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iShares Bloomberg Roll Select Commodity Strategy ETF CMDY

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Market datapartial · fetched 2026-10-22T10:52:11.118Z

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 · 2026-10-22T00:00:00.121390558Z

FundamentalsAlpha Vantage · unavailable

Share price$64.02
1D+0.3%
AH$63.73$63.82$63.91$64.00$64.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMDY
Sold putSold callAH

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$0.50$1.75$3.01$4.26$5.52$58.70$61.24$63.79$66.33$68.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMDY spot · $64.02CMDY PRICE$0.64$0.73$0.79$0.89$0.98$1.12$1.29$1.50$1.80$2.09$2.42$2.76$3.27$0.68$0.75$0.86$0.96$1.12$1.30$1.57$1.87$2.27$2.72$3.32$3.99$5.16
PutsExpensive1.32×
CallsExpensive1.30×
SkewBearish+2.56 pp
Implied moveBearish±$2.86
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.7932.7%10.0%59.7432.1%7.8%
25Δ67.9827.8%7.3%61.2126.7%5.6%
30Δ66.7223.6%5.4%62.1224.1%4.3%
35Δ65.9121.5%4.3%62.8521.7%3.3%
40Δ65.3019.6%3.5%63.3820.8%2.7%
45Δ64.7718.6%2.9%63.8620.4%2.3%
50Δ64.3318.4%2.5%64.3420.7%1.9%
55Δ63.8818.4%2.1%64.8321.3%1.7%
60Δ63.4318.9%1.9%65.4022.2%1.4%
65Δ62.9719.4%1.6%66.0023.2%1.2%
70Δ62.4819.4%1.4%66.7424.3%0.9%
75Δ61.9919.3%1.1%67.5725.2%0.7%
80Δ61.3519.7%0.9%68.8528.0%0.5%

20Δ

Calls
Pseudo strike
69.79
IV
32.7%
B/E move
10.0%
Puts
Pseudo strike
59.74
IV
32.1%
B/E move
7.8%

25Δ

Calls
Pseudo strike
67.98
IV
27.8%
B/E move
7.3%
Puts
Pseudo strike
61.21
IV
26.7%
B/E move
5.6%

30Δ

Calls
Pseudo strike
66.72
IV
23.6%
B/E move
5.4%
Puts
Pseudo strike
62.12
IV
24.1%
B/E move
4.3%

35Δ

Calls
Pseudo strike
65.91
IV
21.5%
B/E move
4.3%
Puts
Pseudo strike
62.85
IV
21.7%
B/E move
3.3%

40Δ

Calls
Pseudo strike
65.30
IV
19.6%
B/E move
3.5%
Puts
Pseudo strike
63.38
IV
20.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
64.77
IV
18.6%
B/E move
2.9%
Puts
Pseudo strike
63.86
IV
20.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
64.33
IV
18.4%
B/E move
2.5%
Puts
Pseudo strike
64.34
IV
20.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
63.88
IV
18.4%
B/E move
2.1%
Puts
Pseudo strike
64.83
IV
21.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
63.43
IV
18.9%
B/E move
1.9%
Puts
Pseudo strike
65.40
IV
22.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
62.97
IV
19.4%
B/E move
1.6%
Puts
Pseudo strike
66.00
IV
23.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
62.48
IV
19.4%
B/E move
1.4%
Puts
Pseudo strike
66.74
IV
24.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
61.99
IV
19.3%
B/E move
1.1%
Puts
Pseudo strike
67.57
IV
25.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
61.35
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
68.85
IV
28.0%
B/E move
0.5%

Options history

No recorded observations