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abrdn Bloomberg All Commodity Strategy K-1 Free ETF BCI

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Market datapartial · fetched 2026-10-23T03:18:58.498Z

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 · 2026-10-23T00:00:00.175926474Z

FundamentalsAlpha Vantage · unavailable

Share price$26.01
1D-0.5%
AH$25.97$26.04$26.10$26.16$26.235:30 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$0.41$0.87$1.33$1.78$2.24$22.78$24.36$25.95$27.53$29.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCI spot · $26.01BCI PRICE$0.50$0.65$0.55$0.46$0.59$0.73$0.86$0.97$1.05$1.12$1.19$1.27$1.50$0.65$0.67$0.70$0.74$0.81$0.88$0.94$0.99$1.04$1.09$1.14$1.55$2.11
PutsExpensive1.05×
CallsExpensive1.14×
SkewBearish+1.75 pp
Implied moveBearish±$1.79
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.8364.2%20.5%22.4372.7%16.3%
25Δ30.0465.3%18.0%23.7157.0%11.4%
30Δ28.4345.5%11.4%24.5147.6%8.5%
35Δ26.9727.8%5.5%25.1140.9%6.3%
40Δ26.7128.7%5.0%25.5037.3%5.1%
45Δ26.4529.5%4.5%25.8933.8%3.9%
50Δ26.1930.3%4.0%26.1430.9%3.1%
55Δ25.9430.3%3.5%26.3428.5%2.5%
60Δ25.7328.3%2.9%26.5426.0%1.9%
65Δ25.5126.2%2.4%26.7423.5%1.4%
70Δ25.3024.2%1.9%26.9421.0%0.8%
75Δ25.0922.1%1.3%27.4222.4%0.5%
80Δ24.7721.9%1.0%28.0225.5%0.4%

20Δ

Calls
Pseudo strike
30.83
IV
64.2%
B/E move
20.5%
Puts
Pseudo strike
22.43
IV
72.7%
B/E move
16.3%

25Δ

Calls
Pseudo strike
30.04
IV
65.3%
B/E move
18.0%
Puts
Pseudo strike
23.71
IV
57.0%
B/E move
11.4%

30Δ

Calls
Pseudo strike
28.43
IV
45.5%
B/E move
11.4%
Puts
Pseudo strike
24.51
IV
47.6%
B/E move
8.5%

35Δ

Calls
Pseudo strike
26.97
IV
27.8%
B/E move
5.5%
Puts
Pseudo strike
25.11
IV
40.9%
B/E move
6.3%

40Δ

Calls
Pseudo strike
26.71
IV
28.7%
B/E move
5.0%
Puts
Pseudo strike
25.50
IV
37.3%
B/E move
5.1%

45Δ

Calls
Pseudo strike
26.45
IV
29.5%
B/E move
4.5%
Puts
Pseudo strike
25.89
IV
33.8%
B/E move
3.9%

50Δ

Calls
Pseudo strike
26.19
IV
30.3%
B/E move
4.0%
Puts
Pseudo strike
26.14
IV
30.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
25.94
IV
30.3%
B/E move
3.5%
Puts
Pseudo strike
26.34
IV
28.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
25.73
IV
28.3%
B/E move
2.9%
Puts
Pseudo strike
26.54
IV
26.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
25.51
IV
26.2%
B/E move
2.4%
Puts
Pseudo strike
26.74
IV
23.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
25.30
IV
24.2%
B/E move
1.9%
Puts
Pseudo strike
26.94
IV
21.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
25.09
IV
22.1%
B/E move
1.3%
Puts
Pseudo strike
27.42
IV
22.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
24.77
IV
21.9%
B/E move
1.0%
Puts
Pseudo strike
28.02
IV
25.5%
B/E move
0.4%

Options history

BCI122.85122.97123.102026-10-20: 122.97%Oct 20Oct 20
Table
DateIV
122.97%