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

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Market datapartial · fetched 2026-10-22T13:53:38.790Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T13:53:19.139698459Z

FundamentalsAlpha Vantage · unavailable

Share price$38.84
1D-0.2%
$38.86$38.89$38.93$38.96$38.995:30 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$0.74$1.10$1.45$1.81$2.17$34.92$36.95$38.99$41.03$43.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCD spot · $38.84BCD PRICE$0.78$0.78$0.78$0.83$0.90$0.99$1.08$1.18$1.28$1.39$1.55$1.81$2.07$0.78$0.78$0.81$0.88$0.95$1.02$1.10$1.23$1.37$1.50$1.63$1.76$1.90
PutsExpensive2.19×
CallsExpensive2.68×
SkewBullish-2.86 pp
Implied moveBalanced±$2.18
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8569.1%22.6%34.3658.4%13.5%
25Δ43.4150.8%13.8%36.0844.5%9.1%
30Δ41.6539.9%9.3%37.0936.7%6.6%
35Δ40.6834.0%6.9%37.7532.3%5.0%
40Δ39.9830.3%5.3%38.2629.0%3.9%
45Δ39.5428.0%4.4%38.6726.3%3.0%
50Δ39.1025.8%3.5%39.0524.0%2.3%
55Δ38.7724.2%2.9%39.3022.8%2.0%
60Δ38.4722.7%2.4%39.5521.6%1.7%
65Δ38.1821.2%1.9%39.8120.4%1.4%
70Δ37.8620.3%1.5%40.0619.2%1.0%
75Δ37.5020.4%1.2%40.3118.0%0.7%
80Δ37.1520.5%1.0%40.5616.8%0.4%

20Δ

Calls
Pseudo strike
46.85
IV
69.1%
B/E move
22.6%
Puts
Pseudo strike
34.36
IV
58.4%
B/E move
13.5%

25Δ

Calls
Pseudo strike
43.41
IV
50.8%
B/E move
13.8%
Puts
Pseudo strike
36.08
IV
44.5%
B/E move
9.1%

30Δ

Calls
Pseudo strike
41.65
IV
39.9%
B/E move
9.3%
Puts
Pseudo strike
37.09
IV
36.7%
B/E move
6.6%

35Δ

Calls
Pseudo strike
40.68
IV
34.0%
B/E move
6.9%
Puts
Pseudo strike
37.75
IV
32.3%
B/E move
5.0%

40Δ

Calls
Pseudo strike
39.98
IV
30.3%
B/E move
5.3%
Puts
Pseudo strike
38.26
IV
29.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
39.54
IV
28.0%
B/E move
4.4%
Puts
Pseudo strike
38.67
IV
26.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
39.10
IV
25.8%
B/E move
3.5%
Puts
Pseudo strike
39.05
IV
24.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
38.77
IV
24.2%
B/E move
2.9%
Puts
Pseudo strike
39.30
IV
22.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
38.47
IV
22.7%
B/E move
2.4%
Puts
Pseudo strike
39.55
IV
21.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
38.18
IV
21.2%
B/E move
1.9%
Puts
Pseudo strike
39.81
IV
20.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
37.86
IV
20.3%
B/E move
1.5%
Puts
Pseudo strike
40.06
IV
19.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
37.50
IV
20.4%
B/E move
1.2%
Puts
Pseudo strike
40.31
IV
18.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
37.15
IV
20.5%
B/E move
1.0%
Puts
Pseudo strike
40.56
IV
16.8%
B/E move
0.4%

Options history

BCD67.1167.1867.242026-10-20: 67.18%Oct 20Oct 20
Table
DateIV
67.18%