Xtrackers MSCI EAFE Hedged Equity ETF DBEF
i
Market dataready · fetched 2026-11-12T02:51:59.699Z
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 · 2026-11-12T01:00:00.10295923Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:51:59.227045+00:00
Xtrackers MSCI EAFE Hedged Equity ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.83 | 64.1% | 8.6% | |||
| 25Δ | 58.30 | 36.3% | 5.0% | 53.34 | 50.5% | 6.0% |
| 30Δ | 58.02 | 39.7% | 4.7% | 54.31 | 41.3% | 4.3% |
| 35Δ | 57.35 | 34.0% | 3.6% | 54.98 | 35.6% | 3.2% |
| 40Δ | 56.83 | 29.3% | 2.7% | 55.39 | 31.7% | 2.5% |
| 45Δ | 56.50 | 26.3% | 2.2% | 55.78 | 27.8% | 1.9% |
| 50Δ | 56.16 | 23.3% | 1.6% | 56.10 | 25.0% | 1.4% |
| 55Δ | 55.92 | 21.1% | 1.3% | 56.32 | 23.5% | 1.2% |
| 60Δ | 55.77 | 19.6% | 1.1% | 56.54 | 22.0% | 1.0% |
| 65Δ | 55.63 | 18.1% | 1.0% | 56.75 | 20.4% | 0.7% |
| 70Δ | 55.48 | 16.6% | 0.8% | 56.97 | 18.9% | 0.5% |
| 75Δ | 55.33 | 15.0% | 0.6% | 57.40 | 20.6% | 0.4% |
| 80Δ | 55.18 | 13.5% | 0.4% | 57.85 | 22.6% | 0.3% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 51.83
- IV
- 64.1%
- B/E move
- 8.6%
25Δ
- Pseudo strike
- 58.30
- IV
- 36.3%
- B/E move
- 5.0%
- Pseudo strike
- 53.34
- IV
- 50.5%
- B/E move
- 6.0%
30Δ
- Pseudo strike
- 58.02
- IV
- 39.7%
- B/E move
- 4.7%
- Pseudo strike
- 54.31
- IV
- 41.3%
- B/E move
- 4.3%
35Δ
- Pseudo strike
- 57.35
- IV
- 34.0%
- B/E move
- 3.6%
- Pseudo strike
- 54.98
- IV
- 35.6%
- B/E move
- 3.2%
40Δ
- Pseudo strike
- 56.83
- IV
- 29.3%
- B/E move
- 2.7%
- Pseudo strike
- 55.39
- IV
- 31.7%
- B/E move
- 2.5%
45Δ
- Pseudo strike
- 56.50
- IV
- 26.3%
- B/E move
- 2.2%
- Pseudo strike
- 55.78
- IV
- 27.8%
- B/E move
- 1.9%
50Δ
- Pseudo strike
- 56.16
- IV
- 23.3%
- B/E move
- 1.6%
- Pseudo strike
- 56.10
- IV
- 25.0%
- B/E move
- 1.4%
55Δ
- Pseudo strike
- 55.92
- IV
- 21.1%
- B/E move
- 1.3%
- Pseudo strike
- 56.32
- IV
- 23.5%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- 55.77
- IV
- 19.6%
- B/E move
- 1.1%
- Pseudo strike
- 56.54
- IV
- 22.0%
- B/E move
- 1.0%
65Δ
- Pseudo strike
- 55.63
- IV
- 18.1%
- B/E move
- 1.0%
- Pseudo strike
- 56.75
- IV
- 20.4%
- B/E move
- 0.7%
70Δ
- Pseudo strike
- 55.48
- IV
- 16.6%
- B/E move
- 0.8%
- Pseudo strike
- 56.97
- IV
- 18.9%
- B/E move
- 0.5%
75Δ
- Pseudo strike
- 55.33
- IV
- 15.0%
- B/E move
- 0.6%
- Pseudo strike
- 57.40
- IV
- 20.6%
- B/E move
- 0.4%
80Δ
- Pseudo strike
- 55.18
- IV
- 13.5%
- B/E move
- 0.4%
- Pseudo strike
- 57.85
- IV
- 22.6%
- B/E move
- 0.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 32.31% | |
| 37.51% | |
| 60.39% | |
| 27.21% | |
| 31.42% | |
| 22.69% | |
| 58.18% | |
| 31.35% | |
| 100.30% | |
| 73.28% |