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

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Market dataready · fetched 2026-11-11T05:54:27.319Z

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 · 2026-11-10T21:00:00.879740525Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T05:54:26.997133+00:00

Share price$34.97
1D+1.5%
AH$34.43$34.59$34.75$34.91$35.075:30 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$0.68$1.30$1.91$2.53$3.15$30.98$32.92$34.87$36.81$38.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive COMT spot · $34.97COMT PRICE$0.75$0.75$0.76$0.80$0.85$0.92$0.98$1.04$1.10$1.16$1.23$0.75$0.78$0.79$0.84$0.92$1.01$1.11$1.23$1.34$1.45$1.76$2.11$2.97
PutsExpensive1.27×
Calls——
Skew——
Implied moveBearish±$2.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.80130.4%24.5%30.63108.9%14.6%
25Δ39.3795.7%14.7%32.1785.6%10.2%
30Δ37.6375.1%9.8%33.1969.2%7.3%
35Δ36.6763.7%7.1%33.8759.8%5.6%
40Δ35.9755.6%5.3%34.3354.6%4.5%
45Δ35.5550.5%4.3%34.7350.4%3.6%
50Δ35.1345.5%3.3%35.1047.0%2.8%
55Δ34.8541.6%2.6%35.3844.8%2.3%
60Δ34.6338.3%2.2%35.6642.7%1.9%
65Δ34.4035.0%1.7%35.9440.5%1.4%
70Δ34.1831.7%1.2%36.3441.6%1.1%
75Δ36.7743.5%0.9%
80Δ37.6752.4%0.8%

20Δ

Calls
Pseudo strike
42.80
IV
130.4%
B/E move
24.5%
Puts
Pseudo strike
30.63
IV
108.9%
B/E move
14.6%

25Δ

Calls
Pseudo strike
39.37
IV
95.7%
B/E move
14.7%
Puts
Pseudo strike
32.17
IV
85.6%
B/E move
10.2%

30Δ

Calls
Pseudo strike
37.63
IV
75.1%
B/E move
9.8%
Puts
Pseudo strike
33.19
IV
69.2%
B/E move
7.3%

35Δ

Calls
Pseudo strike
36.67
IV
63.7%
B/E move
7.1%
Puts
Pseudo strike
33.87
IV
59.8%
B/E move
5.6%

40Δ

Calls
Pseudo strike
35.97
IV
55.6%
B/E move
5.3%
Puts
Pseudo strike
34.33
IV
54.6%
B/E move
4.5%

45Δ

Calls
Pseudo strike
35.55
IV
50.5%
B/E move
4.3%
Puts
Pseudo strike
34.73
IV
50.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
35.13
IV
45.5%
B/E move
3.3%
Puts
Pseudo strike
35.10
IV
47.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
34.85
IV
41.6%
B/E move
2.6%
Puts
Pseudo strike
35.38
IV
44.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
34.63
IV
38.3%
B/E move
2.2%
Puts
Pseudo strike
35.66
IV
42.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
34.40
IV
35.0%
B/E move
1.7%
Puts
Pseudo strike
35.94
IV
40.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
34.18
IV
31.7%
B/E move
1.2%
Puts
Pseudo strike
36.34
IV
41.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.77
IV
43.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.67
IV
52.4%
B/E move
0.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations