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Invesco DB Base Metals Fund DBB

i

Market dataready · fetched 2026-10-22T09:00:12.413Z

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 · 2026-10-22T00:00:00.154806219Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:00:09.147725+00:00

Share price$25.00
1D+0.4%
AH$24.87$24.92$24.97$25.02$25.075:30 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$0.04$1.90$3.76$5.63$7.49$16.35$20.42$24.49$28.56$32.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DBB spot · $25.00DBB PRICE$0.24$0.25$0.77$2.25$2.45$2.45$2.45$2.45$3.07$3.14$2.89$2.65$2.60$2.45$2.40$2.15$2.45$2.45$2.45$2.45$2.47$2.55$2.62$4.31$6.95$3.66
PutsExpensive2.01×
CallsExpensive1.81×
SkewBearish+14.45 pp
Implied moveBalanced±$4.90
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.3532.3%10.4%18.02220.5%37.7%
25Δ26.4625.2%6.8%20.29173.7%28.5%
30Δ28.1459.9%15.7%22.14129.0%20.0%
35Δ34.19170.7%45.8%23.29120.1%16.6%
40Δ30.80152.3%33.0%24.28101.9%12.7%
45Δ27.93123.9%21.5%25.0687.1%9.5%
50Δ26.52105.3%15.9%25.6275.9%7.3%
55Δ25.1286.7%10.3%26.1266.2%5.4%
60Δ24.2795.7%9.4%26.4960.0%4.2%
65Δ23.8188.3%7.8%26.8653.8%3.0%
70Δ23.5271.4%5.6%28.6367.3%2.7%
75Δ23.2354.4%3.5%31.2292.5%2.9%
80Δ22.8342.2%1.7%28.3948.0%1.1%

20Δ

Calls
Pseudo strike
27.35
IV
32.3%
B/E move
10.4%
Puts
Pseudo strike
18.02
IV
220.5%
B/E move
37.7%

25Δ

Calls
Pseudo strike
26.46
IV
25.2%
B/E move
6.8%
Puts
Pseudo strike
20.29
IV
173.7%
B/E move
28.5%

30Δ

Calls
Pseudo strike
28.14
IV
59.9%
B/E move
15.7%
Puts
Pseudo strike
22.14
IV
129.0%
B/E move
20.0%

35Δ

Calls
Pseudo strike
34.19
IV
170.7%
B/E move
45.8%
Puts
Pseudo strike
23.29
IV
120.1%
B/E move
16.6%

40Δ

Calls
Pseudo strike
30.80
IV
152.3%
B/E move
33.0%
Puts
Pseudo strike
24.28
IV
101.9%
B/E move
12.7%

45Δ

Calls
Pseudo strike
27.93
IV
123.9%
B/E move
21.5%
Puts
Pseudo strike
25.06
IV
87.1%
B/E move
9.5%

50Δ

Calls
Pseudo strike
26.52
IV
105.3%
B/E move
15.9%
Puts
Pseudo strike
25.62
IV
75.9%
B/E move
7.3%

55Δ

Calls
Pseudo strike
25.12
IV
86.7%
B/E move
10.3%
Puts
Pseudo strike
26.12
IV
66.2%
B/E move
5.4%

60Δ

Calls
Pseudo strike
24.27
IV
95.7%
B/E move
9.4%
Puts
Pseudo strike
26.49
IV
60.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
23.81
IV
88.3%
B/E move
7.8%
Puts
Pseudo strike
26.86
IV
53.8%
B/E move
3.0%

70Δ

Calls
Pseudo strike
23.52
IV
71.4%
B/E move
5.6%
Puts
Pseudo strike
28.63
IV
67.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
23.23
IV
54.4%
B/E move
3.5%
Puts
Pseudo strike
31.22
IV
92.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
22.83
IV
42.2%
B/E move
1.7%
Puts
Pseudo strike
28.39
IV
48.0%
B/E move
1.1%

Options history

No recorded observations