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GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF COMB

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Market dataready · fetched 2026-10-22T03:53:09.209Z

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 · 2026-10-22T00:00:00.145953044Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:52:26.646986+00:00

Share price$28.18
1D+0.0%
AH$28.03$28.07$28.12$28.16$28.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOMB
Sold putSold callAH

GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF options

Live interpolated COMB call and put midpoint premiums by absolute delta.GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF$0.33$0.76$1.19$1.61$2.04$25.71$27.03$28.35$29.66$30.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COMB spot · $28.18COMB PRICE$0.38$0.38$0.38$0.39$0.59$0.80$1.01$1.21$1.28$1.33$1.37$1.41$1.45$0.38$0.38$0.40$0.43$0.47$0.63$0.84$1.06$1.27$1.49$1.70$1.92$1.39
PutsExpensive1.42×
CallsExpensive1.70×
SkewBullish-4.03 pp
Implied moveBullish±$1.85
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.7544.5%14.0%25.8739.8%9.6%
25Δ30.3133.1%8.9%26.7530.4%6.4%
30Δ29.5626.2%6.2%27.2325.7%4.8%
35Δ28.9920.9%4.2%27.5722.8%3.7%
40Δ28.7524.1%4.1%27.9019.9%2.7%
45Δ28.5127.4%4.0%28.2019.8%2.2%
50Δ28.2830.7%3.9%28.4820.9%1.9%
55Δ28.0434.0%3.8%28.7622.0%1.7%
60Δ27.8332.0%3.3%29.0523.0%1.5%
65Δ27.6228.9%2.7%29.3324.1%1.2%
70Δ27.4225.9%2.1%29.6125.2%1.0%
75Δ27.2122.8%1.6%29.8926.3%0.7%
80Δ27.0119.7%1.0%29.5017.9%0.3%

20Δ

Calls
Pseudo strike
31.75
IV
44.5%
B/E move
14.0%
Puts
Pseudo strike
25.87
IV
39.8%
B/E move
9.6%

25Δ

Calls
Pseudo strike
30.31
IV
33.1%
B/E move
8.9%
Puts
Pseudo strike
26.75
IV
30.4%
B/E move
6.4%

30Δ

Calls
Pseudo strike
29.56
IV
26.2%
B/E move
6.2%
Puts
Pseudo strike
27.23
IV
25.7%
B/E move
4.8%

35Δ

Calls
Pseudo strike
28.99
IV
20.9%
B/E move
4.2%
Puts
Pseudo strike
27.57
IV
22.8%
B/E move
3.7%

40Δ

Calls
Pseudo strike
28.75
IV
24.1%
B/E move
4.1%
Puts
Pseudo strike
27.90
IV
19.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
28.51
IV
27.4%
B/E move
4.0%
Puts
Pseudo strike
28.20
IV
19.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
28.28
IV
30.7%
B/E move
3.9%
Puts
Pseudo strike
28.48
IV
20.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
28.04
IV
34.0%
B/E move
3.8%
Puts
Pseudo strike
28.76
IV
22.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
27.83
IV
32.0%
B/E move
3.3%
Puts
Pseudo strike
29.05
IV
23.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
27.62
IV
28.9%
B/E move
2.7%
Puts
Pseudo strike
29.33
IV
24.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
27.42
IV
25.9%
B/E move
2.1%
Puts
Pseudo strike
29.61
IV
25.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
27.21
IV
22.8%
B/E move
1.6%
Puts
Pseudo strike
29.89
IV
26.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
27.01
IV
19.7%
B/E move
1.0%
Puts
Pseudo strike
29.50
IV
17.9%
B/E move
0.3%

Options history

No recorded observations