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Direxion Auspice Broad Commodity Strategy ETF COM

i

Market dataready · fetched 2026-11-11T13:44:50.530Z

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 · 2026-11-11T01:00:00.175544928Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:44:50.201697+00:00

Share price$33.56
1D+0.7%
AH$33.30$33.38$33.46$33.54$33.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOM
Sold putSold callAH

Direxion Auspice Broad Commodity Strategy ETF options

Live interpolated COM call and put midpoint premiums by absolute delta.Direxion Auspice Broad Commodity Strategy ETF$0.19$0.73$1.27$1.80$2.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECOM PRICE$1.00$1.00$1.00$1.00$1.00$1.07$1.16$1.25$1.35$1.46$1.57$1.67$0.25$1.29$1.42$1.55$1.68$1.89$2.19
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.58192.0%38.8%
25Δ40.01139.3%22.2%
30Δ32.9423.8%2.6%
35Δ35.7885.7%9.6%
40Δ34.8270.3%6.7%
45Δ34.1858.6%4.8%
50Δ33.7652.8%3.8%
55Δ33.4249.2%3.0%34.0349.1%2.4%
60Δ33.0945.6%2.3%34.3146.6%2.0%
65Δ32.8342.6%1.9%34.5844.1%1.6%
70Δ32.6139.8%1.5%34.8541.6%1.2%
75Δ32.3936.9%1.2%35.1740.1%0.8%
80Δ32.1634.1%0.8%35.5539.9%0.6%

20Δ

Calls
Pseudo strike
45.58
IV
192.0%
B/E move
38.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
40.01
IV
139.3%
B/E move
22.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.94
IV
23.8%
B/E move
2.6%

35Δ

Calls
Pseudo strike
35.78
IV
85.7%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
34.82
IV
70.3%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
34.18
IV
58.6%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
33.76
IV
52.8%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
33.42
IV
49.2%
B/E move
3.0%
Puts
Pseudo strike
34.03
IV
49.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
33.09
IV
45.6%
B/E move
2.3%
Puts
Pseudo strike
34.31
IV
46.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
32.83
IV
42.6%
B/E move
1.9%
Puts
Pseudo strike
34.58
IV
44.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
32.61
IV
39.8%
B/E move
1.5%
Puts
Pseudo strike
34.85
IV
41.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
32.39
IV
36.9%
B/E move
1.2%
Puts
Pseudo strike
35.17
IV
40.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
32.16
IV
34.1%
B/E move
0.8%
Puts
Pseudo strike
35.55
IV
39.9%
B/E move
0.6%

Options history

IV · four-Friday blend26.71%
Daily EOD
COM20.2%24.8%29.3%2026-10-19: 20.85%2026-10-20: 25.20%2026-10-21: 23.41%2026-10-22: 26.99%2026-10-23: 26.31%2026-10-26: 28.44%2026-10-27: 26.28%2026-10-28: 28.71%2026-10-29: 24.89%2026-10-30: 26.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.85%
25.20%
23.41%
26.99%
26.31%
28.44%
26.28%
28.71%
24.89%
26.71%