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Xtrackers MSCI Japan Hedged Equity ETF DBJP

i

Market dataready · fetched 2026-11-12T15:28:43.657Z

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: 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 data

PriceAlpaca · sip · 2026-11-12T15:05:12.153440651Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:43.156630+00:00

Share price$111.59
1D+0.3%
$111.17$111.32$111.47$111.62$111.775:30 AM6:30 AM9:00 AM1:00 PMDBJP
Sold putSold call

Xtrackers MSCI Japan Hedged Equity ETF options

Live interpolated DBJP call and put midpoint premiums by absolute delta.Xtrackers MSCI Japan Hedged Equity ETF$1.74$2.31$2.88$3.44$4.01$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDBJP PRICE$2.92$3.40$3.85$1.80$2.11$2.41$2.72$3.02$3.32
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ112.2422.1%1.0%
60Δ112.7121.7%0.9%
65Δ113.1921.2%0.7%
70Δ109.5825.2%0.8%113.6620.8%0.6%
75Δ108.9325.7%0.7%114.1320.3%0.4%
80Δ108.3125.1%0.5%114.6119.8%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.24
IV
22.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.71
IV
21.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.19
IV
21.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
109.58
IV
25.2%
B/E move
0.8%
Puts
Pseudo strike
113.66
IV
20.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
108.93
IV
25.7%
B/E move
0.7%
Puts
Pseudo strike
114.13
IV
20.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
108.31
IV
25.1%
B/E move
0.5%
Puts
Pseudo strike
114.61
IV
19.8%
B/E move
0.3%

Options history

IV · four-Friday blend19.69%
Daily EOD
DBJP18.0%20.2%22.3%2026-10-19: 20.53%2026-10-20: 22.04%2026-10-21: 19.22%2026-10-22: 18.80%2026-10-23: 19.57%2026-10-26: 18.78%2026-10-27: 18.33%2026-10-28: 18.43%2026-10-29: 18.78%2026-10-30: 19.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.53%
22.04%
19.22%
18.80%
19.57%
18.78%
18.33%
18.43%
18.78%
19.69%