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United States Brent Oil Fund, LP BNO

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Market dataready · fetched 2026-10-21T17:00:25.625Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:04.235828037Z

FundamentalsAlpha Vantage · ready

Share price$66.30
1D-0.4%
$66.07$66.33$66.59$66.85$67.115:30 AM6:30 AM9:00 AM1:00 PMBNO
Sold putSold call

United States Brent Oil Fund, LP options

Live interpolated BNO call and put midpoint premiums by absolute delta.United States Brent Oil Fund, LP$0.30$1.16$2.02$2.88$3.74$61.99$64.12$66.25$68.38$70.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNO spot · $66.30BNO PRICE$0.39$0.48$0.60$0.73$0.89$1.02$1.14$1.35$1.59$1.84$2.32$3.09$3.49$0.40$0.47$0.54$0.66$0.79$0.92$1.08$1.22$1.34$1.57$1.80$2.01$2.56
PutsCheap0.79×
CallsExpensive1.20×
SkewBullish-12.39 pp
Implied moveBullish±$2.23
TiltBullish10.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.8475.6%5.9%63.5171.5%4.8%
25Δ68.6666.3%4.3%64.2164.2%3.9%
30Δ68.1165.6%3.6%64.9156.8%2.9%
35Δ67.6465.0%3.1%65.3155.2%2.5%
40Δ67.2165.2%2.7%65.6854.4%2.1%
45Δ66.7962.9%2.3%66.0453.7%1.8%
50Δ66.3859.8%1.8%66.3753.8%1.5%
55Δ66.0160.7%1.6%66.6852.2%1.3%
60Δ65.6161.3%1.4%66.9849.5%1.0%
65Δ65.2161.9%1.1%67.3250.0%0.8%
70Δ64.6467.8%1.0%67.6649.8%0.7%
75Δ63.8280.0%0.9%67.9848.3%0.5%
80Δ63.2878.2%0.7%68.6150.1%0.4%

20Δ

Calls
Pseudo strike
69.84
IV
75.6%
B/E move
5.9%
Puts
Pseudo strike
63.51
IV
71.5%
B/E move
4.8%

25Δ

Calls
Pseudo strike
68.66
IV
66.3%
B/E move
4.3%
Puts
Pseudo strike
64.21
IV
64.2%
B/E move
3.9%

30Δ

Calls
Pseudo strike
68.11
IV
65.6%
B/E move
3.6%
Puts
Pseudo strike
64.91
IV
56.8%
B/E move
2.9%

35Δ

Calls
Pseudo strike
67.64
IV
65.0%
B/E move
3.1%
Puts
Pseudo strike
65.31
IV
55.2%
B/E move
2.5%

40Δ

Calls
Pseudo strike
67.21
IV
65.2%
B/E move
2.7%
Puts
Pseudo strike
65.68
IV
54.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
66.79
IV
62.9%
B/E move
2.3%
Puts
Pseudo strike
66.04
IV
53.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
66.38
IV
59.8%
B/E move
1.8%
Puts
Pseudo strike
66.37
IV
53.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
66.01
IV
60.7%
B/E move
1.6%
Puts
Pseudo strike
66.68
IV
52.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
65.61
IV
61.3%
B/E move
1.4%
Puts
Pseudo strike
66.98
IV
49.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
65.21
IV
61.9%
B/E move
1.1%
Puts
Pseudo strike
67.32
IV
50.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
64.64
IV
67.8%
B/E move
1.0%
Puts
Pseudo strike
67.66
IV
49.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
63.82
IV
80.0%
B/E move
0.9%
Puts
Pseudo strike
67.98
IV
48.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
63.28
IV
78.2%
B/E move
0.7%
Puts
Pseudo strike
68.61
IV
50.1%
B/E move
0.4%

Options history

BNO39.8764.7189.562026-07-23: 86.13%2026-07-24: 76.42%2026-07-27: 69.98%2026-07-28: 66.30%2026-07-29: 77.74%2026-07-30: 72.20%2026-07-31: 65.33%2026-08-03: 67.56%2026-08-04: 65.65%2026-08-05: 58.14%2026-08-06: 76.08%2026-08-07: 60.91%2026-08-10: 66.51%2026-08-11: 65.70%2026-08-12: 61.18%2026-08-13: 53.77%2026-08-14: 55.02%2026-08-17: 57.25%2026-08-18: 53.40%2026-08-19: 51.54%2026-08-20: 50.43%2026-08-21: 51.01%2026-08-24: 49.53%2026-08-25: 47.60%2026-08-26: 50.59%2026-08-27: 50.67%2026-08-28: 44.13%2026-08-31: 47.44%2026-09-01: 51.04%2026-09-02: 48.69%2026-09-03: 49.81%2026-09-04: 43.30%2026-09-08: 49.29%2026-09-09: 49.46%2026-09-10: 65.47%2026-09-11: 58.93%2026-09-14: 60.56%2026-09-15: 63.55%2026-09-16: 55.32%2026-09-17: 48.20%2026-09-18: 48.59%2026-09-21: 50.81%2026-09-22: 55.58%2026-09-23: 54.50%2026-09-24: 56.30%2026-09-25: 55.34%2026-09-28: 64.14%2026-09-29: 56.70%2026-09-30: 55.50%2026-10-01: 56.11%2026-10-02: 52.89%2026-10-05: 49.63%2026-10-06: 51.40%2026-10-07: 50.07%2026-10-08: 48.54%2026-10-09: 49.42%2026-10-12: 46.29%2026-10-13: 46.51%2026-10-14: 46.46%2026-10-15: 45.76%2026-10-16: 51.51%2026-10-19: 52.85%2026-10-20: 51.75%Jul 23Oct 20
Table
DateIV
86.13%
76.42%
69.98%
66.30%
77.74%
72.20%
65.33%
67.56%
65.65%
58.14%
76.08%
60.91%
66.51%
65.70%
61.18%
53.77%
55.02%
57.25%
53.40%
51.54%
50.43%
51.01%
49.53%
47.60%
50.59%
50.67%
44.13%
47.44%
51.04%
48.69%
49.81%
43.30%
49.29%
49.46%
65.47%
58.93%
60.56%
63.55%
55.32%
48.20%
48.59%
50.81%
55.58%
54.50%
56.30%
55.34%
64.14%
56.70%
55.50%
56.11%
52.89%
49.63%
51.40%
50.07%
48.54%
49.42%
46.29%
46.51%
46.46%
45.76%
51.51%
52.85%
51.75%