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Xtrackers S&P 500 Scored & Screened ETF SNPE

i

Market dataready · fetched 2026-11-12T02:38:26.848Z

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 · 2026-11-12T01:00:00.087480085Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:38:26.485141+00:00

Share price$68.19
1D+0.5%
AH$67.65$67.86$68.06$68.26$68.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNPE
Sold putSold callAH

Xtrackers S&P 500 Scored & Screened ETF options

Live interpolated SNPE call and put midpoint premiums by absolute delta.Xtrackers S&P 500 Scored & Screened ETF$0.51$0.87$1.23$1.59$1.94$64.98$66.61$68.24$69.87$71.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNPE spot · $68.19SNPE PRICE$0.55$0.55$0.58$0.62$0.66$0.71$0.76$0.81$0.92$1.06$1.20$1.34$1.53$0.58$0.62$0.65$0.69$0.73$0.78$0.87$0.96$1.05$1.14$1.36$1.60$1.84
PutsFair1.02×
CallsCheap0.90×
SkewBearish+1.62 pp
Implied moveBearish±$1.63
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.9248.3%7.7%64.2947.9%6.6%
25Δ70.9935.9%4.9%65.6838.3%4.6%
30Δ69.9929.3%3.5%66.5532.0%3.4%
35Δ69.4325.7%2.7%67.1727.5%2.5%
40Δ68.9322.5%2.1%67.6024.4%1.9%
45Δ68.6520.7%1.7%68.0121.3%1.4%
50Δ68.3718.8%1.4%68.2520.2%1.2%
55Δ68.0916.9%1.0%68.4919.1%1.0%
60Δ67.8516.1%0.8%68.7318.0%0.7%
65Δ67.6215.8%0.7%68.9816.8%0.5%
70Δ67.4015.5%0.6%69.2816.9%0.4%
75Δ67.1715.2%0.5%69.5817.2%0.3%
80Δ66.9115.1%0.4%69.8917.4%0.2%

20Δ

Calls
Pseudo strike
72.92
IV
48.3%
B/E move
7.7%
Puts
Pseudo strike
64.29
IV
47.9%
B/E move
6.6%

25Δ

Calls
Pseudo strike
70.99
IV
35.9%
B/E move
4.9%
Puts
Pseudo strike
65.68
IV
38.3%
B/E move
4.6%

30Δ

Calls
Pseudo strike
69.99
IV
29.3%
B/E move
3.5%
Puts
Pseudo strike
66.55
IV
32.0%
B/E move
3.4%

35Δ

Calls
Pseudo strike
69.43
IV
25.7%
B/E move
2.7%
Puts
Pseudo strike
67.17
IV
27.5%
B/E move
2.5%

40Δ

Calls
Pseudo strike
68.93
IV
22.5%
B/E move
2.1%
Puts
Pseudo strike
67.60
IV
24.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
68.65
IV
20.7%
B/E move
1.7%
Puts
Pseudo strike
68.01
IV
21.3%
B/E move
1.4%

50Δ

Calls
Pseudo strike
68.37
IV
18.8%
B/E move
1.4%
Puts
Pseudo strike
68.25
IV
20.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
68.09
IV
16.9%
B/E move
1.0%
Puts
Pseudo strike
68.49
IV
19.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
67.85
IV
16.1%
B/E move
0.8%
Puts
Pseudo strike
68.73
IV
18.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
67.62
IV
15.8%
B/E move
0.7%
Puts
Pseudo strike
68.98
IV
16.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
67.40
IV
15.5%
B/E move
0.6%
Puts
Pseudo strike
69.28
IV
16.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
67.17
IV
15.2%
B/E move
0.5%
Puts
Pseudo strike
69.58
IV
17.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
66.91
IV
15.1%
B/E move
0.4%
Puts
Pseudo strike
69.89
IV
17.4%
B/E move
0.2%

Options history

IV · four-Friday blend16.78%
Daily EOD
SNPE14.2%15.6%17.0%2026-10-19: 14.70%2026-10-20: 14.88%2026-10-21: 14.39%2026-10-22: 15.67%2026-10-23: 16.15%2026-10-26: 15.44%2026-10-27: 15.12%2026-10-28: 14.80%2026-10-29: 14.81%2026-10-30: 16.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.70%
14.88%
14.39%
15.67%
16.15%
15.44%
15.12%
14.80%
14.81%
16.78%