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Davis Select U.S. Equity ETF DUSA

i

Market dataready · fetched 2026-11-07T02:17:01.639Z

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 · 2026-11-07T01:00:02.298630621Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T02:17:01.287198+00:00

Share price$56.45
1D+0.8%
AH$55.92$56.13$56.33$56.53$56.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDUSA
Sold putSold callAH

Davis Select U.S. Equity ETF options

Live interpolated DUSA call and put midpoint premiums by absolute delta.Davis Select U.S. Equity ETF$0.75$1.24$1.73$2.22$2.72$54.62$56.09$57.55$59.02$60.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DUSA spot · $56.45DUSA PRICE$0.80$0.80$0.80$0.84$0.92$1.00$1.09$1.19$1.29$1.48$1.67$1.86$2.22$0.90$0.94$0.99$1.05$1.11$1.19$1.26$1.40$1.56$1.72$2.02$2.57
Puts——
CallsExpensive2.21×
Skew——
Implied moveBearish±$2.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.9469.6%14.7%
25Δ60.8151.5%9.1%53.0652.4%7.6%
30Δ59.0839.9%6.1%54.2743.3%5.5%
35Δ58.1433.9%4.5%55.1336.9%4.1%
40Δ57.5530.6%3.6%55.7232.6%3.1%
45Δ57.0127.7%2.8%56.1929.2%2.4%
50Δ56.6625.9%2.3%56.5626.6%1.9%
55Δ56.3224.1%1.9%56.9224.0%1.4%
60Δ55.9822.4%1.4%57.2322.8%1.1%
65Δ55.6622.0%1.2%57.5221.9%0.9%
70Δ55.3521.5%1.0%57.8121.0%0.6%
75Δ55.0321.0%0.8%58.2221.2%0.4%
80Δ54.5921.3%0.6%58.8323.2%0.3%

20Δ

Calls
Pseudo strike
63.94
IV
69.6%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
60.81
IV
51.5%
B/E move
9.1%
Puts
Pseudo strike
53.06
IV
52.4%
B/E move
7.6%

30Δ

Calls
Pseudo strike
59.08
IV
39.9%
B/E move
6.1%
Puts
Pseudo strike
54.27
IV
43.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
58.14
IV
33.9%
B/E move
4.5%
Puts
Pseudo strike
55.13
IV
36.9%
B/E move
4.1%

40Δ

Calls
Pseudo strike
57.55
IV
30.6%
B/E move
3.6%
Puts
Pseudo strike
55.72
IV
32.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
57.01
IV
27.7%
B/E move
2.8%
Puts
Pseudo strike
56.19
IV
29.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
56.66
IV
25.9%
B/E move
2.3%
Puts
Pseudo strike
56.56
IV
26.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
56.32
IV
24.1%
B/E move
1.9%
Puts
Pseudo strike
56.92
IV
24.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
55.98
IV
22.4%
B/E move
1.4%
Puts
Pseudo strike
57.23
IV
22.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
55.66
IV
22.0%
B/E move
1.2%
Puts
Pseudo strike
57.52
IV
21.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
55.35
IV
21.5%
B/E move
1.0%
Puts
Pseudo strike
57.81
IV
21.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
55.03
IV
21.0%
B/E move
0.8%
Puts
Pseudo strike
58.22
IV
21.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
54.59
IV
21.3%
B/E move
0.6%
Puts
Pseudo strike
58.83
IV
23.2%
B/E move
0.3%

Options history

IV · four-Friday blend17.22%
Daily EOD
DUSA14.6%33.6%52.6%2026-10-19: 44.52%2026-10-20: 24.67%2026-10-21: 49.95%2026-10-22: 22.17%2026-10-23: 44.11%2026-10-26: 45.61%2026-10-27: 20.27%2026-10-28: 19.89%2026-10-29: 20.09%2026-10-30: 17.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.52%
24.67%
49.95%
22.17%
44.11%
45.61%
20.27%
19.89%
20.09%
17.22%