DBX ETF Trust Xtrackers Semiconductor Select Equity ETF CHPS
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Market dataready · fetched 2026-11-14T02:09:24.164Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T21:00:00.330501353Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-14T02:09:23.458138+00:00
DBX ETF Trust Xtrackers Semiconductor Select Equity ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.80 | 107.3% | 19.7% | |||
| 25Δ | 79.61 | 87.6% | 13.9% | |||
| 30Δ | 75.42 | 67.8% | 8.2% | |||
| 35Δ | 73.40 | 58.8% | 5.5% | 68.57 | 70.6% | 5.6% |
| 40Δ | 72.48 | 55.4% | 4.5% | |||
| 45Δ | 71.69 | 53.9% | 3.7% | 70.33 | 61.9% | 3.7% |
| 50Δ | 71.03 | 54.6% | 3.2% | 71.10 | 64.0% | 3.3% |
| 55Δ | 70.35 | 54.5% | 2.8% | 71.87 | 62.8% | 2.7% |
| 60Δ | 69.67 | 54.8% | 2.3% | 72.66 | 62.2% | 2.3% |
| 65Δ | 73.46 | 61.6% | 1.8% | |||
| 70Δ | 67.58 | 70.4% | 2.1% | 74.54 | 64.6% | 1.5% |
| 75Δ | 66.59 | 69.5% | 1.6% | 75.74 | 67.2% | 1.2% |
| 80Δ | 65.60 | 68.7% | 1.2% | 76.29 | 61.3% | 0.9% |
20Δ
- Pseudo strike
- 83.80
- IV
- 107.3%
- B/E move
- 19.7%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 79.61
- IV
- 87.6%
- B/E move
- 13.9%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 75.42
- IV
- 67.8%
- B/E move
- 8.2%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 73.40
- IV
- 58.8%
- B/E move
- 5.5%
- Pseudo strike
- 68.57
- IV
- 70.6%
- B/E move
- 5.6%
40Δ
- Pseudo strike
- 72.48
- IV
- 55.4%
- B/E move
- 4.5%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 71.69
- IV
- 53.9%
- B/E move
- 3.7%
- Pseudo strike
- 70.33
- IV
- 61.9%
- B/E move
- 3.7%
50Δ
- Pseudo strike
- 71.03
- IV
- 54.6%
- B/E move
- 3.2%
- Pseudo strike
- 71.10
- IV
- 64.0%
- B/E move
- 3.3%
55Δ
- Pseudo strike
- 70.35
- IV
- 54.5%
- B/E move
- 2.8%
- Pseudo strike
- 71.87
- IV
- 62.8%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 69.67
- IV
- 54.8%
- B/E move
- 2.3%
- Pseudo strike
- 72.66
- IV
- 62.2%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 73.46
- IV
- 61.6%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 67.58
- IV
- 70.4%
- B/E move
- 2.1%
- Pseudo strike
- 74.54
- IV
- 64.6%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 66.59
- IV
- 69.5%
- B/E move
- 1.6%
- Pseudo strike
- 75.74
- IV
- 67.2%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 65.60
- IV
- 68.7%
- B/E move
- 1.2%
- Pseudo strike
- 76.29
- IV
- 61.3%
- B/E move
- 0.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 37.72% | |
| 38.57% | |
| 37.94% | |
| 42.00% | |
| 41.10% | |
| 39.62% | |
| 39.66% | |
| 39.11% | |
| 40.01% | |
| 44.63% |