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United States Copper Index Fund CPER

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Market datapartial · fetched 2026-10-22T04:40:03.218Z

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 · 2026-10-22T00:00:00.14753481Z

FundamentalsAlpha Vantage · unavailable

Share price$39.54
1D-0.2%
AH$39.33$39.41$39.50$39.58$39.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPER
Sold putSold callAH

United States Copper Index Fund options

Live interpolated CPER call and put midpoint premiums by absolute delta.United States Copper Index Fund$0.25$1.01$1.77$2.53$3.29$35.08$37.28$39.48$41.68$43.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPER spot · $39.54CPER PRICE$0.34$0.37$0.43$0.56$0.69$0.82$0.99$1.15$1.32$1.51$1.70$1.89$2.35$0.34$0.37$0.48$0.59$0.72$0.87$1.02$1.20$1.53$1.86$2.23$2.61$3.07
PutsCheap0.74×
CallsCheap0.74×
SkewBearish+0.99 pp
Implied moveBalanced±$2.01
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.8729.4%9.3%36.8929.3%7.6%
25Δ41.5723.0%6.1%38.1421.3%4.5%
30Δ40.9820.9%4.7%38.4821.4%3.9%
35Δ40.6821.5%4.3%38.8121.4%3.3%
40Δ40.3722.0%3.8%39.1321.5%2.8%
45Δ40.0622.5%3.4%39.4421.6%2.5%
50Δ39.7422.7%3.0%39.7421.7%2.1%
55Δ39.4222.8%2.6%40.0622.0%1.7%
60Δ39.1022.9%2.2%40.4823.7%1.5%
65Δ38.7822.5%1.9%40.8925.3%1.3%
70Δ38.4721.9%1.6%41.3726.1%1.0%
75Δ38.1521.3%1.3%41.8626.6%0.8%
80Δ37.5922.4%1.0%42.4126.7%0.5%

20Δ

Calls
Pseudo strike
42.87
IV
29.4%
B/E move
9.3%
Puts
Pseudo strike
36.89
IV
29.3%
B/E move
7.6%

25Δ

Calls
Pseudo strike
41.57
IV
23.0%
B/E move
6.1%
Puts
Pseudo strike
38.14
IV
21.3%
B/E move
4.5%

30Δ

Calls
Pseudo strike
40.98
IV
20.9%
B/E move
4.7%
Puts
Pseudo strike
38.48
IV
21.4%
B/E move
3.9%

35Δ

Calls
Pseudo strike
40.68
IV
21.5%
B/E move
4.3%
Puts
Pseudo strike
38.81
IV
21.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
40.37
IV
22.0%
B/E move
3.8%
Puts
Pseudo strike
39.13
IV
21.5%
B/E move
2.8%

45Δ

Calls
Pseudo strike
40.06
IV
22.5%
B/E move
3.4%
Puts
Pseudo strike
39.44
IV
21.6%
B/E move
2.5%

50Δ

Calls
Pseudo strike
39.74
IV
22.7%
B/E move
3.0%
Puts
Pseudo strike
39.74
IV
21.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
39.42
IV
22.8%
B/E move
2.6%
Puts
Pseudo strike
40.06
IV
22.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
39.10
IV
22.9%
B/E move
2.2%
Puts
Pseudo strike
40.48
IV
23.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
38.78
IV
22.5%
B/E move
1.9%
Puts
Pseudo strike
40.89
IV
25.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
38.47
IV
21.9%
B/E move
1.6%
Puts
Pseudo strike
41.37
IV
26.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
38.15
IV
21.3%
B/E move
1.3%
Puts
Pseudo strike
41.86
IV
26.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
37.59
IV
22.4%
B/E move
1.0%
Puts
Pseudo strike
42.41
IV
26.7%
B/E move
0.5%

Options history

No recorded observations