IntraAlpha
Create free account Start free

USCF Daily Target 2X Copper Index ETF CPXR

i

Market dataready · fetched 2026-11-11T14:48:58.807Z

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 · 2026-11-11T14:35:37.930894978Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:48:58.388676+00:00

Share price$28.30
1D+0.0%
$28.29$28.29$28.30$28.31$28.315:30 AM6:30 AM9:00 AM1:00 PMCPXR
Sold putSold call

USCF Daily Target 2X Copper Index ETF options

Live interpolated CPXR call and put midpoint premiums by absolute delta.USCF Daily Target 2X Copper Index ETF$0.30$1.07$1.83$2.60$3.36$24.16$26.07$27.99$29.91$31.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPXR spot · $28.30CPXR PRICE$0.38$0.45$0.52$0.60$0.68$0.80$0.92$1.05$1.23$1.45$1.68$2.03$2.48$0.41$0.47$0.54$0.61$0.69$0.80$0.96$1.11$1.27$1.73$2.20$2.67$3.14
PutsCheap0.73×
CallsExpensive1.28×
SkewBullish-4.84 pp
Implied moveBalanced±$1.88
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.8580.9%13.9%25.7177.5%10.6%
25Δ30.7870.5%10.3%26.4767.3%8.1%
30Δ30.0563.9%8.0%27.0659.8%6.3%
35Δ29.5760.2%6.6%27.4455.8%5.2%
40Δ29.1056.6%5.3%27.8151.9%4.2%
45Δ28.7655.0%4.4%28.1449.9%3.4%
50Δ28.4554.1%3.8%28.4250.0%3.0%
55Δ28.1453.1%3.1%28.7050.1%2.5%
60Δ27.8153.3%2.6%28.9950.1%2.1%
65Δ27.4854.5%2.2%29.5350.5%1.8%
70Δ27.1555.6%1.8%30.0850.8%1.5%
75Δ26.7058.6%1.5%30.6351.1%1.2%
80Δ26.1762.8%1.2%31.1851.4%0.9%

20Δ

Calls
Pseudo strike
31.85
IV
80.9%
B/E move
13.9%
Puts
Pseudo strike
25.71
IV
77.5%
B/E move
10.6%

25Δ

Calls
Pseudo strike
30.78
IV
70.5%
B/E move
10.3%
Puts
Pseudo strike
26.47
IV
67.3%
B/E move
8.1%

30Δ

Calls
Pseudo strike
30.05
IV
63.9%
B/E move
8.0%
Puts
Pseudo strike
27.06
IV
59.8%
B/E move
6.3%

35Δ

Calls
Pseudo strike
29.57
IV
60.2%
B/E move
6.6%
Puts
Pseudo strike
27.44
IV
55.8%
B/E move
5.2%

40Δ

Calls
Pseudo strike
29.10
IV
56.6%
B/E move
5.3%
Puts
Pseudo strike
27.81
IV
51.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
28.76
IV
55.0%
B/E move
4.4%
Puts
Pseudo strike
28.14
IV
49.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
28.45
IV
54.1%
B/E move
3.8%
Puts
Pseudo strike
28.42
IV
50.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
28.14
IV
53.1%
B/E move
3.1%
Puts
Pseudo strike
28.70
IV
50.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
27.81
IV
53.3%
B/E move
2.6%
Puts
Pseudo strike
28.99
IV
50.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
27.48
IV
54.5%
B/E move
2.2%
Puts
Pseudo strike
29.53
IV
50.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
27.15
IV
55.6%
B/E move
1.8%
Puts
Pseudo strike
30.08
IV
50.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
26.70
IV
58.6%
B/E move
1.5%
Puts
Pseudo strike
30.63
IV
51.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
26.17
IV
62.8%
B/E move
1.2%
Puts
Pseudo strike
31.18
IV
51.4%
B/E move
0.9%

Options history

IV · four-Friday blend62.75%
Daily EOD
CPXR58.4%89.8%121.2%2026-10-19: 103.06%2026-10-20: 104.74%2026-10-21: 88.69%2026-10-22: 93.96%2026-10-23: 115.69%2026-10-26: 99.19%2026-10-27: 97.99%2026-10-28: 105.39%2026-10-29: 116.85%2026-10-30: 62.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
103.06%
104.74%
88.69%
93.96%
115.69%
99.19%
97.99%
105.39%
116.85%
62.75%