IntraAlpha
Create free account Start free

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF BCD

i

Market datapartial · fetched 2026-11-11T15:50:50.239Z

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 · 2026-11-11T15:49:21.492696189Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:50:49.090321+00:00

Share price$36.74
1D+0.6%
$36.49$36.56$36.63$36.70$36.765:30 AM6:30 AM9:00 AM1:00 PMBCD
Sold putSold call

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF options

Live interpolated BCD call and put midpoint premiums by absolute delta.abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF$0.87$1.60$2.32$3.04$3.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBCD PRICE$0.95$1.28$1.60$1.93$2.25$2.58$2.90$3.23$3.55
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ36.1850.8%4.1%
45Δ36.6550.6%3.7%
50Δ37.1150.3%3.3%
55Δ37.5750.1%3.0%
60Δ38.0449.8%2.6%
65Δ38.5049.6%2.2%
70Δ38.9749.3%1.8%
75Δ39.4349.1%1.4%
80Δ39.9048.9%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.18
IV
50.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.65
IV
50.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.11
IV
50.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.57
IV
50.1%
B/E move
3.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.04
IV
49.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.50
IV
49.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.97
IV
49.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.43
IV
49.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.90
IV
48.9%
B/E move
1.1%

Options history

IV · four-Friday blend32.70%
Daily close
BCD24.4%37.9%51.5%2026-08-13: 31.73%2026-08-14: 32.97%2026-08-17: 35.67%2026-08-18: 37.97%2026-08-19: 37.83%2026-08-20: 43.95%2026-08-21: 27.64%2026-08-24: 26.28%2026-08-25: 28.12%2026-08-26: 27.98%2026-08-27: 27.11%2026-08-28: 26.60%2026-08-31: 28.71%2026-09-01: 27.19%2026-09-02: 28.29%2026-09-03: 29.27%2026-09-04: 29.62%2026-09-08: 30.01%2026-09-09: 29.87%2026-09-10: 30.75%2026-09-11: 31.03%2026-09-14: 34.08%2026-09-15: 36.35%2026-09-16: 45.43%2026-09-17: 49.62%2026-09-18: 33.10%2026-09-21: 33.56%2026-09-22: 34.20%2026-09-23: 34.66%2026-09-24: 34.09%2026-09-25: 33.27%2026-09-28: 30.50%2026-09-29: 30.98%2026-09-30: 30.18%2026-10-01: 31.41%2026-10-05: 31.90%2026-10-06: 32.65%2026-10-07: 32.70%Aug 13Sep 9Oct 7
38 observations2026-08-13 — 2026-10-07
Table
DateIV (%)
31.73%
32.97%
35.67%
37.97%
37.83%
43.95%
27.64%
26.28%
28.12%
27.98%
27.11%
26.60%
28.71%
27.19%
28.29%
29.27%
29.62%
30.01%
29.87%
30.75%
31.03%
34.08%
36.35%
45.43%
49.62%
33.10%
33.56%
34.20%
34.66%
34.09%
33.27%
30.50%
30.98%
30.18%
31.41%
31.90%
32.65%
32.70%