Xtrackers US National Critical Technologies ETF CRTC
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Market dataready · fetched 2026-11-07T08:06:49.497Z
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 · 2026-11-07T01:00:00.044725558Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:06:49.118759+00:00
Xtrackers US National Critical Technologies ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.65 | 24.7% | 5.2% | 36.36 | 43.7% | 7.4% |
| 25Δ | 40.37 | 24.9% | 4.7% | 37.24 | 35.0% | 5.2% |
| 30Δ | 40.08 | 25.2% | 4.2% | 37.75 | 31.0% | 4.0% |
| 35Δ | 39.80 | 25.5% | 3.7% | 38.13 | 27.4% | 3.1% |
| 40Δ | 39.52 | 25.8% | 3.2% | 38.39 | 24.1% | 2.5% |
| 45Δ | 39.23 | 26.1% | 2.7% | 38.64 | 20.8% | 1.9% |
| 50Δ | 38.95 | 26.6% | 2.2% | 38.90 | 17.5% | 1.2% |
| 55Δ | 38.65 | 28.6% | 2.0% | |||
| 60Δ | 38.35 | 30.6% | 1.8% | |||
| 65Δ | 38.06 | 32.6% | 1.6% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 40.65
- IV
- 24.7%
- B/E move
- 5.2%
- Pseudo strike
- 36.36
- IV
- 43.7%
- B/E move
- 7.4%
25Δ
- Pseudo strike
- 40.37
- IV
- 24.9%
- B/E move
- 4.7%
- Pseudo strike
- 37.24
- IV
- 35.0%
- B/E move
- 5.2%
30Δ
- Pseudo strike
- 40.08
- IV
- 25.2%
- B/E move
- 4.2%
- Pseudo strike
- 37.75
- IV
- 31.0%
- B/E move
- 4.0%
35Δ
- Pseudo strike
- 39.80
- IV
- 25.5%
- B/E move
- 3.7%
- Pseudo strike
- 38.13
- IV
- 27.4%
- B/E move
- 3.1%
40Δ
- Pseudo strike
- 39.52
- IV
- 25.8%
- B/E move
- 3.2%
- Pseudo strike
- 38.39
- IV
- 24.1%
- B/E move
- 2.5%
45Δ
- Pseudo strike
- 39.23
- IV
- 26.1%
- B/E move
- 2.7%
- Pseudo strike
- 38.64
- IV
- 20.8%
- B/E move
- 1.9%
50Δ
- Pseudo strike
- 38.95
- IV
- 26.6%
- B/E move
- 2.2%
- Pseudo strike
- 38.90
- IV
- 17.5%
- B/E move
- 1.2%
55Δ
- Pseudo strike
- 38.65
- IV
- 28.6%
- B/E move
- 2.0%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 38.35
- IV
- 30.6%
- B/E move
- 1.8%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 38.06
- IV
- 32.6%
- B/E move
- 1.6%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 16.67% | |
| 15.70% | |
| 14.99% | |
| 18.30% | |
| 19.27% | |
| 15.93% | |
| 16.85% | |
| 15.61% | |
| 16.13% | |
| 19.99% |