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iShares Bloomberg Roll Select Commodity Strategy ETF CMDY

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Market dataready · fetched 2026-11-11T14:57:42.511Z

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 · 2026-11-11T14:55:17.067220194Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:41.852986+00:00

Share price$60.06
1D-0.1%
$59.94$59.98$60.03$60.07$60.125:30 AM6:30 AM9:00 AM1:00 PMCMDY
Sold putSold call

iShares Bloomberg Roll Select Commodity Strategy ETF options

Live interpolated CMDY call and put midpoint premiums by absolute delta.iShares Bloomberg Roll Select Commodity Strategy ETF$0.51$1.07$1.63$2.18$2.74$56.30$58.16$60.01$61.86$63.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMDY spot · $60.06CMDY PRICE$0.57$0.62$0.68$0.75$0.83$0.91$0.98$1.08$1.21$1.34$1.47$1.69$1.93$0.58$0.64$0.71$0.79$0.88$0.96$1.08$1.21$1.35$1.52$1.84$2.15$2.58
PutsExpensive1.41×
CallsExpensive2.41×
SkewBearish+1.06 pp
Implied moveBearish±$2.06
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.1056.2%9.3%56.2352.5%7.3%
25Δ63.2945.1%6.4%57.5043.4%5.3%
30Δ62.2538.8%4.8%58.3138.3%4.1%
35Δ61.5634.8%3.8%58.9634.3%3.2%
40Δ60.9831.4%2.9%59.3931.6%2.6%
45Δ60.6029.0%2.4%59.8129.0%2.0%
50Δ60.2226.6%1.9%60.1727.4%1.6%
55Δ59.8924.8%1.5%60.4726.5%1.3%
60Δ59.6124.0%1.3%60.7725.6%1.1%
65Δ59.3423.2%1.0%61.1025.1%0.8%
70Δ59.0622.3%0.8%61.5025.8%0.7%
75Δ58.7521.8%0.6%61.9026.5%0.5%
80Δ58.4321.4%0.5%62.4127.2%0.4%

20Δ

Calls
Pseudo strike
65.10
IV
56.2%
B/E move
9.3%
Puts
Pseudo strike
56.23
IV
52.5%
B/E move
7.3%

25Δ

Calls
Pseudo strike
63.29
IV
45.1%
B/E move
6.4%
Puts
Pseudo strike
57.50
IV
43.4%
B/E move
5.3%

30Δ

Calls
Pseudo strike
62.25
IV
38.8%
B/E move
4.8%
Puts
Pseudo strike
58.31
IV
38.3%
B/E move
4.1%

35Δ

Calls
Pseudo strike
61.56
IV
34.8%
B/E move
3.8%
Puts
Pseudo strike
58.96
IV
34.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
60.98
IV
31.4%
B/E move
2.9%
Puts
Pseudo strike
59.39
IV
31.6%
B/E move
2.6%

45Δ

Calls
Pseudo strike
60.60
IV
29.0%
B/E move
2.4%
Puts
Pseudo strike
59.81
IV
29.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
60.22
IV
26.6%
B/E move
1.9%
Puts
Pseudo strike
60.17
IV
27.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
59.89
IV
24.8%
B/E move
1.5%
Puts
Pseudo strike
60.47
IV
26.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
59.61
IV
24.0%
B/E move
1.3%
Puts
Pseudo strike
60.77
IV
25.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
59.34
IV
23.2%
B/E move
1.0%
Puts
Pseudo strike
61.10
IV
25.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
59.06
IV
22.3%
B/E move
0.8%
Puts
Pseudo strike
61.50
IV
25.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
58.75
IV
21.8%
B/E move
0.6%
Puts
Pseudo strike
61.90
IV
26.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
58.43
IV
21.4%
B/E move
0.5%
Puts
Pseudo strike
62.41
IV
27.2%
B/E move
0.4%

Options history

IV · four-Friday blend52.21%
Daily EOD
CMDY49.2%53.4%57.6%2026-10-19: 51.49%2026-10-20: 49.76%2026-10-21: 52.44%2026-10-22: 50.80%2026-10-23: 53.28%2026-10-26: 52.38%2026-10-27: 53.11%2026-10-28: 53.55%2026-10-29: 57.01%2026-10-30: 52.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.49%
49.76%
52.44%
50.80%
53.28%
52.38%
53.11%
53.55%
57.01%
52.21%