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Deutsche Bank Aktiengesellschaft DB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-07T05:28:04.563Z

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 · 2026-11-07T00:00:00.003829768Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T05:19:05.652780+00:00

Share price$34.84
1D-1.3%
AH$34.77$34.98$35.19$35.40$35.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDB
Sold putSold callAH

Deutsche Bank Aktiengesellschaft options

Live interpolated DB call and put midpoint premiums by absolute delta.Deutsche Bank Aktiengesellschaft$0.22$0.92$1.62$2.32$3.02$30.61$32.96$35.32$37.67$40.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DB spot · $34.84DB PRICE$0.29$0.39$0.50$0.61$0.76$0.92$1.07$1.28$1.50$1.73$2.03$2.33$2.81$0.34$0.45$0.57$0.68$0.83$0.97$1.12$1.30$1.48$1.66$1.93$2.20$2.49
PutsCheap0.82×
CallsCheap0.68×
SkewBullish-2.61 pp
Implied moveBearish±$2.19
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.3841.0%8.1%32.5944.4%7.4%
25Δ36.8640.7%6.9%33.0943.9%6.3%
30Δ36.4640.8%6.1%33.5243.0%5.4%
35Δ36.0540.9%5.2%33.9442.1%4.6%
40Δ35.7041.6%4.6%34.3041.6%3.9%
45Δ35.3542.3%4.1%34.6441.1%3.4%
50Δ35.0043.0%3.6%34.9940.7%2.8%
55Δ34.6443.6%3.1%35.3240.0%2.4%
60Δ34.2744.1%2.7%35.6539.3%1.9%
65Δ33.8844.7%2.2%35.9838.6%1.5%
70Δ33.4545.3%1.9%36.3538.2%1.2%
75Δ33.0346.0%1.5%36.7337.8%0.9%
80Δ32.4447.7%1.2%37.1237.1%0.6%

20Δ

Calls
Pseudo strike
37.38
IV
41.0%
B/E move
8.1%
Puts
Pseudo strike
32.59
IV
44.4%
B/E move
7.4%

25Δ

Calls
Pseudo strike
36.86
IV
40.7%
B/E move
6.9%
Puts
Pseudo strike
33.09
IV
43.9%
B/E move
6.3%

30Δ

Calls
Pseudo strike
36.46
IV
40.8%
B/E move
6.1%
Puts
Pseudo strike
33.52
IV
43.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
36.05
IV
40.9%
B/E move
5.2%
Puts
Pseudo strike
33.94
IV
42.1%
B/E move
4.6%

40Δ

Calls
Pseudo strike
35.70
IV
41.6%
B/E move
4.6%
Puts
Pseudo strike
34.30
IV
41.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
35.35
IV
42.3%
B/E move
4.1%
Puts
Pseudo strike
34.64
IV
41.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
35.00
IV
43.0%
B/E move
3.6%
Puts
Pseudo strike
34.99
IV
40.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
34.64
IV
43.6%
B/E move
3.1%
Puts
Pseudo strike
35.32
IV
40.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
34.27
IV
44.1%
B/E move
2.7%
Puts
Pseudo strike
35.65
IV
39.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
33.88
IV
44.7%
B/E move
2.2%
Puts
Pseudo strike
35.98
IV
38.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
33.45
IV
45.3%
B/E move
1.9%
Puts
Pseudo strike
36.35
IV
38.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
33.03
IV
46.0%
B/E move
1.5%
Puts
Pseudo strike
36.73
IV
37.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
32.44
IV
47.7%
B/E move
1.2%
Puts
Pseudo strike
37.12
IV
37.1%
B/E move
0.6%

Options history

IV · four-Friday blend32.94%
Daily close
DB28.9%35.1%41.2%2026-08-10: 33.68%2026-08-11: 31.78%2026-08-12: 31.50%2026-08-13: 30.85%2026-08-14: 29.71%2026-08-17: 29.81%2026-08-18: 33.58%2026-08-19: 32.45%2026-08-21: 33.48%2026-08-24: 33.05%2026-08-25: 32.61%2026-08-26: 35.77%2026-08-27: 33.41%2026-08-28: 33.18%2026-08-31: 33.31%2026-09-01: 34.40%2026-09-02: 33.69%2026-09-03: 32.33%2026-09-04: 31.67%2026-09-08: 31.56%2026-09-09: 32.10%2026-09-10: 34.53%2026-09-11: 32.08%2026-09-14: 38.48%2026-09-15: 35.70%2026-09-16: 35.46%2026-09-17: 39.68%2026-09-18: 33.95%2026-09-21: 33.12%2026-09-22: 33.99%2026-09-23: 34.78%2026-09-24: 35.00%2026-09-25: 34.15%2026-09-28: 34.89%2026-09-29: 34.33%2026-09-30: 36.05%2026-10-01: 36.31%2026-10-02: 36.02%2026-10-05: 35.62%2026-10-06: 34.89%2026-10-07: 37.80%2026-10-08: 36.49%2026-10-09: 35.67%2026-10-12: 35.10%2026-10-13: 34.72%2026-10-14: 34.93%2026-10-15: 40.39%2026-10-16: 35.95%2026-10-19: 35.75%2026-10-20: 35.63%2026-10-21: 35.22%2026-10-22: 36.50%2026-10-23: 37.19%2026-10-26: 36.18%2026-10-27: 36.73%2026-10-28: 32.07%2026-10-29: 32.00%2026-10-30: 32.94%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
33.68%
31.78%
31.50%
30.85%
29.71%
29.81%
33.58%
32.45%
33.48%
33.05%
32.61%
35.77%
33.41%
33.18%
33.31%
34.40%
33.69%
32.33%
31.67%
31.56%
32.10%
34.53%
32.08%
38.48%
35.70%
35.46%
39.68%
33.95%
33.12%
33.99%
34.78%
35.00%
34.15%
34.89%
34.33%
36.05%
36.31%
36.02%
35.62%
34.89%
37.80%
36.49%
35.67%
35.10%
34.72%
34.93%
40.39%
35.95%
35.75%
35.63%
35.22%
36.50%
37.19%
36.18%
36.73%
32.07%
32.00%
32.94%