Xtrackers MSCI Europe Hedged Equity ETF DBEU
i
Market dataready · fetched 2026-11-03T14:43:55.994Z
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 · 2026-11-03T14:42:47.950833609Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:43:55.653682+00:00
Xtrackers MSCI Europe Hedged Equity ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 60.67 | 56.4% | 13.3% | 49.78 | 50.6% | 9.4% |
| 25Δ | 57.96 | 41.7% | 8.3% | 51.33 | 40.6% | 6.6% |
| 30Δ | 56.60 | 33.6% | 5.8% | 52.32 | 34.5% | 4.9% |
| 35Δ | 55.78 | 29.2% | 4.4% | 53.05 | 29.8% | 3.7% |
| 40Δ | 55.21 | 26.3% | 3.5% | 53.54 | 26.5% | 2.8% |
| 45Δ | 54.77 | 24.2% | 2.8% | 54.02 | 23.2% | 2.1% |
| 50Δ | 54.41 | 22.6% | 2.3% | 54.30 | 21.6% | 1.7% |
| 55Δ | 54.05 | 20.9% | 1.8% | 54.58 | 19.9% | 1.3% |
| 60Δ | 53.75 | 20.2% | 1.5% | 54.86 | 18.3% | 0.9% |
| 65Δ | 53.46 | 19.7% | 1.3% | |||
| 70Δ | 53.17 | 19.1% | 1.0% | |||
| 75Δ | 52.79 | 19.3% | 0.8% | |||
| 80Δ | 52.31 | 20.4% | 0.7% | |||
20Δ
- Pseudo strike
- 60.67
- IV
- 56.4%
- B/E move
- 13.3%
- Pseudo strike
- 49.78
- IV
- 50.6%
- B/E move
- 9.4%
25Δ
- Pseudo strike
- 57.96
- IV
- 41.7%
- B/E move
- 8.3%
- Pseudo strike
- 51.33
- IV
- 40.6%
- B/E move
- 6.6%
30Δ
- Pseudo strike
- 56.60
- IV
- 33.6%
- B/E move
- 5.8%
- Pseudo strike
- 52.32
- IV
- 34.5%
- B/E move
- 4.9%
35Δ
- Pseudo strike
- 55.78
- IV
- 29.2%
- B/E move
- 4.4%
- Pseudo strike
- 53.05
- IV
- 29.8%
- B/E move
- 3.7%
40Δ
- Pseudo strike
- 55.21
- IV
- 26.3%
- B/E move
- 3.5%
- Pseudo strike
- 53.54
- IV
- 26.5%
- B/E move
- 2.8%
45Δ
- Pseudo strike
- 54.77
- IV
- 24.2%
- B/E move
- 2.8%
- Pseudo strike
- 54.02
- IV
- 23.2%
- B/E move
- 2.1%
50Δ
- Pseudo strike
- 54.41
- IV
- 22.6%
- B/E move
- 2.3%
- Pseudo strike
- 54.30
- IV
- 21.6%
- B/E move
- 1.7%
55Δ
- Pseudo strike
- 54.05
- IV
- 20.9%
- B/E move
- 1.8%
- Pseudo strike
- 54.58
- IV
- 19.9%
- B/E move
- 1.3%
60Δ
- Pseudo strike
- 53.75
- IV
- 20.2%
- B/E move
- 1.5%
- Pseudo strike
- 54.86
- IV
- 18.3%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 53.46
- IV
- 19.7%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 53.17
- IV
- 19.1%
- B/E move
- 1.0%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 52.79
- IV
- 19.3%
- B/E move
- 0.8%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 52.31
- IV
- 20.4%
- B/E move
- 0.7%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 77.00% | |
| 61.18% | |
| 83.67% | |
| 93.39% |