Xtrackers MSCI Europe Hedged Equity ETF DBEU
i
Market datapartial · fetched 2026-11-11T15:49:35.075Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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 · 2026-11-11T15:41:39.192186656Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:49:33.696451+00:00
Xtrackers MSCI Europe Hedged Equity ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 59.73 | 18.6% | 10.5% | |||
| 40Δ | 58.91 | 18.1% | 9.6% | |||
| 45Δ | 58.08 | 17.6% | 8.7% | |||
| 50Δ | 57.26 | 17.1% | 7.8% | |||
| 55Δ | 56.44 | 16.6% | 6.9% | |||
| 60Δ | 55.62 | 16.1% | 6.0% | |||
| 65Δ | 54.80 | 15.6% | 5.1% | |||
| 70Δ | 53.97 | 15.2% | 4.2% | |||
| 75Δ | 53.15 | 14.7% | 3.3% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 59.73
- IV
- 18.6%
- B/E move
- 10.5%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 58.91
- IV
- 18.1%
- B/E move
- 9.6%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 58.08
- IV
- 17.6%
- B/E move
- 8.7%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 57.26
- IV
- 17.1%
- B/E move
- 7.8%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 56.44
- IV
- 16.6%
- B/E move
- 6.9%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 55.62
- IV
- 16.1%
- B/E move
- 6.0%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 54.80
- IV
- 15.6%
- B/E move
- 5.1%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 53.97
- IV
- 15.2%
- B/E move
- 4.2%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 53.15
- IV
- 14.7%
- B/E move
- 3.3%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 77.00% | |
| 61.18% | |
| 83.67% | |
| 93.39% |