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GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF COMB

i

Market dataready · fetched 2026-11-11T05:54:26.340Z

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 · 2026-11-11T01:00:00.175427732Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T05:54:26.000318+00:00

Share price$26.29
1D+1.2%
AH$25.95$26.06$26.17$26.27$26.385:30 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$0.58$1.68$2.78$3.87$4.97$22.77$24.68$26.58$28.48$30.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COMB spot · $26.29COMB PRICE$0.70$0.70$0.70$0.71$0.74$0.78$0.84$0.89$1.24$2.09$2.95$3.80$4.65$0.70$0.70$0.70$0.75$0.81$0.88$0.95$1.01$1.08$1.23$1.49$1.76$2.39
PutsExpensive2.79×
CallsExpensive5.12×
SkewBullish-13.44 pp
Implied moveBearish±$1.78
TiltBullish18.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.26166.0%33.0%22.45132.8%17.3%
25Δ30.66121.2%19.3%23.86101.4%11.9%
30Δ28.8593.4%12.4%24.7581.1%8.5%
35Δ27.8475.7%8.6%25.3070.5%6.6%
40Δ27.2265.0%6.4%25.7463.5%5.2%
45Δ26.8057.9%4.9%26.1057.6%4.1%
50Δ26.5052.8%4.0%26.3553.5%3.4%
55Δ26.1947.7%3.0%26.6049.3%2.7%
60Δ25.6648.2%2.3%26.8545.2%2.0%
65Δ24.7458.3%2.1%27.1343.5%1.5%
70Δ23.8168.3%1.8%27.4645.4%1.2%
75Δ22.8978.4%1.5%27.7947.3%1.0%
80Δ21.9788.4%1.3%28.4755.6%0.8%

20Δ

Calls
Pseudo strike
34.26
IV
166.0%
B/E move
33.0%
Puts
Pseudo strike
22.45
IV
132.8%
B/E move
17.3%

25Δ

Calls
Pseudo strike
30.66
IV
121.2%
B/E move
19.3%
Puts
Pseudo strike
23.86
IV
101.4%
B/E move
11.9%

30Δ

Calls
Pseudo strike
28.85
IV
93.4%
B/E move
12.4%
Puts
Pseudo strike
24.75
IV
81.1%
B/E move
8.5%

35Δ

Calls
Pseudo strike
27.84
IV
75.7%
B/E move
8.6%
Puts
Pseudo strike
25.30
IV
70.5%
B/E move
6.6%

40Δ

Calls
Pseudo strike
27.22
IV
65.0%
B/E move
6.4%
Puts
Pseudo strike
25.74
IV
63.5%
B/E move
5.2%

45Δ

Calls
Pseudo strike
26.80
IV
57.9%
B/E move
4.9%
Puts
Pseudo strike
26.10
IV
57.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
26.50
IV
52.8%
B/E move
4.0%
Puts
Pseudo strike
26.35
IV
53.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
26.19
IV
47.7%
B/E move
3.0%
Puts
Pseudo strike
26.60
IV
49.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
25.66
IV
48.2%
B/E move
2.3%
Puts
Pseudo strike
26.85
IV
45.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
24.74
IV
58.3%
B/E move
2.1%
Puts
Pseudo strike
27.13
IV
43.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
23.81
IV
68.3%
B/E move
1.8%
Puts
Pseudo strike
27.46
IV
45.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
22.89
IV
78.4%
B/E move
1.5%
Puts
Pseudo strike
27.79
IV
47.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
21.97
IV
88.4%
B/E move
1.3%
Puts
Pseudo strike
28.47
IV
55.6%
B/E move
0.8%

Options history

IV · four-Friday blend45.79%
Daily EOD
COMB44.0%46.8%49.7%2026-10-19: 45.46%2026-10-20: 44.36%2026-10-21: 46.23%2026-10-22: 45.15%2026-10-23: 45.95%2026-10-26: 45.09%2026-10-27: 48.59%2026-10-28: 49.27%2026-10-29: 48.95%2026-10-30: 45.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.46%
44.36%
46.23%
45.15%
45.95%
45.09%
48.59%
49.27%
48.95%
45.79%