IntraAlpha
Create free account Start free

DBX ETF Trust Xtrackers Semiconductor Select Equity ETF CHPS

i

Market dataready · fetched 2026-11-06T21:46:11.266Z

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 · 2026-11-06T21:00:00.528022168Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:46:10.825128+00:00

Share price$65.02
1D-0.7%
AH$64.16$64.79$65.42$66.05$66.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHPS
Sold putSold callAH

DBX ETF Trust Xtrackers Semiconductor Select Equity ETF options

Live interpolated CHPS call and put midpoint premiums by absolute delta.DBX ETF Trust Xtrackers Semiconductor Select Equity ETF$0.68$3.09$5.51$7.92$10.34$52.63$60.97$69.32$77.67$86.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHPS spot · $65.02CHPS PRICE$0.94$1.14$1.47$1.85$2.31$2.76$3.21$3.84$4.77$5.70$6.63$7.97$9.64$1.22$1.49$1.92$2.37$2.83$3.29$3.77$4.26$4.76$5.12$5.60$6.30$7.02
PutsCheap0.91×
CallsExpensive1.13×
SkewBullish-6.58 pp
Implied moveBearish±$6.98
TiltBullish2.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.8470.4%15.0%57.3881.5%13.6%
25Δ71.4564.1%11.6%59.6773.1%10.5%
30Δ70.1664.7%10.2%61.0171.3%9.1%
35Δ69.0165.9%9.0%62.2070.7%8.0%
40Δ67.9868.5%8.1%63.3970.0%6.9%
45Δ66.8568.3%7.1%64.5869.4%5.7%
50Δ65.7268.0%6.0%65.6667.8%4.8%
55Δ64.5369.2%5.1%66.6865.6%4.0%
60Δ63.2272.8%4.6%67.7163.5%3.2%
65Δ61.9176.5%4.0%68.5559.5%2.4%
70Δ60.5980.1%3.4%69.4356.4%1.8%
75Δ58.8884.4%2.8%70.4354.9%1.4%
80Δ56.8489.1%2.2%71.4352.8%0.9%

20Δ

Calls
Pseudo strike
73.84
IV
70.4%
B/E move
15.0%
Puts
Pseudo strike
57.38
IV
81.5%
B/E move
13.6%

25Δ

Calls
Pseudo strike
71.45
IV
64.1%
B/E move
11.6%
Puts
Pseudo strike
59.67
IV
73.1%
B/E move
10.5%

30Δ

Calls
Pseudo strike
70.16
IV
64.7%
B/E move
10.2%
Puts
Pseudo strike
61.01
IV
71.3%
B/E move
9.1%

35Δ

Calls
Pseudo strike
69.01
IV
65.9%
B/E move
9.0%
Puts
Pseudo strike
62.20
IV
70.7%
B/E move
8.0%

40Δ

Calls
Pseudo strike
67.98
IV
68.5%
B/E move
8.1%
Puts
Pseudo strike
63.39
IV
70.0%
B/E move
6.9%

45Δ

Calls
Pseudo strike
66.85
IV
68.3%
B/E move
7.1%
Puts
Pseudo strike
64.58
IV
69.4%
B/E move
5.7%

50Δ

Calls
Pseudo strike
65.72
IV
68.0%
B/E move
6.0%
Puts
Pseudo strike
65.66
IV
67.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
64.53
IV
69.2%
B/E move
5.1%
Puts
Pseudo strike
66.68
IV
65.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
63.22
IV
72.8%
B/E move
4.6%
Puts
Pseudo strike
67.71
IV
63.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
61.91
IV
76.5%
B/E move
4.0%
Puts
Pseudo strike
68.55
IV
59.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
60.59
IV
80.1%
B/E move
3.4%
Puts
Pseudo strike
69.43
IV
56.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
58.88
IV
84.4%
B/E move
2.8%
Puts
Pseudo strike
70.43
IV
54.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
56.84
IV
89.1%
B/E move
2.2%
Puts
Pseudo strike
71.43
IV
52.8%
B/E move
0.9%

Options history

IV · four-Friday blend44.63%
Daily EOD
CHPS37.2%41.2%45.2%2026-10-19: 37.72%2026-10-20: 38.57%2026-10-21: 37.94%2026-10-22: 42.00%2026-10-23: 41.10%2026-10-26: 39.62%2026-10-27: 39.66%2026-10-28: 39.11%2026-10-29: 40.01%2026-10-30: 44.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.72%
38.57%
37.94%
42.00%
41.10%
39.62%
39.66%
39.11%
40.01%
44.63%