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Xtrackers MSCI EAFE High Dividend Yield Equity ETF HDEF

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Market dataready · fetched 2026-10-22T21:24:56.451Z

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 · 2026-10-22T20:10:00.003759285Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:24:56.006627+00:00

Share price$34.15
1D+0.5%
AH$33.91$33.98$34.05$34.12$34.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHDEF
Sold putSold callAH

Xtrackers MSCI EAFE High Dividend Yield Equity ETF options

Live interpolated HDEF call and put midpoint premiums by absolute delta.Xtrackers MSCI EAFE High Dividend Yield Equity ETF$0.59$1.25$1.91$2.57$3.24$28.15$30.98$33.80$36.62$39.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HDEF spot · $34.15HDEF PRICE$0.66$0.91$1.15$1.40$1.55$1.08$1.44$1.80$1.99$2.18$2.28$2.36$2.45$1.55$1.57$1.62$1.70$1.80$1.96$2.13$2.30$2.47$2.66$2.85$3.05
PutsExpensive3.41×
CallsExpensive2.63×
SkewBearish+7.32 pp
Implied moveBearish±$3.40
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.6242.2%12.1%
25Δ37.4449.3%12.3%29.6794.1%17.7%
30Δ37.2756.4%12.5%31.3276.3%12.9%
35Δ37.1063.4%12.8%32.4564.9%9.7%
40Δ36.4362.5%11.2%33.3156.5%7.4%
45Δ34.8034.1%5.1%34.0150.5%5.7%
50Δ34.4038.8%4.9%34.5447.1%4.6%
55Δ34.0043.4%4.8%35.0743.8%3.5%
60Δ33.5241.5%4.0%35.4941.0%2.8%
65Δ33.0439.5%3.1%35.9238.2%2.0%
70Δ32.7436.0%2.5%36.2935.7%1.5%
75Δ32.4632.3%2.0%36.6433.3%1.1%
80Δ32.1828.7%1.4%36.9930.8%0.6%

20Δ

Calls
Pseudo strike
37.62
IV
42.2%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
37.44
IV
49.3%
B/E move
12.3%
Puts
Pseudo strike
29.67
IV
94.1%
B/E move
17.7%

30Δ

Calls
Pseudo strike
37.27
IV
56.4%
B/E move
12.5%
Puts
Pseudo strike
31.32
IV
76.3%
B/E move
12.9%

35Δ

Calls
Pseudo strike
37.10
IV
63.4%
B/E move
12.8%
Puts
Pseudo strike
32.45
IV
64.9%
B/E move
9.7%

40Δ

Calls
Pseudo strike
36.43
IV
62.5%
B/E move
11.2%
Puts
Pseudo strike
33.31
IV
56.5%
B/E move
7.4%

45Δ

Calls
Pseudo strike
34.80
IV
34.1%
B/E move
5.1%
Puts
Pseudo strike
34.01
IV
50.5%
B/E move
5.7%

50Δ

Calls
Pseudo strike
34.40
IV
38.8%
B/E move
4.9%
Puts
Pseudo strike
34.54
IV
47.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
34.00
IV
43.4%
B/E move
4.8%
Puts
Pseudo strike
35.07
IV
43.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
33.52
IV
41.5%
B/E move
4.0%
Puts
Pseudo strike
35.49
IV
41.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
33.04
IV
39.5%
B/E move
3.1%
Puts
Pseudo strike
35.92
IV
38.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
32.74
IV
36.0%
B/E move
2.5%
Puts
Pseudo strike
36.29
IV
35.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
32.46
IV
32.3%
B/E move
2.0%
Puts
Pseudo strike
36.64
IV
33.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
32.18
IV
28.7%
B/E move
1.4%
Puts
Pseudo strike
36.99
IV
30.8%
B/E move
0.6%

Options history

No recorded observations