Xtrackers MSCI EAFE Hedged Equity ETF DBEF
i
Market dataready · fetched 2026-11-05T22:12:13.115Z
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 · 2026-11-05T21:10:00.002091289Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-05T22:12:11.715112+00:00
Xtrackers MSCI EAFE Hedged Equity ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.14 | 50.6% | 8.8% | |||
| 25Δ | 57.79 | 41.8% | 7.7% | 51.73 | 38.4% | 5.9% |
| 30Δ | 56.61 | 35.1% | 5.6% | 52.64 | 31.8% | 4.3% |
| 35Δ | 55.84 | 31.0% | 4.3% | 53.26 | 27.2% | 3.2% |
| 40Δ | 55.28 | 27.9% | 3.4% | 53.73 | 23.3% | 2.3% |
| 45Δ | 54.81 | 26.7% | 2.8% | 54.08 | 20.3% | 1.7% |
| 50Δ | 54.43 | 27.5% | 2.5% | 54.26 | 18.4% | 1.4% |
| 55Δ | 54.05 | 28.2% | 2.2% | 54.45 | 16.4% | 1.1% |
| 60Δ | 53.58 | 30.2% | 2.0% | 54.63 | 14.5% | 0.8% |
| 65Δ | 53.10 | 32.4% | 1.8% | 54.82 | 12.6% | 0.5% |
| 70Δ | 52.48 | 34.9% | 1.5% | |||
| 75Δ | 51.71 | 38.3% | 1.4% | |||
| 80Δ | 50.89 | 40.8% | 1.2% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 50.14
- IV
- 50.6%
- B/E move
- 8.8%
25Δ
- Pseudo strike
- 57.79
- IV
- 41.8%
- B/E move
- 7.7%
- Pseudo strike
- 51.73
- IV
- 38.4%
- B/E move
- 5.9%
30Δ
- Pseudo strike
- 56.61
- IV
- 35.1%
- B/E move
- 5.6%
- Pseudo strike
- 52.64
- IV
- 31.8%
- B/E move
- 4.3%
35Δ
- Pseudo strike
- 55.84
- IV
- 31.0%
- B/E move
- 4.3%
- Pseudo strike
- 53.26
- IV
- 27.2%
- B/E move
- 3.2%
40Δ
- Pseudo strike
- 55.28
- IV
- 27.9%
- B/E move
- 3.4%
- Pseudo strike
- 53.73
- IV
- 23.3%
- B/E move
- 2.3%
45Δ
- Pseudo strike
- 54.81
- IV
- 26.7%
- B/E move
- 2.8%
- Pseudo strike
- 54.08
- IV
- 20.3%
- B/E move
- 1.7%
50Δ
- Pseudo strike
- 54.43
- IV
- 27.5%
- B/E move
- 2.5%
- Pseudo strike
- 54.26
- IV
- 18.4%
- B/E move
- 1.4%
55Δ
- Pseudo strike
- 54.05
- IV
- 28.2%
- B/E move
- 2.2%
- Pseudo strike
- 54.45
- IV
- 16.4%
- B/E move
- 1.1%
60Δ
- Pseudo strike
- 53.58
- IV
- 30.2%
- B/E move
- 2.0%
- Pseudo strike
- 54.63
- IV
- 14.5%
- B/E move
- 0.8%
65Δ
- Pseudo strike
- 53.10
- IV
- 32.4%
- B/E move
- 1.8%
- Pseudo strike
- 54.82
- IV
- 12.6%
- B/E move
- 0.5%
70Δ
- Pseudo strike
- 52.48
- IV
- 34.9%
- B/E move
- 1.5%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 51.71
- IV
- 38.3%
- B/E move
- 1.4%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 50.89
- IV
- 40.8%
- B/E move
- 1.2%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 32.31% | |
| 37.51% | |
| 60.39% | |
| 27.21% | |
| 31.42% | |
| 22.69% | |
| 58.18% | |
| 31.35% | |
| 100.30% | |
| 73.28% |