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iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF COMT

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Market datapartial · fetched 2026-10-22T04:38:32.656Z

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 · 2026-10-21T20:00:00.231005875Z

FundamentalsAlpha Vantage · unavailable

Share price$38.33
1D+0.3%
AH$38.01$38.13$38.25$38.36$38.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOMT
Sold putSold callAH

iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF options

Live interpolated COMT call and put midpoint premiums by absolute delta.iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF$0.29$1.11$1.94$2.77$3.60$34.74$36.57$38.39$40.22$42.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COMT spot · $38.33COMT PRICE$0.38$0.48$0.67$0.87$1.00$1.09$1.19$1.29$1.39$1.47$1.56$1.65$1.90$0.38$0.45$0.54$0.64$0.75$0.95$1.18$1.42$1.63$1.85$2.16$3.36
PutsExpensive1.18×
CallsExpensive1.18×
SkewBullish-1.17 pp
Implied moveBalanced±$2.38
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.7632.2%9.9%35.9629.6%7.2%
25Δ40.8229.3%7.7%36.6126.8%5.7%
30Δ40.4832.1%7.4%37.1424.9%4.5%
35Δ40.1434.8%7.0%37.5224.0%3.8%
40Δ39.6534.3%6.1%37.9023.1%3.1%
45Δ39.0431.4%4.7%38.2623.9%2.7%
50Δ38.6329.3%3.9%38.6125.1%2.4%
55Δ38.2327.1%3.1%38.9526.4%2.1%
60Δ37.8925.1%2.5%39.3126.2%1.7%
65Δ37.6423.2%2.1%39.6625.7%1.3%
70Δ37.4021.3%1.6%40.1026.3%1.0%
75Δ37.1519.4%1.2%41.2835.0%1.1%
80Δ36.7719.0%0.9%

20Δ

Calls
Pseudo strike
41.76
IV
32.2%
B/E move
9.9%
Puts
Pseudo strike
35.96
IV
29.6%
B/E move
7.2%

25Δ

Calls
Pseudo strike
40.82
IV
29.3%
B/E move
7.7%
Puts
Pseudo strike
36.61
IV
26.8%
B/E move
5.7%

30Δ

Calls
Pseudo strike
40.48
IV
32.1%
B/E move
7.4%
Puts
Pseudo strike
37.14
IV
24.9%
B/E move
4.5%

35Δ

Calls
Pseudo strike
40.14
IV
34.8%
B/E move
7.0%
Puts
Pseudo strike
37.52
IV
24.0%
B/E move
3.8%

40Δ

Calls
Pseudo strike
39.65
IV
34.3%
B/E move
6.1%
Puts
Pseudo strike
37.90
IV
23.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
39.04
IV
31.4%
B/E move
4.7%
Puts
Pseudo strike
38.26
IV
23.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
38.63
IV
29.3%
B/E move
3.9%
Puts
Pseudo strike
38.61
IV
25.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
38.23
IV
27.1%
B/E move
3.1%
Puts
Pseudo strike
38.95
IV
26.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
37.89
IV
25.1%
B/E move
2.5%
Puts
Pseudo strike
39.31
IV
26.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
37.64
IV
23.2%
B/E move
2.1%
Puts
Pseudo strike
39.66
IV
25.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
37.40
IV
21.3%
B/E move
1.6%
Puts
Pseudo strike
40.10
IV
26.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
37.15
IV
19.4%
B/E move
1.2%
Puts
Pseudo strike
41.28
IV
35.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
36.77
IV
19.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations