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PIMCO Commodity and Bond Strategy Active Exchange-Traded Fund CMDT

i

Market dataready · fetched 2026-11-11T14:52:11.501Z

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 · 2026-11-11T14:51:23.250986093Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:52:11.070146+00:00

Share price$30.12
1D-0.0%
$30.09$30.11$30.12$30.13$30.155:30 AM6:30 AM9:00 AM1:00 PMCMDT
Sold putSold call

PIMCO Commodity and Bond Strategy Active Exchange-Traded Fund options

Live interpolated CMDT call and put midpoint premiums by absolute delta.PIMCO Commodity and Bond Strategy Active Exchange-Traded Fund$0.78$1.06$1.34$1.62$1.90$28.68$29.42$30.15$30.89$31.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CMDT spot · $30.12CMDT PRICE$0.81$0.83$0.87$0.92$0.98$1.04$1.14$1.23$1.32$1.42$0.83$0.86$0.92$0.99$1.08$1.18$1.27$1.38$1.53$1.68$1.82
Puts——
Calls——
Skew——
Implied moveBearish±$2.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ33.0295.3%12.3%28.3085.7%8.8%
35Δ31.9178.8%8.7%29.0471.3%6.4%
40Δ31.2067.7%6.5%29.4864.5%5.2%
45Δ30.7260.3%5.0%29.9257.6%3.9%
50Δ30.3354.5%3.9%30.2353.7%3.2%
55Δ29.9649.1%2.9%30.5150.4%2.6%
60Δ29.7246.2%2.5%30.7847.0%2.0%
65Δ29.4943.4%2.0%31.0544.0%1.5%
70Δ29.2540.5%1.5%31.2941.9%1.2%
75Δ29.0137.6%1.0%31.5239.8%0.9%
80Δ31.7637.6%0.6%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
33.02
IV
95.3%
B/E move
12.3%
Puts
Pseudo strike
28.30
IV
85.7%
B/E move
8.8%

35Δ

Calls
Pseudo strike
31.91
IV
78.8%
B/E move
8.7%
Puts
Pseudo strike
29.04
IV
71.3%
B/E move
6.4%

40Δ

Calls
Pseudo strike
31.20
IV
67.7%
B/E move
6.5%
Puts
Pseudo strike
29.48
IV
64.5%
B/E move
5.2%

45Δ

Calls
Pseudo strike
30.72
IV
60.3%
B/E move
5.0%
Puts
Pseudo strike
29.92
IV
57.6%
B/E move
3.9%

50Δ

Calls
Pseudo strike
30.33
IV
54.5%
B/E move
3.9%
Puts
Pseudo strike
30.23
IV
53.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
29.96
IV
49.1%
B/E move
2.9%
Puts
Pseudo strike
30.51
IV
50.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
29.72
IV
46.2%
B/E move
2.5%
Puts
Pseudo strike
30.78
IV
47.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
29.49
IV
43.4%
B/E move
2.0%
Puts
Pseudo strike
31.05
IV
44.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
29.25
IV
40.5%
B/E move
1.5%
Puts
Pseudo strike
31.29
IV
41.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
29.01
IV
37.6%
B/E move
1.0%
Puts
Pseudo strike
31.52
IV
39.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.76
IV
37.6%
B/E move
0.6%

Options history

IV · four-Friday blend28.15%
Daily EOD
CMDT26.2%28.4%30.6%2026-10-19: 28.03%2026-10-20: 30.31%2026-10-21: 26.98%2026-10-22: 27.27%2026-10-23: 29.13%2026-10-26: 28.47%2026-10-27: 26.95%2026-10-28: 26.49%2026-10-29: 27.02%2026-10-30: 28.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.03%
30.31%
26.98%
27.27%
29.13%
28.47%
26.95%
26.49%
27.02%
28.15%