Share price$38.76
1D-0.5%
Sold putSold call
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF BCD
i
Market dataready · fetched 2026-10-22T14:38:14.632Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T14:30:22.988145315Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:37:57.098529+00:00
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF options
PutsExpensive1.65×
CallsExpensive2.72×
SkewBullish-10.17 pp
Implied moveBalanced±$2.12
TiltBullish10.6% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 46.89 | 69.7% | 23.0% | |||
| 25Δ | 44.50 | 56.2% | 16.8% | |||
| 30Δ | 42.12 | 42.8% | 10.7% | |||
| 35Δ | 40.62 | 34.4% | 7.0% | |||
| 40Δ | 39.93 | 30.7% | 5.4% | 38.19 | 28.7% | 3.9% |
| 45Δ | 39.46 | 27.9% | 4.3% | 38.59 | 26.1% | 3.0% |
| 50Δ | 39.00 | 25.1% | 3.3% | 38.98 | 23.5% | 2.2% |
| 55Δ | 38.70 | 23.7% | 2.8% | 39.23 | 22.2% | 1.9% |
| 60Δ | 38.40 | 22.3% | 2.3% | 39.48 | 21.1% | 1.6% |
| 65Δ | 38.11 | 20.9% | 1.8% | 39.72 | 19.9% | 1.3% |
| 70Δ | 37.80 | 20.1% | 1.5% | 39.97 | 18.7% | 1.0% |
| 75Δ | 37.48 | 19.8% | 1.2% | 40.21 | 17.6% | 0.7% |
| 80Δ | 37.17 | 19.4% | 1.0% | 40.46 | 16.4% | 0.5% |
20Δ
- Pseudo strike
- 46.89
- IV
- 69.7%
- B/E move
- 23.0%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 44.50
- IV
- 56.2%
- B/E move
- 16.8%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 42.12
- IV
- 42.8%
- B/E move
- 10.7%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 40.62
- IV
- 34.4%
- B/E move
- 7.0%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 39.93
- IV
- 30.7%
- B/E move
- 5.4%
- Pseudo strike
- 38.19
- IV
- 28.7%
- B/E move
- 3.9%
45Δ
- Pseudo strike
- 39.46
- IV
- 27.9%
- B/E move
- 4.3%
- Pseudo strike
- 38.59
- IV
- 26.1%
- B/E move
- 3.0%
50Δ
- Pseudo strike
- 39.00
- IV
- 25.1%
- B/E move
- 3.3%
- Pseudo strike
- 38.98
- IV
- 23.5%
- B/E move
- 2.2%
55Δ
- Pseudo strike
- 38.70
- IV
- 23.7%
- B/E move
- 2.8%
- Pseudo strike
- 39.23
- IV
- 22.2%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 38.40
- IV
- 22.3%
- B/E move
- 2.3%
- Pseudo strike
- 39.48
- IV
- 21.1%
- B/E move
- 1.6%
65Δ
- Pseudo strike
- 38.11
- IV
- 20.9%
- B/E move
- 1.8%
- Pseudo strike
- 39.72
- IV
- 19.9%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 37.80
- IV
- 20.1%
- B/E move
- 1.5%
- Pseudo strike
- 39.97
- IV
- 18.7%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 37.48
- IV
- 19.8%
- B/E move
- 1.2%
- Pseudo strike
- 40.21
- IV
- 17.6%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 37.17
- IV
- 19.4%
- B/E move
- 1.0%
- Pseudo strike
- 40.46
- IV
- 16.4%
- B/E move
- 0.5%
Options history
Table
| Date | IV |
|---|---|
| 67.18% |