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Direxion Auspice Broad Commodity Strategy ETF COM

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Market datapartial · fetched 2026-10-22T03:52:23.123Z

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 · 2026-10-22T00:00:00.135686598Z

FundamentalsAlpha Vantage · unavailable

Share price$34.79
1D+0.3%
AH$34.64$34.68$34.72$34.77$34.815:30 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$0.32$0.84$1.37$1.89$2.42$32.27$33.43$34.59$35.75$36.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COM spot · $34.79COM PRICE$0.38$0.38$0.38$0.41$0.45$0.50$0.55$0.61$0.68$0.75$0.82$0.88$0.95$0.38$0.38$0.38$0.47$0.56$0.66$0.75$0.91$1.09$1.27$1.45$1.85$2.27
PutsExpensive1.85×
CallsExpensive2.16×
SkewBearish+4.08 pp
Implied moveBearish±$1.30
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.2535.6%11.0%32.2633.7%8.3%
25Δ36.8726.5%7.1%33.3125.1%5.3%
30Δ36.0920.6%4.8%33.9719.3%3.4%
35Δ35.7518.5%4.0%34.2318.9%3.0%
40Δ35.4716.9%3.3%34.4718.7%2.5%
45Δ35.2015.4%2.6%34.7118.5%2.1%
50Δ34.9614.1%2.0%34.9518.2%1.7%
55Δ34.8113.4%1.8%35.2118.5%1.4%
60Δ34.6712.8%1.6%35.4718.8%1.2%
65Δ34.5312.1%1.4%35.7319.1%0.9%
70Δ34.3911.5%1.2%35.9919.4%0.7%
75Δ34.2410.8%1.0%36.4620.9%0.5%
80Δ34.1010.2%0.8%36.9422.4%0.4%

20Δ

Calls
Pseudo strike
38.25
IV
35.6%
B/E move
11.0%
Puts
Pseudo strike
32.26
IV
33.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
36.87
IV
26.5%
B/E move
7.1%
Puts
Pseudo strike
33.31
IV
25.1%
B/E move
5.3%

30Δ

Calls
Pseudo strike
36.09
IV
20.6%
B/E move
4.8%
Puts
Pseudo strike
33.97
IV
19.3%
B/E move
3.4%

35Δ

Calls
Pseudo strike
35.75
IV
18.5%
B/E move
4.0%
Puts
Pseudo strike
34.23
IV
18.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
35.47
IV
16.9%
B/E move
3.3%
Puts
Pseudo strike
34.47
IV
18.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
35.20
IV
15.4%
B/E move
2.6%
Puts
Pseudo strike
34.71
IV
18.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
34.96
IV
14.1%
B/E move
2.0%
Puts
Pseudo strike
34.95
IV
18.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
34.81
IV
13.4%
B/E move
1.8%
Puts
Pseudo strike
35.21
IV
18.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
34.67
IV
12.8%
B/E move
1.6%
Puts
Pseudo strike
35.47
IV
18.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
34.53
IV
12.1%
B/E move
1.4%
Puts
Pseudo strike
35.73
IV
19.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
34.39
IV
11.5%
B/E move
1.2%
Puts
Pseudo strike
35.99
IV
19.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
34.24
IV
10.8%
B/E move
1.0%
Puts
Pseudo strike
36.46
IV
20.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
34.10
IV
10.2%
B/E move
0.8%
Puts
Pseudo strike
36.94
IV
22.4%
B/E move
0.4%

Options history

No recorded observations