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Deutsche Bank AG DB

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Market datapartial · fetched 2026-10-16T00:15:38.565Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002434158Z

FundamentalsAlpha Vantage · unavailable

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$0.26$2.49$4.73$6.96$9.19$26.49$30.58$34.68$38.77$42.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DB spot · $32.86DB PRICE$0.53$0.54$0.66$0.81$0.98$1.17$1.37$1.63$1.93$2.43$3.12$3.81$4.51$0.50$0.66$0.83$1.02$1.17$1.28$1.54$2.03$2.41$2.72$6.05$8.15$8.55
PutsFair0.99×
CallsExpensive1.17×
SkewBearish+5.78 pp
Implied moveBearish±$2.90
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.9248.5%17.0%29.8341.1%10.8%
25Δ35.9337.0%11.0%30.5339.9%9.1%
30Δ35.2235.6%9.2%31.1539.3%7.7%
35Δ34.6535.2%7.9%31.7038.9%6.6%
40Δ34.1435.3%6.9%32.2137.4%5.5%
45Δ33.6635.3%6.0%32.7034.5%4.4%
50Δ33.1935.4%5.2%33.2134.2%3.6%
55Δ32.7236.1%4.5%33.7738.4%3.4%
60Δ32.2337.3%4.0%34.3139.6%2.9%
65Δ31.6141.1%3.6%34.8338.7%2.3%
70Δ30.8646.7%3.4%37.8469.0%3.2%
75Δ29.9849.4%2.9%40.0978.0%2.8%
80Δ29.1152.1%2.3%40.8271.2%1.8%

20Δ

Calls
Pseudo strike
37.92
IV
48.5%
B/E move
17.0%
Puts
Pseudo strike
29.83
IV
41.1%
B/E move
10.8%

25Δ

Calls
Pseudo strike
35.93
IV
37.0%
B/E move
11.0%
Puts
Pseudo strike
30.53
IV
39.9%
B/E move
9.1%

30Δ

Calls
Pseudo strike
35.22
IV
35.6%
B/E move
9.2%
Puts
Pseudo strike
31.15
IV
39.3%
B/E move
7.7%

35Δ

Calls
Pseudo strike
34.65
IV
35.2%
B/E move
7.9%
Puts
Pseudo strike
31.70
IV
38.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
34.14
IV
35.3%
B/E move
6.9%
Puts
Pseudo strike
32.21
IV
37.4%
B/E move
5.5%

45Δ

Calls
Pseudo strike
33.66
IV
35.3%
B/E move
6.0%
Puts
Pseudo strike
32.70
IV
34.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
33.19
IV
35.4%
B/E move
5.2%
Puts
Pseudo strike
33.21
IV
34.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
32.72
IV
36.1%
B/E move
4.5%
Puts
Pseudo strike
33.77
IV
38.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
32.23
IV
37.3%
B/E move
4.0%
Puts
Pseudo strike
34.31
IV
39.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
31.61
IV
41.1%
B/E move
3.6%
Puts
Pseudo strike
34.83
IV
38.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
30.86
IV
46.7%
B/E move
3.4%
Puts
Pseudo strike
37.84
IV
69.0%
B/E move
3.2%

75Δ

Calls
Pseudo strike
29.98
IV
49.4%
B/E move
2.9%
Puts
Pseudo strike
40.09
IV
78.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
29.11
IV
52.1%
B/E move
2.3%
Puts
Pseudo strike
40.82
IV
71.2%
B/E move
1.8%