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Xtrackers Russell US Multifactor ETF DEUS

i

Market dataready · fetched 2026-11-12T03:07:14.072Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-12T01:00:00.113803047Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:07:12.535438+00:00

Share price$68.59
1D+0.6%
AH$68.06$68.20$68.34$68.48$68.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDEUS
Sold putSold callAH

Xtrackers Russell US Multifactor ETF options

Live interpolated DEUS call and put midpoint premiums by absolute delta.Xtrackers Russell US Multifactor ETF$2.58$4.02$5.46$6.89$8.33$-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 unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDEUS PRICE$2.74$3.15$3.56$3.97$4.41$2.97$3.53$4.12$5.29$7.92
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
50Δ70.2015.5%2.0%
55Δ71.1315.8%1.4%
60Δ68.6811.8%4.1%72.0915.8%0.9%
65Δ68.0011.6%3.7%73.4717.4%0.6%
70Δ67.3111.4%3.3%76.1222.1%0.6%
75Δ66.6311.1%2.9%
80Δ65.9210.9%2.5%

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
70.20
IV
15.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.13
IV
15.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
68.68
IV
11.8%
B/E move
4.1%
Puts
Pseudo strike
72.09
IV
15.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
68.00
IV
11.6%
B/E move
3.7%
Puts
Pseudo strike
73.47
IV
17.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
67.31
IV
11.4%
B/E move
3.3%
Puts
Pseudo strike
76.12
IV
22.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
66.63
IV
11.1%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
65.92
IV
10.9%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.42%
Daily EOD
DEUS12.7%13.6%14.5%2026-10-19: 13.23%2026-10-20: 13.07%2026-10-21: 13.07%2026-10-22: 13.85%2026-10-23: 13.54%2026-10-26: 13.49%2026-10-27: 13.08%2026-10-28: 12.91%2026-10-29: 12.82%2026-10-30: 14.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.23%
13.07%
13.07%
13.85%
13.54%
13.49%
13.08%
12.91%
12.82%
14.42%