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Invesco DB Agriculture Fund DBA

i

Market datapartial · fetched 2026-11-12T15:29:50.438Z

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 · 2026-11-12T15:29:36.255715768Z

FundamentalsAlpha Vantage · unavailable

Share price$26.36
1D-0.1%
$26.25$26.29$26.34$26.38$26.425:30 AM6:30 AM9:00 AM1:00 PMDBA
Sold putSold call

Invesco DB Agriculture Fund options

Live interpolated DBA call and put midpoint premiums by absolute delta.Invesco DB Agriculture Fund$0.08$0.48$0.89$1.29$1.69$25.26$25.81$26.37$26.93$27.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DBA spot · $26.36DBA PRICE$0.13$0.16$0.19$0.22$0.25$0.29$0.32$0.35$0.38$0.41$0.45$0.54$1.16$0.26$0.41$0.55$0.70$0.85$0.99$1.14$1.28$1.43$1.57
Puts——
CallsFair1.00×
Skew——
Implied moveBearish±$1.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.7430.6%5.7%
25Δ27.5829.2%5.2%
30Δ27.4227.8%4.8%
35Δ27.2626.4%4.3%26.0823.6%2.1%
40Δ27.1025.0%3.8%26.2725.0%1.9%
45Δ26.9423.6%3.3%26.4726.4%1.7%
50Δ26.7822.2%2.8%26.6627.8%1.5%
55Δ26.6220.8%2.3%26.8529.2%1.4%
60Δ26.4619.3%1.8%27.0430.5%1.2%
65Δ26.3017.9%1.4%27.2331.9%1.0%
70Δ26.1416.5%0.9%27.4233.3%0.8%
75Δ25.9315.9%0.4%27.6134.7%0.7%
80Δ25.2922.4%0.3%27.8036.1%0.5%

20Δ

Calls
Pseudo strike
27.74
IV
30.6%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
27.58
IV
29.2%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
27.42
IV
27.8%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
27.26
IV
26.4%
B/E move
4.3%
Puts
Pseudo strike
26.08
IV
23.6%
B/E move
2.1%

40Δ

Calls
Pseudo strike
27.10
IV
25.0%
B/E move
3.8%
Puts
Pseudo strike
26.27
IV
25.0%
B/E move
1.9%

45Δ

Calls
Pseudo strike
26.94
IV
23.6%
B/E move
3.3%
Puts
Pseudo strike
26.47
IV
26.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
26.78
IV
22.2%
B/E move
2.8%
Puts
Pseudo strike
26.66
IV
27.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
26.62
IV
20.8%
B/E move
2.3%
Puts
Pseudo strike
26.85
IV
29.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
26.46
IV
19.3%
B/E move
1.8%
Puts
Pseudo strike
27.04
IV
30.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
26.30
IV
17.9%
B/E move
1.4%
Puts
Pseudo strike
27.23
IV
31.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
26.14
IV
16.5%
B/E move
0.9%
Puts
Pseudo strike
27.42
IV
33.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
25.93
IV
15.9%
B/E move
0.4%
Puts
Pseudo strike
27.61
IV
34.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
25.29
IV
22.4%
B/E move
0.3%
Puts
Pseudo strike
27.80
IV
36.1%
B/E move
0.5%

Options history

IV · four-Friday blend29.54%
Daily EOD
DBA21.5%37.5%53.6%2026-10-19: 44.85%2026-10-20: 31.74%2026-10-21: 34.82%2026-10-22: 23.69%2026-10-23: 25.29%2026-10-26: 31.60%2026-10-27: 34.55%2026-10-28: 26.04%2026-10-29: 51.35%2026-10-30: 29.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.85%
31.74%
34.82%
23.69%
25.29%
31.60%
34.55%
26.04%
51.35%
29.54%