.7%
B/E move
1.2%

50Δ

Calls
Pseudo strike
82.45
IV
17.2%
B/E move
1.7%
Puts
Pseudo strike
82.46
IV
13.3%
B/E move
1.0%

55Δ

Calls
Pseudo strike
82.08
IV
18.6%
B/E move
1.6%
Puts
Pseudo strike
82.76
IV
12.9%
B/E move
0.8%

60Δ

Calls
Pseudo strike
81.56
IV
20.6%
B/E move
1.5%
Puts
Pseudo strike
83.05
IV
12.6%
B/E move
0.6%

65Δ

Calls
Pseudo strike
81.00
IV
22.8%
B/E move
1.4%
Puts
Pseudo strike
83.30
IV
12.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
80.28
IV
23.8%
B/E move
1.2%
Puts
Pseudo strike
83.56
IV
11.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
79.56
IV
24.8%
B/E move
1.0%
Puts
Pseudo strike
83.81
IV
11.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
78.92
IV
24.9%
B/E move
0.8%
Puts
Pseudo strike
85.89
IV
20.9%
B/E move
0.3%

Options history

IV · four-Friday blend15.45%
Daily EOD
DFUS12.7%14.2%15.7%2026-10-19: 14.83%2026-10-20: 14.36%2026-10-21: 14.48%2026-10-22: 14.98%2026-10-23: 13.75%2026-10-26: 14.22%2026-10-27: 14.86%2026-10-28: 13.81%2026-10-29: 12.89%2026-10-30: 15.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.83%
14.36%
14.48%
14.98%
13.75%
14.22%
14.86%
13.81%
12.89%
15.45%