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abrdn Bloomberg All Commodity Strategy K-1 Free ETF BCI

i

Market dataready · fetched 2026-11-12T02:43:14.774Z

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 · 2026-11-12T01:00:00.095519602Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:43:14.428731+00:00

Share price$24.48
1D+1.2%
AH$24.16$24.30$24.44$24.57$24.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCI
Sold putSold callAH

abrdn Bloomberg All Commodity Strategy K-1 Free ETF options

Live interpolated BCI call and put midpoint premiums by absolute delta.abrdn Bloomberg All Commodity Strategy K-1 Free ETF$0.60$0.71$0.81$0.91$1.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBCI PRICE$0.61$0.65$0.66$0.70$0.65$0.99$0.64$0.65$0.65$0.69$0.73$0.78$0.82$0.87$0.92
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.98136.1%16.9%
25Δ28.07115.2%17.2%22.20106.5%12.0%
30Δ26.8697.7%12.4%23.0684.8%8.5%
35Δ25.9079.0%8.5%23.5473.6%6.7%
40Δ25.3869.4%6.5%24.0162.8%4.9%
45Δ24.2557.8%4.1%
50Δ24.4952.9%3.3%
55Δ24.7348.0%2.5%
60Δ24.9743.1%1.8%
65Δ
70Δ
75Δ23.9720.8%0.6%
80Δ23.6225.6%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.98
IV
136.1%
B/E move
16.9%

25Δ

Calls
Pseudo strike
28.07
IV
115.2%
B/E move
17.2%
Puts
Pseudo strike
22.20
IV
106.5%
B/E move
12.0%

30Δ

Calls
Pseudo strike
26.86
IV
97.7%
B/E move
12.4%
Puts
Pseudo strike
23.06
IV
84.8%
B/E move
8.5%

35Δ

Calls
Pseudo strike
25.90
IV
79.0%
B/E move
8.5%
Puts
Pseudo strike
23.54
IV
73.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
25.38
IV
69.4%
B/E move
6.5%
Puts
Pseudo strike
24.01
IV
62.8%
B/E move
4.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.25
IV
57.8%
B/E move
4.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.49
IV
52.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.73
IV
48.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.97
IV
43.1%
B/E move
1.8%

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
23.97
IV
20.8%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.62
IV
25.6%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.55%
Daily close
BCI28.4%43.5%58.6%2026-08-13: 40.73%2026-08-14: 41.42%2026-08-17: 44.40%2026-08-18: 49.75%2026-08-19: 50.68%2026-08-20: 56.49%2026-08-21: 33.23%2026-08-24: 37.13%2026-08-25: 36.77%2026-08-26: 37.00%2026-08-27: 37.21%2026-08-28: 37.36%2026-08-31: 33.89%2026-09-01: 32.78%2026-09-02: 30.46%2026-09-03: 33.07%2026-09-04: 32.48%2026-09-08: 35.60%2026-09-09: 40.55%Aug 13Aug 26Sep 9
19 observations2026-08-13 — 2026-09-09
Table
DateIV (%)
40.73%
41.42%
44.40%
49.75%
50.68%
56.49%
33.23%
37.13%
36.77%
37.00%
37.21%
37.36%
33.89%
32.78%
30.46%
33.07%
32.48%
35.60%
40.55%