Share price$36.02
1D-0.5%
Sold putSold callAH
Xtrackers MSCI Emerging Markets Hedged Equity ETF DBEM
i
Market dataready · fetched 2026-10-22T20:47:20.368Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:10:00.003298632Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:47:20.016492+00:00
Xtrackers MSCI Emerging Markets Hedged Equity ETF options
PutsExpensive1.16×
CallsExpensive1.96×
SkewBullish-1.12 pp
Implied moveBearish±$2.27
TiltBearish2.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.93 | 57.0% | 18.1% | 32.16 | 54.0% | 12.5% |
| 25Δ | 39.72 | 45.0% | 12.1% | 33.40 | 45.4% | 9.3% |
| 30Δ | 38.55 | 39.0% | 9.0% | 34.27 | 39.7% | 7.1% |
| 35Δ | 37.75 | 34.9% | 7.0% | 34.95 | 35.4% | 5.4% |
| 40Δ | 37.15 | 32.0% | 5.6% | 35.42 | 32.5% | 4.4% |
| 45Δ | 36.70 | 29.9% | 4.6% | 35.87 | 29.7% | 3.4% |
| 50Δ | 36.29 | 28.0% | 3.8% | 36.23 | 28.0% | 2.7% |
| 55Δ | 35.90 | 26.7% | 3.0% | 36.54 | 26.6% | 2.2% |
| 60Δ | 35.54 | 26.7% | 2.6% | 36.86 | 25.2% | 1.7% |
| 65Δ | 35.19 | 26.8% | 2.2% | 37.21 | 24.6% | 1.3% |
| 70Δ | 34.78 | 27.3% | 1.8% | 37.60 | 24.8% | 1.0% |
| 75Δ | 34.31 | 28.3% | 1.5% | 37.98 | 24.9% | 0.7% |
| 80Δ | 33.81 | 29.1% | 1.3% | 38.53 | 25.5% | 0.4% |
20Δ
- Pseudo strike
- 41.93
- IV
- 57.0%
- B/E move
- 18.1%
- Pseudo strike
- 32.16
- IV
- 54.0%
- B/E move
- 12.5%
25Δ
- Pseudo strike
- 39.72
- IV
- 45.0%
- B/E move
- 12.1%
- Pseudo strike
- 33.40
- IV
- 45.4%
- B/E move
- 9.3%
30Δ
- Pseudo strike
- 38.55
- IV
- 39.0%
- B/E move
- 9.0%
- Pseudo strike
- 34.27
- IV
- 39.7%
- B/E move
- 7.1%
35Δ
- Pseudo strike
- 37.75
- IV
- 34.9%
- B/E move
- 7.0%
- Pseudo strike
- 34.95
- IV
- 35.4%
- B/E move
- 5.4%
40Δ
- Pseudo strike
- 37.15
- IV
- 32.0%
- B/E move
- 5.6%
- Pseudo strike
- 35.42
- IV
- 32.5%
- B/E move
- 4.4%
45Δ
- Pseudo strike
- 36.70
- IV
- 29.9%
- B/E move
- 4.6%
- Pseudo strike
- 35.87
- IV
- 29.7%
- B/E move
- 3.4%
50Δ
- Pseudo strike
- 36.29
- IV
- 28.0%
- B/E move
- 3.8%
- Pseudo strike
- 36.23
- IV
- 28.0%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 35.90
- IV
- 26.7%
- B/E move
- 3.0%
- Pseudo strike
- 36.54
- IV
- 26.6%
- B/E move
- 2.2%
60Δ
- Pseudo strike
- 35.54
- IV
- 26.7%
- B/E move
- 2.6%
- Pseudo strike
- 36.86
- IV
- 25.2%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 35.19
- IV
- 26.8%
- B/E move
- 2.2%
- Pseudo strike
- 37.21
- IV
- 24.6%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 34.78
- IV
- 27.3%
- B/E move
- 1.8%
- Pseudo strike
- 37.60
- IV
- 24.8%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 34.31
- IV
- 28.3%
- B/E move
- 1.5%
- Pseudo strike
- 37.98
- IV
- 24.9%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 33.81
- IV
- 29.1%
- B/E move
- 1.3%
- Pseudo strike
- 38.53
- IV
- 25.5%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 25.72% | |
| 25.85% |