DBX ETF Trust Xtrackers Artificial Intelligence and Big Data ETF XAIX
i
Market dataready · fetched 2026-11-12T03:01:11.008Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T21:00:00.262713541Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:01:10.624241+00:00
DBX ETF Trust Xtrackers Artificial Intelligence and Big Data ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.62 | 42.2% | 6.7% | 50.56 | 44.1% | 6.1% |
| 25Δ | 55.79 | 39.7% | 5.4% | 51.37 | 39.3% | 4.7% |
| 30Δ | 55.45 | 43.6% | 5.2% | 52.01 | 35.6% | 3.7% |
| 35Δ | 55.12 | 47.4% | 4.9% | 52.44 | 32.9% | 3.0% |
| 40Δ | 54.62 | 46.6% | 4.3% | 52.86 | 30.1% | 2.4% |
| 45Δ | 54.04 | 43.3% | 3.4% | 53.18 | 28.2% | 1.9% |
| 50Δ | 53.57 | 44.2% | 3.0% | 53.45 | 26.7% | 1.6% |
| 55Δ | 53.10 | 45.2% | 2.6% | 53.72 | 25.2% | 1.3% |
| 60Δ | 52.64 | 44.8% | 2.2% | 53.99 | 23.7% | 0.9% |
| 65Δ | 52.18 | 43.9% | 1.8% | 54.25 | 23.1% | 0.8% |
| 70Δ | 51.62 | 44.7% | 1.5% | 54.51 | 22.6% | 0.6% |
| 75Δ | 51.01 | 46.6% | 1.2% | 54.76 | 22.0% | 0.4% |
| 80Δ | 49.63 | 59.0% | 1.2% | |||
20Δ
- Pseudo strike
- 56.62
- IV
- 42.2%
- B/E move
- 6.7%
- Pseudo strike
- 50.56
- IV
- 44.1%
- B/E move
- 6.1%
25Δ
- Pseudo strike
- 55.79
- IV
- 39.7%
- B/E move
- 5.4%
- Pseudo strike
- 51.37
- IV
- 39.3%
- B/E move
- 4.7%
30Δ
- Pseudo strike
- 55.45
- IV
- 43.6%
- B/E move
- 5.2%
- Pseudo strike
- 52.01
- IV
- 35.6%
- B/E move
- 3.7%
35Δ
- Pseudo strike
- 55.12
- IV
- 47.4%
- B/E move
- 4.9%
- Pseudo strike
- 52.44
- IV
- 32.9%
- B/E move
- 3.0%
40Δ
- Pseudo strike
- 54.62
- IV
- 46.6%
- B/E move
- 4.3%
- Pseudo strike
- 52.86
- IV
- 30.1%
- B/E move
- 2.4%
45Δ
- Pseudo strike
- 54.04
- IV
- 43.3%
- B/E move
- 3.4%
- Pseudo strike
- 53.18
- IV
- 28.2%
- B/E move
- 1.9%
50Δ
- Pseudo strike
- 53.57
- IV
- 44.2%
- B/E move
- 3.0%
- Pseudo strike
- 53.45
- IV
- 26.7%
- B/E move
- 1.6%
55Δ
- Pseudo strike
- 53.10
- IV
- 45.2%
- B/E move
- 2.6%
- Pseudo strike
- 53.72
- IV
- 25.2%
- B/E move
- 1.3%
60Δ
- Pseudo strike
- 52.64
- IV
- 44.8%
- B/E move
- 2.2%
- Pseudo strike
- 53.99
- IV
- 23.7%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 52.18
- IV
- 43.9%
- B/E move
- 1.8%
- Pseudo strike
- 54.25
- IV
- 23.1%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 51.62
- IV
- 44.7%
- B/E move
- 1.5%
- Pseudo strike
- 54.51
- IV
- 22.6%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 51.01
- IV
- 46.6%
- B/E move
- 1.2%
- Pseudo strike
- 54.76
- IV
- 22.0%
- B/E move
- 0.4%
80Δ
- Pseudo strike
- 49.63
- IV
- 59.0%
- B/E move
- 1.2%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 25.53% | |
| 25.82% | |
| 24.16% | |
| 27.29% | |
| 27.46% | |
| 24.57% | |
| 24.03% | |
| 22.54% | |
| 24.91% | |
| 28.09% |