DBX ETF Trust Xtrackers Semiconductor Select Equity ETF CHPS
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Market dataready · fetched 2026-11-04T07:19:14.477Z
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 · 2026-11-03T21:00:00.59567975Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:19:13.856417+00:00
DBX ETF Trust Xtrackers Semiconductor Select Equity ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 84.08 | 62.9% | 14.6% | 66.54 | 68.0% | 12.1% |
| 25Δ | 81.34 | 56.5% | 11.2% | 68.71 | 62.5% | 9.6% |
| 30Δ | 79.74 | 56.5% | 9.5% | 70.41 | 57.3% | 7.7% |
| 35Δ | 78.47 | 56.9% | 8.3% | 71.45 | 60.0% | 7.0% |
| 40Δ | 77.31 | 58.1% | 7.3% | 72.67 | 59.2% | 6.0% |
| 45Δ | 76.17 | 59.1% | 6.4% | 73.83 | 58.1% | 5.1% |
| 50Δ | 75.00 | 60.0% | 5.6% | 74.93 | 56.3% | 4.2% |
| 55Δ | 73.83 | 60.6% | 4.8% | 76.06 | 56.5% | 3.6% |
| 60Δ | 72.63 | 61.3% | 4.1% | 77.02 | 53.2% | 2.8% |
| 65Δ | 71.31 | 63.7% | 3.6% | 78.14 | 52.8% | 2.3% |
| 70Δ | 69.88 | 65.9% | 3.0% | 79.22 | 51.6% | 1.8% |
| 75Δ | 68.28 | 68.1% | 2.4% | 80.40 | 50.7% | 1.3% |
| 80Δ | 66.20 | 72.1% | 2.0% | 81.92 | 51.2% | 1.0% |
20Δ
- Pseudo strike
- 84.08
- IV
- 62.9%
- B/E move
- 14.6%
- Pseudo strike
- 66.54
- IV
- 68.0%
- B/E move
- 12.1%
25Δ
- Pseudo strike
- 81.34
- IV
- 56.5%
- B/E move
- 11.2%
- Pseudo strike
- 68.71
- IV
- 62.5%
- B/E move
- 9.6%
30Δ
- Pseudo strike
- 79.74
- IV
- 56.5%
- B/E move
- 9.5%
- Pseudo strike
- 70.41
- IV
- 57.3%
- B/E move
- 7.7%
35Δ
- Pseudo strike
- 78.47
- IV
- 56.9%
- B/E move
- 8.3%
- Pseudo strike
- 71.45
- IV
- 60.0%
- B/E move
- 7.0%
40Δ
- Pseudo strike
- 77.31
- IV
- 58.1%
- B/E move
- 7.3%
- Pseudo strike
- 72.67
- IV
- 59.2%
- B/E move
- 6.0%
45Δ
- Pseudo strike
- 76.17
- IV
- 59.1%
- B/E move
- 6.4%
- Pseudo strike
- 73.83
- IV
- 58.1%
- B/E move
- 5.1%
50Δ
- Pseudo strike
- 75.00
- IV
- 60.0%
- B/E move
- 5.6%
- Pseudo strike
- 74.93
- IV
- 56.3%
- B/E move
- 4.2%
55Δ
- Pseudo strike
- 73.83
- IV
- 60.6%
- B/E move
- 4.8%
- Pseudo strike
- 76.06
- IV
- 56.5%
- B/E move
- 3.6%
60Δ
- Pseudo strike
- 72.63
- IV
- 61.3%
- B/E move
- 4.1%
- Pseudo strike
- 77.02
- IV
- 53.2%
- B/E move
- 2.8%
65Δ
- Pseudo strike
- 71.31
- IV
- 63.7%
- B/E move
- 3.6%
- Pseudo strike
- 78.14
- IV
- 52.8%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- 69.88
- IV
- 65.9%
- B/E move
- 3.0%
- Pseudo strike
- 79.22
- IV
- 51.6%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 68.28
- IV
- 68.1%
- B/E move
- 2.4%
- Pseudo strike
- 80.40
- IV
- 50.7%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 66.20
- IV
- 72.1%
- B/E move
- 2.0%
- Pseudo strike
- 81.92
- IV
- 51.2%
- B/E move
- 1.0%
Options history
Table
| Date | IV (%) |
|---|---|
| 37.72% | |
| 38.57% | |
| 37.94% | |
| 42.00% | |
| 41.10% | |
| 39.62% | |
| 39.66% | |
| 39.11% | |
| 40.01% | |
| 44.63% |