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Invesco DB Agriculture Fund DBA

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Market dataready · fetched 2026-10-23T10:01:57.919Z

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 · 2026-10-23T00:00:00.120065411Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T10:01:57.437589+00:00

Share price$27.92
1D-0.7%
AH$27.87$27.93$27.99$28.04$28.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDBA
Sold putSold callAH

Invesco DB Agriculture Fund options

Live interpolated DBA call and put midpoint premiums by absolute delta.Invesco DB Agriculture Fund$0.10$0.74$1.37$2.00$2.63$21.81$24.66$27.50$30.34$33.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DBA spot · $27.92DBA PRICE$0.17$0.24$1.48$2.45$2.45$1.77$0.69$0.64$0.84$1.03$1.23$1.46$1.69$2.45$2.45$2.45$2.02$1.48$0.95$0.55$0.64$0.74$0.84$0.94$1.04$1.16
PutsExpensive2.15×
CallsExpensive1.85×
SkewBearish+10.78 pp
Implied moveBullish±$1.23
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.5421.2%6.4%20.35207.5%35.9%
25Δ29.1720.6%5.3%22.84164.2%27.0%
30Δ34.68109.1%29.5%24.68134.0%20.4%
35Δ37.59169.4%43.4%25.67103.8%15.3%
40Δ33.10135.0%27.3%26.5172.6%10.4%
45Δ30.6187.0%16.0%27.3441.5%5.5%
50Δ28.4327.2%4.3%28.0417.0%1.5%
55Δ27.8116.9%1.9%28.2016.7%1.3%
60Δ27.5818.8%1.8%28.3616.3%1.1%
65Δ27.3420.8%1.6%28.5316.0%0.8%
70Δ27.1122.7%1.5%28.6915.7%0.6%
75Δ26.8323.5%1.3%28.8615.3%0.4%
80Δ26.5223.3%1.1%29.0415.1%0.1%

20Δ

Calls
Pseudo strike
29.54
IV
21.2%
B/E move
6.4%
Puts
Pseudo strike
20.35
IV
207.5%
B/E move
35.9%

25Δ

Calls
Pseudo strike
29.17
IV
20.6%
B/E move
5.3%
Puts
Pseudo strike
22.84
IV
164.2%
B/E move
27.0%

30Δ

Calls
Pseudo strike
34.68
IV
109.1%
B/E move
29.5%
Puts
Pseudo strike
24.68
IV
134.0%
B/E move
20.4%

35Δ

Calls
Pseudo strike
37.59
IV
169.4%
B/E move
43.4%
Puts
Pseudo strike
25.67
IV
103.8%
B/E move
15.3%

40Δ

Calls
Pseudo strike
33.10
IV
135.0%
B/E move
27.3%
Puts
Pseudo strike
26.51
IV
72.6%
B/E move
10.4%

45Δ

Calls
Pseudo strike
30.61
IV
87.0%
B/E move
16.0%
Puts
Pseudo strike
27.34
IV
41.5%
B/E move
5.5%

50Δ

Calls
Pseudo strike
28.43
IV
27.2%
B/E move
4.3%
Puts
Pseudo strike
28.04
IV
17.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
27.81
IV
16.9%
B/E move
1.9%
Puts
Pseudo strike
28.20
IV
16.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
27.58
IV
18.8%
B/E move
1.8%
Puts
Pseudo strike
28.36
IV
16.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
27.34
IV
20.8%
B/E move
1.6%
Puts
Pseudo strike
28.53
IV
16.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
27.11
IV
22.7%
B/E move
1.5%
Puts
Pseudo strike
28.69
IV
15.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
26.83
IV
23.5%
B/E move
1.3%
Puts
Pseudo strike
28.86
IV
15.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
26.52
IV
23.3%
B/E move
1.1%
Puts
Pseudo strike
29.04
IV
15.1%
B/E move
0.1%

Options history

DBA31.5033.2835.062026-10-20: 31.74%2026-10-21: 34.82%Oct 20Oct 21
Table
DateIV
31.74%
34.82%