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United States Brent Oil Fund, LP BNO

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Market dataready · fetched 2026-10-21T17:52:11.415Z

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

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 · 2026-10-21T17:52:10.303256044Z

FundamentalsAlpha Vantage · ready

Share price$66.54
1D-0.0%
$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$0.26$1.16$2.06$2.96$3.86$62.29$64.26$66.24$68.22$70.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNO spot · $66.54BNO PRICE$0.36$0.45$0.57$0.67$0.76$0.86$1.00$1.19$1.40$1.67$1.94$2.29$2.70$0.41$0.48$0.57$0.71$0.86$1.03$1.20$1.34$1.60$1.88$2.33$2.96$3.60
PutsCheap0.90×
CallsFair1.03×
SkewBearish+4.85 pp
Implied moveBearish±$2.20
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.5867.2%5.1%63.6473.5%5.0%
25Δ68.7762.7%4.0%64.4464.7%3.9%
30Δ68.2661.6%3.4%65.1158.6%3.0%
35Δ67.7759.4%2.9%65.5058.8%2.6%
40Δ67.3255.6%2.3%65.8859.0%2.3%
45Δ66.9352.3%1.9%66.2559.5%2.0%
50Δ66.6052.1%1.6%66.6159.1%1.7%
55Δ66.2752.8%1.4%66.9656.7%1.4%
60Δ65.9353.9%1.2%67.3558.2%1.2%
65Δ65.5455.1%1.0%67.7659.5%1.0%
70Δ65.1656.3%0.8%68.3262.1%0.8%
75Δ64.6957.7%0.7%69.0467.0%0.7%
80Δ64.1959.1%0.5%69.7772.0%0.6%

20Δ

Calls
Pseudo strike
69.58
IV
67.2%
B/E move
5.1%
Puts
Pseudo strike
63.64
IV
73.5%
B/E move
5.0%

25Δ

Calls
Pseudo strike
68.77
IV
62.7%
B/E move
4.0%
Puts
Pseudo strike
64.44
IV
64.7%
B/E move
3.9%

30Δ

Calls
Pseudo strike
68.26
IV
61.6%
B/E move
3.4%
Puts
Pseudo strike
65.11
IV
58.6%
B/E move
3.0%

35Δ

Calls
Pseudo strike
67.77
IV
59.4%
B/E move
2.9%
Puts
Pseudo strike
65.50
IV
58.8%
B/E move
2.6%

40Δ

Calls
Pseudo strike
67.32
IV
55.6%
B/E move
2.3%
Puts
Pseudo strike
65.88
IV
59.0%
B/E move
2.3%

45Δ

Calls
Pseudo strike
66.93
IV
52.3%
B/E move
1.9%
Puts
Pseudo strike
66.25
IV
59.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
66.60
IV
52.1%
B/E move
1.6%
Puts
Pseudo strike
66.61
IV
59.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
66.27
IV
52.8%
B/E move
1.4%
Puts
Pseudo strike
66.96
IV
56.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
65.93
IV
53.9%
B/E move
1.2%
Puts
Pseudo strike
67.35
IV
58.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
65.54
IV
55.1%
B/E move
1.0%
Puts
Pseudo strike
67.76
IV
59.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
65.16
IV
56.3%
B/E move
0.8%
Puts
Pseudo strike
68.32
IV
62.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
64.69
IV
57.7%
B/E move
0.7%
Puts
Pseudo strike
69.04
IV
67.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
64.19
IV
59.1%
B/E move
0.5%
Puts
Pseudo strike
69.77
IV
72.0%
B/E move
0.6%

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%