Xtrackers MSCI Eurozone Hedged Equity ETF DBEZ
i
Market dataready · fetched 2026-11-12T03:15:52.268Z
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 · 2026-11-12T01:00:00.142265903Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:15:51.637980+00:00
Xtrackers MSCI Eurozone Hedged Equity ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 63.02 | 23.0% | 1.8% | |||
| 45Δ | 63.87 | 20.3% | 1.6% | 63.26 | 21.3% | 1.5% |
| 50Δ | 63.65 | 19.1% | 1.4% | 63.50 | 19.6% | 1.2% |
| 55Δ | 63.43 | 17.8% | 1.2% | 63.74 | 17.9% | 0.9% |
| 60Δ | 63.20 | 16.5% | 0.9% | 63.98 | 16.2% | 0.6% |
| 65Δ | 62.97 | 15.4% | 0.7% | 64.33 | 16.8% | 0.5% |
| 70Δ | 62.71 | 15.8% | 0.6% | 64.71 | 17.7% | 0.4% |
| 75Δ | 62.44 | 16.1% | 0.5% | 65.08 | 18.6% | 0.3% |
| 80Δ | 62.17 | 16.4% | 0.4% | 65.45 | 19.5% | 0.2% |
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
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 63.02
- IV
- 23.0%
- B/E move
- 1.8%
45Δ
- Pseudo strike
- 63.87
- IV
- 20.3%
- B/E move
- 1.6%
- Pseudo strike
- 63.26
- IV
- 21.3%
- B/E move
- 1.5%
50Δ
- Pseudo strike
- 63.65
- IV
- 19.1%
- B/E move
- 1.4%
- Pseudo strike
- 63.50
- IV
- 19.6%
- B/E move
- 1.2%
55Δ
- Pseudo strike
- 63.43
- IV
- 17.8%
- B/E move
- 1.2%
- Pseudo strike
- 63.74
- IV
- 17.9%
- B/E move
- 0.9%
60Δ
- Pseudo strike
- 63.20
- IV
- 16.5%
- B/E move
- 0.9%
- Pseudo strike
- 63.98
- IV
- 16.2%
- B/E move
- 0.6%
65Δ
- Pseudo strike
- 62.97
- IV
- 15.4%
- B/E move
- 0.7%
- Pseudo strike
- 64.33
- IV
- 16.8%
- B/E move
- 0.5%
70Δ
- Pseudo strike
- 62.71
- IV
- 15.8%
- B/E move
- 0.6%
- Pseudo strike
- 64.71
- IV
- 17.7%
- B/E move
- 0.4%
75Δ
- Pseudo strike
- 62.44
- IV
- 16.1%
- B/E move
- 0.5%
- Pseudo strike
- 65.08
- IV
- 18.6%
- B/E move
- 0.3%
80Δ
- Pseudo strike
- 62.17
- IV
- 16.4%
- B/E move
- 0.4%
- Pseudo strike
- 65.45
- IV
- 19.5%
- B/E move
- 0.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 15.42% | |
| 15.46% | |
| 14.79% | |
| 15.42% | |
| 15.71% | |
| 15.78% | |
| 15.69% | |
| 15.44% | |
| 14.95% | |
| 15.91% |