IntraAlpha
Create free account Start free

DBX ETF Trust Xtrackers Cybersecurity Select Equity ETF PSWD

i

Market dataready · fetched 2026-11-12T14:56:41.010Z

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 · 2026-11-12T14:55:03.95170551Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:40.302308+00:00

Share price$42.79
1D+0.0%
$42.77$42.78$42.79$42.80$42.815:30 AM6:30 AM9:00 AM1:00 PMPSWD
Sold putSold call

DBX ETF Trust Xtrackers Cybersecurity Select Equity ETF options

Live interpolated PSWD call and put midpoint premiums by absolute delta.DBX ETF Trust Xtrackers Cybersecurity Select Equity ETF$0.86$1.72$2.58$3.44$4.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPSWD PRICE$0.96$1.21$1.47$1.73$1.99$2.24$2.50$2.76$3.02$3.28$3.53$3.79$4.05$1.99$2.29$2.60$3.15
Puts——
CallsExpensive2.18×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.16148.1%28.8%
25Δ52.96141.9%26.6%
30Δ51.77135.6%24.4%
35Δ50.57129.3%22.2%
40Δ49.38123.1%20.0%
45Δ48.18116.8%17.8%
50Δ46.99110.6%15.7%
55Δ45.79104.3%13.5%
60Δ44.6098.0%11.3%
65Δ43.4091.8%9.1%44.1347.8%1.5%
70Δ42.2185.5%6.9%44.5647.4%1.2%
75Δ41.0179.2%4.7%45.0047.1%0.9%
80Δ39.8273.0%2.5%45.6547.0%0.7%

20Δ

Calls
Pseudo strike
54.16
IV
148.1%
B/E move
28.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
52.96
IV
141.9%
B/E move
26.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
51.77
IV
135.6%
B/E move
24.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
50.57
IV
129.3%
B/E move
22.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
49.38
IV
123.1%
B/E move
20.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
48.18
IV
116.8%
B/E move
17.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
46.99
IV
110.6%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
45.79
IV
104.3%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
44.60
IV
98.0%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.40
IV
91.8%
B/E move
9.1%
Puts
Pseudo strike
44.13
IV
47.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
42.21
IV
85.5%
B/E move
6.9%
Puts
Pseudo strike
44.56
IV
47.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
41.01
IV
79.2%
B/E move
4.7%
Puts
Pseudo strike
45.00
IV
47.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
39.82
IV
73.0%
B/E move
2.5%
Puts
Pseudo strike
45.65
IV
47.0%
B/E move
0.7%

Options history

IV · four-Friday blend43.20%
Daily EOD
PSWD30.0%37.1%44.2%2026-10-19: 30.96%2026-10-20: 32.37%2026-10-21: 31.83%2026-10-22: 30.94%2026-10-23: 36.96%2026-10-26: 40.29%2026-10-27: 38.89%2026-10-28: 39.06%2026-10-29: 40.03%2026-10-30: 43.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.96%
32.37%
31.83%
30.94%
36.96%
40.29%
38.89%
39.06%
40.03%
43.20%