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State Street SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF CERY

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Market datapartial · fetched 2026-10-23T04:07:09.505Z

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 · 2026-10-23T00:00:00.074630272Z

FundamentalsAlpha Vantage · unavailable

Share price$39.96
1D-0.8%
AH$39.88$39.99$40.10$40.20$40.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCERY
Sold putSold callAH

State Street SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF options

Live interpolated CERY call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF$0.75$1.19$1.62$2.06$2.49$35.81$37.98$40.16$42.34$44.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CERY spot · $39.96CERY PRICE$0.80$0.80$0.85$0.93$1.00$1.08$1.18$1.27$1.36$1.44$1.55$1.96$2.37$0.80$0.83$0.88$0.94$1.01$1.09$1.17$1.25$1.33$1.41$1.66$1.91$2.16
PutsExpensive1.31×
CallsExpensive1.60×
SkewBullish-3.57 pp
Implied moveBalanced±$2.35
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.2370.1%22.7%35.3459.2%13.6%
25Δ44.6851.5%13.8%37.0446.4%9.4%
30Δ42.9942.4%9.7%38.0839.1%6.9%
35Δ41.9837.2%7.4%38.8133.9%5.2%
40Δ41.2633.1%5.8%39.3430.4%4.1%
45Δ40.7130.2%4.6%39.8027.6%3.1%
50Δ40.2428.0%3.6%40.1625.2%2.4%
55Δ39.8625.9%2.9%40.4523.3%1.9%
60Δ39.5624.0%2.4%40.7321.3%1.4%
65Δ39.2722.1%1.9%41.0219.5%0.9%
70Δ38.9720.4%1.4%41.3519.5%0.7%
75Δ38.4922.1%1.2%41.6819.5%0.5%
80Δ38.0123.7%1.0%42.0119.5%0.3%

20Δ

Calls
Pseudo strike
48.23
IV
70.1%
B/E move
22.7%
Puts
Pseudo strike
35.34
IV
59.2%
B/E move
13.6%

25Δ

Calls
Pseudo strike
44.68
IV
51.5%
B/E move
13.8%
Puts
Pseudo strike
37.04
IV
46.4%
B/E move
9.4%

30Δ

Calls
Pseudo strike
42.99
IV
42.4%
B/E move
9.7%
Puts
Pseudo strike
38.08
IV
39.1%
B/E move
6.9%

35Δ

Calls
Pseudo strike
41.98
IV
37.2%
B/E move
7.4%
Puts
Pseudo strike
38.81
IV
33.9%
B/E move
5.2%

40Δ

Calls
Pseudo strike
41.26
IV
33.1%
B/E move
5.8%
Puts
Pseudo strike
39.34
IV
30.4%
B/E move
4.1%

45Δ

Calls
Pseudo strike
40.71
IV
30.2%
B/E move
4.6%
Puts
Pseudo strike
39.80
IV
27.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
40.24
IV
28.0%
B/E move
3.6%
Puts
Pseudo strike
40.16
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
39.86
IV
25.9%
B/E move
2.9%
Puts
Pseudo strike
40.45
IV
23.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
39.56
IV
24.0%
B/E move
2.4%
Puts
Pseudo strike
40.73
IV
21.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
39.27
IV
22.1%
B/E move
1.9%
Puts
Pseudo strike
41.02
IV
19.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
38.97
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
41.35
IV
19.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
38.49
IV
22.1%
B/E move
1.2%
Puts
Pseudo strike
41.68
IV
19.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
38.01
IV
23.7%
B/E move
1.0%
Puts
Pseudo strike
42.01
IV
19.5%
B/E move
0.3%

Options history

No recorded observations