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Deutsche Bank AG DB

FINANCIAL SERVICES · BANKS - REGIONAL
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Market dataready · fetched 2026-10-15T20:02:27.921Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.743789552Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:27.490400+00:00

Share price$32.86
1D+0.1%
AH$32.32$32.47$32.62$32.77$32.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDB
Sold putSold callAH

Deutsche Bank AG options

Live interpolated DB call and put midpoint premiums by absolute delta.Deutsche Bank AG$0.00$1.74$3.47$5.21$6.95$31.03$32.06$33.10$34.13$35.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $32.86OPTION PRICELive DB spot · $32.86DB PRICE$0.34$0.54$0.26$0.23$0.21$0.35$0.62$0.89$1.16$1.43$1.70$1.97$2.36$0.16$0.18$0.21$0.24$0.27$0.30$0.33$0.36$0.53$0.76$0.99$1.22$6.44
PutsExpensive2.27×
CallsExpensive2.56×
SkewBullish-27.41 pp
Implied moveBullish±$0.96
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.99186.1%10.6%31.6583.6%4.2%
25Δ37.32263.4%15.2%32.0471.3%3.0%
30Δ33.7987.5%3.6%32.1967.0%2.7%
35Δ33.4767.3%2.6%32.3562.6%2.3%
40Δ33.1447.0%1.5%32.5058.3%1.9%
45Δ32.8546.5%1.0%32.6554.0%1.6%
50Δ32.5761.1%1.0%32.8049.7%1.2%
55Δ32.3075.8%1.0%32.9545.4%0.8%
60Δ32.0390.5%1.0%33.1650.5%0.7%
65Δ31.76105.1%1.0%33.4060.4%0.7%
70Δ31.48119.8%1.0%33.6570.4%0.6%
75Δ31.21134.5%1.0%33.8980.3%0.6%
80Δ30.80152.6%0.9%38.74327.6%1.7%

20Δ

Calls
Pseudo strike
35.99
IV
186.1%
B/E move
10.6%
Puts
Pseudo strike
31.65
IV
83.6%
B/E move
4.2%

25Δ

Calls
Pseudo strike
37.32
IV
263.4%
B/E move
15.2%
Puts
Pseudo strike
32.04
IV
71.3%
B/E move
3.0%

30Δ

Calls
Pseudo strike
33.79
IV
87.5%
B/E move
3.6%
Puts
Pseudo strike
32.19
IV
67.0%
B/E move
2.7%

35Δ

Calls
Pseudo strike
33.47
IV
67.3%
B/E move
2.6%
Puts
Pseudo strike
32.35
IV
62.6%
B/E move
2.3%

40Δ

Calls
Pseudo strike
33.14
IV
47.0%
B/E move
1.5%
Puts
Pseudo strike
32.50
IV
58.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
32.85
IV
46.5%
B/E move
1.0%
Puts
Pseudo strike
32.65
IV
54.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
32.57
IV
61.1%
B/E move
1.0%
Puts
Pseudo strike
32.80
IV
49.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
32.30
IV
75.8%
B/E move
1.0%
Puts
Pseudo strike
32.95
IV
45.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
32.03
IV
90.5%
B/E move
1.0%
Puts
Pseudo strike
33.16
IV
50.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
31.76
IV
105.1%
B/E move
1.0%
Puts
Pseudo strike
33.40
IV
60.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
31.48
IV
119.8%
B/E move
1.0%
Puts
Pseudo strike
33.65
IV
70.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
31.21
IV
134.5%
B/E move
1.0%
Puts
Pseudo strike
33.89
IV
80.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
30.80
IV
152.6%
B/E move
0.9%
Puts
Pseudo strike
38.74
IV
327.6%
B/E move
1.7%