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Invesco DB Commodity Index Tracking Fund DBC

i

Market dataready · fetched 2026-11-12T01:10:57.736Z

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 · 2026-11-12T01:00:00.119805406Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:10:57.283247+00:00

Share price$30.84
1D-0.1%
AH$30.78$30.86$30.94$31.01$31.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDBC
Sold putSold callAH

Invesco DB Commodity Index Tracking Fund options

Live interpolated DBC call and put midpoint premiums by absolute delta.Invesco DB Commodity Index Tracking Fund$0.52$0.94$1.37$1.79$2.21$28.53$29.65$30.78$31.90$33.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive DBC spot · $30.84DBC PRICE$0.61$0.71$0.84$1.02$1.20$1.39$1.62$1.85$2.09$0.56$0.67$0.77$0.92$1.10$1.27$1.45$1.69$1.93
Puts——
Calls——
Skew——
Implied moveBullish±$1.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ31.5244.6%4.2%30.4538.3%3.1%
45Δ31.2344.6%3.6%30.6838.1%2.7%
50Δ30.9444.9%3.0%30.9237.9%2.2%
55Δ30.6546.0%2.7%31.1838.2%1.9%
60Δ30.3547.2%2.3%31.4438.7%1.6%
65Δ30.0648.4%2.0%31.7039.3%1.3%
70Δ29.7348.5%1.6%31.9739.8%1.1%
75Δ29.3948.3%1.3%32.2839.2%0.8%
80Δ29.0548.0%1.0%32.5938.5%0.6%

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
IV
B/E move

40Δ

Calls
Pseudo strike
31.52
IV
44.6%
B/E move
4.2%
Puts
Pseudo strike
30.45
IV
38.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
31.23
IV
44.6%
B/E move
3.6%
Puts
Pseudo strike
30.68
IV
38.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
30.94
IV
44.9%
B/E move
3.0%
Puts
Pseudo strike
30.92
IV
37.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
30.65
IV
46.0%
B/E move
2.7%
Puts
Pseudo strike
31.18
IV
38.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
30.35
IV
47.2%
B/E move
2.3%
Puts
Pseudo strike
31.44
IV
38.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
30.06
IV
48.4%
B/E move
2.0%
Puts
Pseudo strike
31.70
IV
39.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
29.73
IV
48.5%
B/E move
1.6%
Puts
Pseudo strike
31.97
IV
39.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
29.39
IV
48.3%
B/E move
1.3%
Puts
Pseudo strike
32.28
IV
39.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
29.05
IV
48.0%
B/E move
1.0%
Puts
Pseudo strike
32.59
IV
38.5%
B/E move
0.6%

Options history

IV · four-Friday blend44.29%
Daily EOD
DBC22.9%38.1%53.4%2026-10-19: 48.51%2026-10-20: 40.82%2026-10-21: 35.29%2026-10-22: 24.96%2026-10-23: 44.79%2026-10-26: 43.84%2026-10-27: 45.31%2026-10-28: 51.30%2026-10-29: 37.05%2026-10-30: 44.29%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.51%
40.82%
35.29%
24.96%
44.79%
43.84%
45.31%
51.30%
37.05%
44.29%