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Xtrackers Russell US Multifactor ETF DEUS

i

Market dataready · fetched 2026-10-24T04:30:40.204Z

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 · 2026-10-24T00:00:00.10720205Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:30:40.387017+00:00

Share price$66.71
1D+0.5%
AH$66.38$66.48$66.59$66.70$66.805:30 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$0.42$1.08$1.74$2.40$3.06$62.61$64.52$66.42$68.32$70.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DEUS spot · $66.71DEUS PRICE$0.49$0.57$0.64$0.72$0.81$0.92$1.15$1.39$1.64$1.97$2.29$2.87$0.52$0.61$0.69$0.75$0.84$0.95$1.06$1.21$1.38$1.54$1.81$2.16$2.71
PutsExpensive1.47×
CallsExpensive1.21×
SkewBearish+1.09 pp
Implied moveBearish±$1.98
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.3224.8%5.9%
25Δ69.4118.6%4.8%64.3721.8%4.4%
30Δ68.6816.7%3.8%65.1619.3%3.4%
35Δ68.0915.1%3.0%65.7817.1%2.5%
40Δ67.6814.2%2.5%66.2315.8%2.0%
45Δ67.3113.4%2.1%66.5915.0%1.6%
50Δ66.9412.9%1.7%66.9514.3%1.2%
55Δ66.6013.6%1.6%67.2613.9%1.0%
60Δ66.2714.2%1.4%67.5713.6%0.8%
65Δ65.9114.9%1.3%67.8813.2%0.5%
70Δ65.4815.4%1.1%68.2713.4%0.4%
75Δ65.0515.8%0.9%68.7113.8%0.3%
80Δ64.3817.0%0.8%69.3315.0%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.32
IV
24.8%
B/E move
5.9%

25Δ

Calls
Pseudo strike
69.41
IV
18.6%
B/E move
4.8%
Puts
Pseudo strike
64.37
IV
21.8%
B/E move
4.4%

30Δ

Calls
Pseudo strike
68.68
IV
16.7%
B/E move
3.8%
Puts
Pseudo strike
65.16
IV
19.3%
B/E move
3.4%

35Δ

Calls
Pseudo strike
68.09
IV
15.1%
B/E move
3.0%
Puts
Pseudo strike
65.78
IV
17.1%
B/E move
2.5%

40Δ

Calls
Pseudo strike
67.68
IV
14.2%
B/E move
2.5%
Puts
Pseudo strike
66.23
IV
15.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
67.31
IV
13.4%
B/E move
2.1%
Puts
Pseudo strike
66.59
IV
15.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
66.94
IV
12.9%
B/E move
1.7%
Puts
Pseudo strike
66.95
IV
14.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
66.60
IV
13.6%
B/E move
1.6%
Puts
Pseudo strike
67.26
IV
13.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
66.27
IV
14.2%
B/E move
1.4%
Puts
Pseudo strike
67.57
IV
13.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
65.91
IV
14.9%
B/E move
1.3%
Puts
Pseudo strike
67.88
IV
13.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
65.48
IV
15.4%
B/E move
1.1%
Puts
Pseudo strike
68.27
IV
13.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
65.05
IV
15.8%
B/E move
0.9%
Puts
Pseudo strike
68.71
IV
13.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
64.38
IV
17.0%
B/E move
0.8%
Puts
Pseudo strike
69.33
IV
15.0%
B/E move
0.1%

Options history

DEUS13.0013.4613.912026-10-20: 13.07%2026-10-21: 13.07%2026-10-22: 13.85%Oct 20Oct 22
Table
DateIV
13.07%
13.07%
13.85%