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PIMCO Commodity Strategy Active Exchange-Traded Fund CMDT

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Market dataready · fetched 2026-10-22T03:56:28.080Z

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 · 2026-10-22T00:00:00.147000014Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:50:58.321863+00:00

Share price$32.11
1D+0.6%
AH$31.81$32.20$32.58$32.96$33.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMDT
Sold putSold callAH

PIMCO Commodity Strategy Active Exchange-Traded Fund options

Live interpolated CMDT call and put midpoint premiums by absolute delta.PIMCO Commodity Strategy Active Exchange-Traded Fund$0.30$1.15$2.00$2.85$3.70$27.21$29.58$31.95$34.32$36.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMDT spot · $32.11CMDT PRICE$0.39$0.82$0.84$0.89$0.95$1.01$1.08$1.15$1.22$1.30$1.38$1.45$1.61$0.86$0.90$0.97$1.05$1.12$1.24$1.36$1.48$1.75$2.03$2.55$3.45
PutsCheap0.83×
CallsExpensive1.65×
SkewBearish+1.87 pp
Implied moveBearish±$2.32
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.3437.0%11.3%
25Δ37.2866.2%18.7%29.2157.8%11.7%
30Δ35.2652.3%12.4%30.2448.2%8.6%
35Δ34.3145.4%9.6%30.9942.2%6.5%
40Δ33.4739.3%7.2%31.4938.1%5.2%
45Δ32.8234.5%5.4%31.9834.1%3.9%
50Δ32.4231.5%4.3%32.3332.1%3.2%
55Δ32.0128.4%3.3%32.6630.2%2.5%
60Δ31.7726.3%2.8%33.0028.3%1.8%
65Δ31.5424.3%2.3%33.3828.5%1.5%
70Δ31.3122.2%1.8%33.7728.7%1.2%
75Δ31.0720.2%1.3%34.3730.9%0.9%
80Δ30.8018.8%0.9%35.3335.7%0.7%

20Δ

Calls
Pseudo strike
35.34
IV
37.0%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
37.28
IV
66.2%
B/E move
18.7%
Puts
Pseudo strike
29.21
IV
57.8%
B/E move
11.7%

30Δ

Calls
Pseudo strike
35.26
IV
52.3%
B/E move
12.4%
Puts
Pseudo strike
30.24
IV
48.2%
B/E move
8.6%

35Δ

Calls
Pseudo strike
34.31
IV
45.4%
B/E move
9.6%
Puts
Pseudo strike
30.99
IV
42.2%
B/E move
6.5%

40Δ

Calls
Pseudo strike
33.47
IV
39.3%
B/E move
7.2%
Puts
Pseudo strike
31.49
IV
38.1%
B/E move
5.2%

45Δ

Calls
Pseudo strike
32.82
IV
34.5%
B/E move
5.4%
Puts
Pseudo strike
31.98
IV
34.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
32.42
IV
31.5%
B/E move
4.3%
Puts
Pseudo strike
32.33
IV
32.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
32.01
IV
28.4%
B/E move
3.3%
Puts
Pseudo strike
32.66
IV
30.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
31.77
IV
26.3%
B/E move
2.8%
Puts
Pseudo strike
33.00
IV
28.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
31.54
IV
24.3%
B/E move
2.3%
Puts
Pseudo strike
33.38
IV
28.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
31.31
IV
22.2%
B/E move
1.8%
Puts
Pseudo strike
33.77
IV
28.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
31.07
IV
20.2%
B/E move
1.3%
Puts
Pseudo strike
34.37
IV
30.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
30.80
IV
18.8%
B/E move
0.9%
Puts
Pseudo strike
35.33
IV
35.7%
B/E move
0.7%

Options history

No recorded observations