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Xtrackers Russell US Multifactor ETF DEUS

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Market datapartial · fetched 2026-10-22T23:57:18.967Z

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 · 2026-10-22T22:30:00.003767446Z

FundamentalsAlpha Vantage · unavailable

Share price$67.25
1D+1.2%
AH$66.36$66.60$66.84$67.08$67.325:30 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$0.31$1.56$2.80$4.05$5.30$62.60$64.54$66.48$68.43$70.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DEUS spot · $67.25DEUS PRICE$0.44$0.46$0.50$0.56$0.61$0.72$0.84$0.97$1.09$1.25$1.40$1.55$1.79$0.58$0.64$0.73$0.84$0.96$1.10$1.25$1.40$1.66$1.96$2.52$3.50$4.94
PutsExpensive2.04×
CallsFair1.00×
SkewBearish+6.57 pp
Implied moveBearish±$2.10
TiltBearish28.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.2021.8%6.5%63.5426.5%6.4%
25Δ69.7916.9%4.5%64.8322.1%4.6%
30Δ68.9814.3%3.3%65.6219.8%3.5%
35Δ68.5512.9%2.8%66.2218.3%2.8%
40Δ68.1111.6%2.2%66.6917.4%2.3%
45Δ67.7911.2%1.9%67.1316.6%1.8%
50Δ67.5211.1%1.6%67.5116.0%1.5%
55Δ67.2411.0%1.4%67.8915.5%1.1%
60Δ66.9710.9%1.2%68.3015.5%0.9%
65Δ66.7210.6%1.1%68.7315.9%0.7%
70Δ66.4610.3%0.9%69.3717.7%0.6%
75Δ66.2110.0%0.8%70.3921.2%0.5%
80Δ65.8810.1%0.6%71.8925.6%0.4%

20Δ

Calls
Pseudo strike
71.20
IV
21.8%
B/E move
6.5%
Puts
Pseudo strike
63.54
IV
26.5%
B/E move
6.4%

25Δ

Calls
Pseudo strike
69.79
IV
16.9%
B/E move
4.5%
Puts
Pseudo strike
64.83
IV
22.1%
B/E move
4.6%

30Δ

Calls
Pseudo strike
68.98
IV
14.3%
B/E move
3.3%
Puts
Pseudo strike
65.62
IV
19.8%
B/E move
3.5%

35Δ

Calls
Pseudo strike
68.55
IV
12.9%
B/E move
2.8%
Puts
Pseudo strike
66.22
IV
18.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
68.11
IV
11.6%
B/E move
2.2%
Puts
Pseudo strike
66.69
IV
17.4%
B/E move
2.3%

45Δ

Calls
Pseudo strike
67.79
IV
11.2%
B/E move
1.9%
Puts
Pseudo strike
67.13
IV
16.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
67.52
IV
11.1%
B/E move
1.6%
Puts
Pseudo strike
67.51
IV
16.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
67.24
IV
11.0%
B/E move
1.4%
Puts
Pseudo strike
67.89
IV
15.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
66.97
IV
10.9%
B/E move
1.2%
Puts
Pseudo strike
68.30
IV
15.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
66.72
IV
10.6%
B/E move
1.1%
Puts
Pseudo strike
68.73
IV
15.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
66.46
IV
10.3%
B/E move
0.9%
Puts
Pseudo strike
69.37
IV
17.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
66.21
IV
10.0%
B/E move
0.8%
Puts
Pseudo strike
70.39
IV
21.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
65.88
IV
10.1%
B/E move
0.6%
Puts
Pseudo strike
71.89
IV
25.6%
B/E move
0.4%

Options history

DEUS13.0513.0713.082026-10-20: 13.07%2026-10-21: 13.07%Oct 20Oct 21
Table
DateIV
13.07%
13.07%