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United States Copper Index Fund CPER

i

Market dataready · fetched 2026-11-11T14:50:03.007Z

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 · 2026-11-11T14:49:06.645907227Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:50:02.270648+00:00

Share price$37.73
1D-0.6%
$37.71$37.78$37.85$37.92$37.995:30 AM6:30 AM9:00 AM1:00 PMCPER
Sold putSold call

United States Copper Index Fund options

Live interpolated CPER call and put midpoint premiums by absolute delta.United States Copper Index Fund$0.16$0.56$0.97$1.37$1.77$34.26$35.78$37.31$38.83$40.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CPER spot · $37.73CPER PRICE$0.20$0.26$0.34$0.41$0.49$0.57$0.70$0.84$0.98$1.12$1.35$1.65$0.23$0.29$0.35$0.43$0.52$0.62$0.71
Puts——
Calls——
Skew——
Implied moveBalanced±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.4731.3%5.1%36.1533.1%4.8%
25Δ39.0730.6%4.2%36.5031.6%4.0%
30Δ38.7930.2%3.7%36.8530.2%3.3%
35Δ38.5329.8%3.2%37.1329.4%2.7%
40Δ38.2829.4%2.8%37.3529.2%2.4%
45Δ38.0229.0%2.3%37.5729.0%2.1%
50Δ37.7929.4%2.0%37.8028.8%1.7%
55Δ37.5629.9%1.8%
60Δ37.3330.4%1.5%
65Δ37.1031.0%1.3%
70Δ36.7932.3%1.1%
75Δ36.4234.2%0.9%
80Δ

20Δ

Calls
Pseudo strike
39.47
IV
31.3%
B/E move
5.1%
Puts
Pseudo strike
36.15
IV
33.1%
B/E move
4.8%

25Δ

Calls
Pseudo strike
39.07
IV
30.6%
B/E move
4.2%
Puts
Pseudo strike
36.50
IV
31.6%
B/E move
4.0%

30Δ

Calls
Pseudo strike
38.79
IV
30.2%
B/E move
3.7%
Puts
Pseudo strike
36.85
IV
30.2%
B/E move
3.3%

35Δ

Calls
Pseudo strike
38.53
IV
29.8%
B/E move
3.2%
Puts
Pseudo strike
37.13
IV
29.4%
B/E move
2.7%

40Δ

Calls
Pseudo strike
38.28
IV
29.4%
B/E move
2.8%
Puts
Pseudo strike
37.35
IV
29.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
38.02
IV
29.0%
B/E move
2.3%
Puts
Pseudo strike
37.57
IV
29.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
37.79
IV
29.4%
B/E move
2.0%
Puts
Pseudo strike
37.80
IV
28.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
37.56
IV
29.9%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
37.33
IV
30.4%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
37.10
IV
31.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
36.79
IV
32.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.42
IV
34.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.60%
Daily EOD
CPER22.5%23.6%24.8%2026-10-19: 23.81%2026-10-20: 22.63%2026-10-21: 23.03%2026-10-22: 23.04%2026-10-23: 23.27%2026-10-26: 23.95%2026-10-27: 24.12%2026-10-28: 23.62%2026-10-29: 22.89%2026-10-30: 24.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.81%
22.63%
23.03%
23.04%
23.27%
23.95%
24.12%
23.62%
22.89%
24.60%