IntraAlpha
Create free account Start free

Xtrackers MSCI Japan Hedged Equity ETF DBJP

i

Market datapartial · fetched 2026-10-22T22:05:54.800Z

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

Calculation methodology

Options 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 data

PriceAlpaca · sip · 2026-10-22T20:10:00.002462439Z

FundamentalsAlpha Vantage · unavailable

Share price$112.96
1D-0.5%
AH$112.50$112.79$113.07$113.35$113.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDBJP
Sold putSold callAH

Xtrackers MSCI Japan Hedged Equity ETF options

Live interpolated DBJP call and put midpoint premiums by absolute delta.Xtrackers MSCI Japan Hedged Equity ETF$1.10$2.60$4.10$5.60$7.11$104.35$108.92$113.50$118.07$122.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DBJP spot · $112.96DBJP PRICE$1.26$1.40$1.58$1.79$1.98$2.28$2.70$3.23$3.75$4.19$5.13$5.63$6.67$1.56$1.75$1.88$2.03$2.24$2.59$3.03$3.46$3.87$4.47$5.08$5.78
PutsExpensive1.13×
CallsExpensive1.42×
SkewBullish-3.37 pp
Implied moveBalanced±$5.29
TiltBullish4.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.5437.3%11.4%
25Δ120.6630.8%8.1%107.2031.5%6.5%
30Δ118.3727.2%6.2%109.1427.7%4.9%
35Δ116.7524.8%4.9%110.6724.2%3.7%
40Δ115.4722.7%4.0%111.8221.7%2.8%
45Δ114.4321.8%3.3%112.6920.1%2.2%
50Δ113.5322.0%2.9%113.4919.6%1.8%
55Δ112.6222.6%2.6%114.2819.7%1.5%
60Δ111.7222.9%2.2%115.0719.4%1.2%
65Δ110.8322.1%1.8%115.8218.8%0.9%
70Δ109.6723.7%1.6%116.6818.8%0.7%
75Δ108.7722.5%1.3%117.5418.5%0.4%
80Δ107.4723.1%1.0%118.4818.2%0.2%

20Δ

Calls
Pseudo strike
124.54
IV
37.3%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
120.66
IV
30.8%
B/E move
8.1%
Puts
Pseudo strike
107.20
IV
31.5%
B/E move
6.5%

30Δ

Calls
Pseudo strike
118.37
IV
27.2%
B/E move
6.2%
Puts
Pseudo strike
109.14
IV
27.7%
B/E move
4.9%

35Δ

Calls
Pseudo strike
116.75
IV
24.8%
B/E move
4.9%
Puts
Pseudo strike
110.67
IV
24.2%
B/E move
3.7%

40Δ

Calls
Pseudo strike
115.47
IV
22.7%
B/E move
4.0%
Puts
Pseudo strike
111.82
IV
21.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
114.43
IV
21.8%
B/E move
3.3%
Puts
Pseudo strike
112.69
IV
20.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
113.53
IV
22.0%
B/E move
2.9%
Puts
Pseudo strike
113.49
IV
19.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
112.62
IV
22.6%
B/E move
2.6%
Puts
Pseudo strike
114.28
IV
19.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
111.72
IV
22.9%
B/E move
2.2%
Puts
Pseudo strike
115.07
IV
19.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
110.83
IV
22.1%
B/E move
1.8%
Puts
Pseudo strike
115.82
IV
18.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
109.67
IV
23.7%
B/E move
1.6%
Puts
Pseudo strike
116.68
IV
18.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
108.77
IV
22.5%
B/E move
1.3%
Puts
Pseudo strike
117.54
IV
18.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
107.47
IV
23.1%
B/E move
1.0%
Puts
Pseudo strike
118.48
IV
18.2%
B/E move
0.2%

Options history

DBJP19.0020.6322.262026-10-20: 22.04%2026-10-21: 19.22%Oct 20Oct 21
Table
DateIV
22.04%
19.22%