Is DFSU options pricing rich or cheap right now?

As of May 29, 2026, Dimensional - US Sustainability Core 1 ETF (DFSU) ATM IV is 33.4% against 20-day realized volatility of 10.8%. IV rank is 10.6%. DFSU options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 22.6 vol points.

What is the DFSU variance risk premium?

The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. DFSU is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.

What does DFSU IV rank mean for strategy selection?

IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. DFSU's current rank of 10.6% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.

Dimensional - US Sustainability Core 1 ETF (DFSU) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

Dimensional - US Sustainability Core 1 ETF (DFSU) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $2.08B, listed on AMEX, carrying a beta of 1.07 to the broader market. The Portfolio is designed to purchase a broad and diverse group of securities of U. public since 2022-11-02.

Snapshot as of May 29, 2026.

Spot Price: $46.75
ATM IV: 33.4%
HV 20-Day: 10.8%
HV 60-Day: 16.6%
IV Rank: 10.6%
IV Percentile: 46.4%

As of May 29, 2026, Dimensional - US Sustainability Core 1 ETF (DFSU) ATM implied volatility is 33.4%. 20-day realized volatility is 10.8%, producing an IV-HV spread of +22.6 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 10.6%.

How DFSU iv/hv history Data Feeds Strategy Selection

Strategy selection on Dimensional - US Sustainability Core 1 ETF options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 33.4% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the DFSU IV vs HV chart

The dual-line chart above tracks ATM implied volatility (forward-looking, what the chain is pricing) against 20-day realized historical volatility (backward-looking, what actually happened). ATM IV currently prints at 33.4%, 10.6% IV rank, against 10.8% realized over the trailing 20 trading days. Implied is pricing above realized by 22.6 vol points, the typical variance-risk-premium positive state in which premium sellers earn the gap. Persistent IV-above-HV is the variance-risk-premium-positive state typical of equity markets; persistent IV-below-HV is rare and usually marks underpriced vol that often expands.

DFSU IV/HV regimes and trade selection

DFSU sits in the bottom quartile of its 1-year IV range. Low-IV-rank regimes favor premium-buying or long-vol structures - long calls/puts, debit spreads, calendar spreads, long straddles. The risk: low rank can persist for months while theta decay eats premium-buyers alive without a vol-expansion catalyst.

Using DFSU vol history alongside the term structure

The IV/HV gap on this page captures the level of premium; the term-structure slope on the volatility page captures its shape across expirations. Backwardation (negative slope -0.090) indicates acute near-term event risk - near-dated tenors price disproportionate vol. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.

DFSU IV/HV signal in volatility-cycle context

Equity-vol cycles tend to compress and expand on multi-month timeframes: a typical sequence runs low-IV-rank consolidation (months of flat tape, decaying premium) into a vol-expansion catalyst (earnings miss, macro shock, regime change) into elevated-IV-rank stress (premiums fat, dispersion high) back to mean-reverting compression. DFSU's current 10.6% IV rank places the ticker in the compression phase of that cycle. Compression phases are profitable for theta-harvesting structures but tend to end with abrupt vol-expansion regimes that hit short-vol books fast. The ratio of HV-20 (10.8%) to HV-60 (16.6%) gives a second cycle indicator: when 20-day exceeds 60-day, recent realization is running hotter than the trailing-quarter average - typically a sign that recent days have already started expanding vol regardless of where IV rank prints. Use the time series above to spot inflection points: meaningful IV/HV gap closures and openings tend to precede regime shifts by a few sessions.

Learn how implied vs realized volatility is reported and how to read the data →

Daily ATM implied volatility and 20-day realized (historical) volatility for DFSU over the last ~41 trading days. The IV-HV gap measures the variance risk premium - when IV trades persistently above realized HV, premium-sellers earn the spread; when IV dips below HV, vol is structurally underpriced.

Daily values from end-of-day option_ticker_snapshots. Series sparse on illiquid tickers reflects gaps in the upstream end-of-day options data feed.

Most recent 15 trading days (descending). Older history appears in the chart above.

Date	ATM IV	HV 20d	HV 60d	IV Rank
May 29, 2026	33.4%	10.8%	16.6%	10.6%
May 28, 2026	35.0%	11.4%	16.6%	13.1%
May 27, 2026	34.6%	11.6%	16.7%	12.5%
May 26, 2026	32.5%	12.0%	16.7%	9.2%
May 22, 2026	30.8%	11.8%	16.8%	6.6%
May 21, 2026	32.1%	11.9%	16.8%	8.6%
May 20, 2026	31.1%	12.1%	16.8%	7.1%
May 19, 2026	32.3%	11.5%	16.8%	8.9%
May 18, 2026	31.2%	11.4%	17.0%	7.2%
May 15, 2026	28.5%	11.4%	17.0%	3.0%
May 14, 2026	30.5%	11.8%	16.9%	6.1%
May 13, 2026	28.7%	11.6%	16.8%	3.3%
May 12, 2026	28.7%	11.7%	16.8%	3.3%
May 11, 2026	73.8%	12.4%	16.8%	73.2%
May 8, 2026	57.7%	12.3%	17.3%	48.3%

Frequently asked DFSU iv/hv history questions

Is DFSU options pricing rich or cheap right now?: As of May 29, 2026, Dimensional - US Sustainability Core 1 ETF (DFSU) ATM IV is 33.4% against 20-day realized volatility of 10.8%. IV rank is 10.6%. DFSU options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 22.6 vol points.
What is the DFSU variance risk premium?: The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. DFSU is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
What does DFSU IV rank mean for strategy selection?: IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. DFSU's current rank of 10.6% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.