Dimensional US Core Equity Market DFAU 53.29 0.74 1.41%
DFAU Historical Options Analysis
Explore DFAU (Dimensional US Core Equity Market) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
DFAU / Comparative study
3 signals / 507 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.54
7.06
Mean
14.75
Window
-49.2%
ATM IV
z -0.87
0.23
Mean
0.56
Window
-58.7%
IV Percentile
z -1.08
12.85
Mean
46.21
Window
-75.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.89 | 0.71 |
| ATM IV | 0.89 | 1.00 | 0.78 |
| IV Percent... | 0.71 | 0.78 | 1.00 |
Source observations
Data inspector
1-50 of 507
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 53.29 | 7.06 | 0.23 | 12.85 |
| 2026-09-18 | 52.55 | 6.16 | 0.2 | 8.33 |
| 2026-09-17 | 52.57 | -- | -- | -- |
| 2026-09-16 | 52.03 | -- | -- | -- |
| 2026-09-15 | 52.28 | -- | -- | -- |
| 2026-09-14 | 52.54 | -- | -- | -- |
| 2026-09-11 | 52.78 | -- | -- | -- |
| 2026-09-10 | 52.37 | -- | -- | -- |
| 2026-09-09 | 52.65 | -- | -- | -- |
| 2026-09-08 | 52.96 | -- | -- | -- |
| 2026-09-07 | 53.28 | -- | -- | -- |
| 2026-09-04 | 53.28 | -- | -- | -- |
| 2026-09-03 | 53.44 | -- | -- | -- |
| 2026-09-02 | 52.91 | -- | -- | -- |
| 2026-09-01 | 52.6 | -- | -- | -- |
| 2026-08-31 | 52.96 | -- | -- | -- |
| 2026-08-28 | 53.16 | -- | -- | -- |
| 2026-08-27 | 53.31 | -- | -- | -- |
| 2026-08-26 | 53.05 | -- | -- | -- |
| 2026-08-25 | 53.01 | -- | -- | -- |
| 2026-08-24 | 52.89 | -- | -- | -- |
| 2026-08-21 | 53.06 | -- | -- | -- |
| 2026-08-20 | 52.83 | 55.34 | 1.8 | 97.99 |
| 2026-08-19 | 53.29 | 48.97 | 1.6 | 97.49 |
| 2026-08-18 | 53.15 | -- | -- | -- |
| 2026-08-17 | 53.56 | 37.61 | 1.23 | 95.98 |
| 2026-08-14 | 53.81 | 19.97 | 0.65 | 70 |
| 2026-08-13 | 53.85 | -- | -- | -- |
| 2026-08-12 | 53.53 | 17.61 | 0.57 | 62.69 |
| 2026-08-11 | 53.39 | 23.89 | 0.78 | 89.55 |
| 2026-08-10 | 53.51 | 18.37 | 0.6 | 64.5 |
| 2026-08-07 | 53.53 | 0 | 0.00101 | 0 |
| 2026-08-06 | 53.19 | 18.86 | 0.62 | 67.16 |
| 2026-08-05 | 53.27 | 20.68 | 0.67 | 71.64 |
| 2026-08-04 | 53.39 | -- | -- | -- |
| 2026-08-03 | 52.46 | -- | -- | -- |
| 2026-07-31 | 51.78 | -- | -- | -- |
| 2026-07-30 | 51.5 | -- | -- | -- |
| 2026-07-29 | 50.67 | 16.31 | 0.53 | 61.95 |
| 2026-07-28 | 51.44 | 0.01 | 0.00129 | 0.49 |
| 2026-07-27 | 51.29 | 13.51 | 0.44 | 53.43 |
| 2026-07-24 | 51.25 | 11.79 | 0.39 | 39.51 |
| 2026-07-23 | 51.18 | 10.98 | 0.36 | 37.56 |
| 2026-07-22 | 51.78 | 8.56 | 0.28 | 22.93 |
| 2026-07-21 | 51.8 | 9.54 | 0.31 | 31.71 |
| 2026-07-20 | 51.37 | 13.33 | 0.44 | 50 |
| 2026-07-17 | 51.51 | 9.29 | 0.3 | 29.76 |
| 2026-07-16 | 51.99 | 11.63 | 0.38 | 36.1 |
| 2026-07-15 | 52.15 | 7.51 | 0.25 | 13.17 |
| 2026-07-14 | 51.97 | 9.97 | 0.33 | 31.71 |