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Invesco DB Base Metals Fund DBB

i

Market dataready · fetched 2026-11-11T13:45:27.349Z

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 · 2026-11-11T01:00:00.133823628Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:45:26.883557+00:00

Share price$24.38
1D+0.2%
AH$24.27$24.31$24.36$24.40$24.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDBB
Sold putSold callAH

Invesco DB Base Metals Fund options

Live interpolated DBB call and put midpoint premiums by absolute delta.Invesco DB Base Metals Fund$2.44$2.46$2.49$2.51$2.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDBB PRICE$2.45$2.45$2.45$2.46$2.48$2.50$2.45$2.48$2.51
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ22.65218.4%17.1%
40Δ
45Δ
50Δ
55Δ24.46159.2%10.4%25.40122.6%6.0%
60Δ23.72135.8%7.3%25.80108.6%4.5%
65Δ23.17115.8%5.1%
70Δ22.84101.4%3.8%
75Δ22.6289.4%2.9%
80Δ22.3977.5%2.1%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.65
IV
218.4%
B/E move
17.1%

40Δ

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

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
24.46
IV
159.2%
B/E move
10.4%
Puts
Pseudo strike
25.40
IV
122.6%
B/E move
6.0%

60Δ

Calls
Pseudo strike
23.72
IV
135.8%
B/E move
7.3%
Puts
Pseudo strike
25.80
IV
108.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
23.17
IV
115.8%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.84
IV
101.4%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.62
IV
89.4%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.39
IV
77.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.97%
Daily EOD
DBB52.9%61.5%70.2%2026-10-19: 54.08%2026-10-20: 61.48%2026-10-21: 61.94%2026-10-22: 62.70%2026-10-23: 63.39%2026-10-26: 67.43%2026-10-27: 64.46%2026-10-28: 65.52%2026-10-29: 68.55%2026-10-30: 68.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.08%
61.48%
61.94%
62.70%
63.39%
67.43%
64.46%
65.52%
68.55%
68.97%