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Xtrackers USD High Yield Corporate Bond ETF HYLB

i

Market dataready · fetched 2026-11-04T04:47:28.727Z

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 · 2026-11-04T01:00:00.184129194Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:47:28.302250+00:00

Share price$35.06
1D+0.1%
AH$34.99$35.02$35.05$35.08$35.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHYLB
Sold putSold callAH

Xtrackers USD High Yield Corporate Bond ETF options

Live interpolated HYLB call and put midpoint premiums by absolute delta.Xtrackers USD High Yield Corporate Bond ETF$0.44$0.77$1.10$1.43$1.76$32.75$33.94$35.14$36.34$37.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYLB spot · $35.06HYLB PRICE$0.47$0.47$0.47$0.47$0.51$0.54$0.57$0.61$0.82$1.03$1.24$1.45$1.66$0.47$0.47$0.47$0.50$0.52$0.55$0.61$0.68$0.75$0.82$0.89$0.96$1.17
PutsExpensive4.37×
CallsExpensive6.25×
SkewBullish-2.16 pp
Implied moveBearish±$1.18
TiltBullish7.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.5260.5%14.1%32.0953.9%9.8%
25Δ37.6844.9%8.8%33.2141.2%6.6%
30Δ36.7035.2%6.0%33.9632.2%4.5%
35Δ36.0127.8%4.1%34.3128.3%3.6%
40Δ35.7525.2%3.4%34.6324.7%2.7%
45Δ35.4922.7%2.8%34.9521.1%1.9%
50Δ35.2420.2%2.1%35.1319.8%1.5%
55Δ34.9817.8%1.5%35.2918.8%1.3%
60Δ34.7218.2%1.4%35.4417.9%1.0%
65Δ34.4518.6%1.2%35.6016.9%0.8%
70Δ34.1919.0%1.0%35.7516.0%0.6%
75Δ33.9219.3%0.9%35.9015.0%0.3%
80Δ33.6519.7%0.7%36.1815.3%0.1%

20Δ

Calls
Pseudo strike
39.52
IV
60.5%
B/E move
14.1%
Puts
Pseudo strike
32.09
IV
53.9%
B/E move
9.8%

25Δ

Calls
Pseudo strike
37.68
IV
44.9%
B/E move
8.8%
Puts
Pseudo strike
33.21
IV
41.2%
B/E move
6.6%

30Δ

Calls
Pseudo strike
36.70
IV
35.2%
B/E move
6.0%
Puts
Pseudo strike
33.96
IV
32.2%
B/E move
4.5%

35Δ

Calls
Pseudo strike
36.01
IV
27.8%
B/E move
4.1%
Puts
Pseudo strike
34.31
IV
28.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
35.75
IV
25.2%
B/E move
3.4%
Puts
Pseudo strike
34.63
IV
24.7%
B/E move
2.7%

45Δ

Calls
Pseudo strike
35.49
IV
22.7%
B/E move
2.8%
Puts
Pseudo strike
34.95
IV
21.1%
B/E move
1.9%

50Δ

Calls
Pseudo strike
35.24
IV
20.2%
B/E move
2.1%
Puts
Pseudo strike
35.13
IV
19.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
34.98
IV
17.8%
B/E move
1.5%
Puts
Pseudo strike
35.29
IV
18.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
34.72
IV
18.2%
B/E move
1.4%
Puts
Pseudo strike
35.44
IV
17.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
34.45
IV
18.6%
B/E move
1.2%
Puts
Pseudo strike
35.60
IV
16.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
34.19
IV
19.0%
B/E move
1.0%
Puts
Pseudo strike
35.75
IV
16.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
33.92
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
35.90
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
33.65
IV
19.7%
B/E move
0.7%
Puts
Pseudo strike
36.18
IV
15.3%
B/E move
0.1%

Options history

IV · four-Friday blend15.56%
Daily close
HYLB12.3%22.6%32.8%2026-08-05: 26.16%2026-08-06: 26.61%2026-08-07: 26.76%2026-08-10: 28.57%2026-08-11: 16.36%2026-08-12: 16.82%2026-08-13: 17.21%2026-08-14: 18.22%2026-08-17: 20.98%2026-08-18: 22.87%2026-08-19: 25.70%2026-08-20: 31.40%2026-08-21: 14.27%2026-08-24: 14.91%2026-08-25: 14.76%2026-08-26: 14.85%2026-08-27: 14.59%2026-08-28: 14.54%2026-08-31: 15.90%2026-09-01: 13.77%2026-09-02: 14.15%2026-09-03: 14.77%2026-09-04: 14.62%2026-09-08: 15.72%2026-09-09: 15.97%2026-09-10: 15.21%2026-09-11: 15.70%2026-09-14: 19.40%2026-09-15: 21.29%2026-09-16: 23.15%2026-09-17: 27.93%2026-09-18: 13.71%2026-09-22: 13.97%2026-09-23: 13.96%2026-09-24: 14.86%2026-09-25: 15.23%2026-09-28: 15.83%2026-09-29: 16.03%2026-09-30: 15.89%2026-10-01: 15.52%2026-10-02: 14.13%2026-10-05: 16.57%2026-10-06: 16.73%2026-10-07: 16.68%2026-10-08: 17.45%2026-10-09: 17.90%2026-10-12: 19.89%2026-10-13: 20.93%2026-10-14: 23.63%2026-10-15: 30.19%2026-10-16: 14.32%2026-10-19: 14.51%2026-10-20: 14.42%2026-10-21: 14.71%2026-10-22: 14.39%2026-10-23: 14.81%2026-10-26: 15.19%2026-10-27: 15.09%2026-10-28: 15.21%2026-10-29: 15.23%2026-10-30: 15.56%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
26.16%
26.61%
26.76%
28.57%
16.36%
16.82%
17.21%
18.22%
20.98%
22.87%
25.70%
31.40%
14.27%
14.91%
14.76%
14.85%
14.59%
14.54%
15.90%
13.77%
14.15%
14.77%
14.62%
15.72%
15.97%
15.21%
15.70%
19.40%
21.29%
23.15%
27.93%
13.71%
13.97%
13.96%
14.86%
15.23%
15.83%
16.03%
15.89%
15.52%
14.13%
16.57%
16.73%
16.68%
17.45%
17.90%
19.89%
20.93%
23.63%
30.19%
14.32%
14.51%
14.42%
14.71%
14.39%
14.81%
15.19%
15.09%
15.21%
15.23%
15.56%