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Invesco DB Commodity Index Tracking Fund DBC

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Market datapartial · fetched 2026-10-22T16:35:34.395Z

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 · 2026-10-22T16:32:16.591641628Z

FundamentalsAlpha Vantage · unavailable

Share price$33.48
1D-0.3%
$33.36$33.46$33.56$33.66$33.765:30 AM6:30 AM9:00 AM1:00 PMDBC
Sold putSold call

Invesco DB Commodity Index Tracking Fund options

Live interpolated DBC call and put midpoint premiums by absolute delta.Invesco DB Commodity Index Tracking Fund$0.22$1.13$2.05$2.96$3.87$29.99$31.76$33.54$35.31$37.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DBC spot · $33.48DBC PRICE$0.38$0.43$0.51$0.60$0.68$0.77$0.93$1.08$1.24$1.67$2.17$2.88$3.61$0.32$0.37$0.48$0.58$0.70$0.90$1.09$1.28$1.43$1.57$1.71$2.22$2.95
PutsCheap0.89×
CallsExpensive1.11×
SkewBullish-4.48 pp
Implied moveBearish±$2.02
TiltBullish4.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.9537.5%11.5%31.3929.5%7.2%
25Δ35.8331.6%8.3%32.0825.4%5.3%
30Δ35.2529.8%6.8%32.4225.1%4.6%
35Δ34.7728.1%5.6%32.7624.7%3.9%
40Δ34.3626.4%4.7%33.0924.7%3.3%
45Δ33.9724.9%3.7%33.4025.8%2.9%
50Δ33.6625.1%3.3%33.7126.9%2.6%
55Δ33.3625.3%2.9%34.0227.8%2.2%
60Δ33.0625.6%2.5%34.3026.5%1.8%
65Δ32.5829.5%2.3%34.5825.2%1.4%
70Δ32.0634.4%2.2%34.8724.0%1.0%
75Δ31.2638.9%2.0%35.4626.5%0.7%
80Δ30.4443.3%1.7%36.2430.2%0.6%

20Δ

Calls
Pseudo strike
36.95
IV
37.5%
B/E move
11.5%
Puts
Pseudo strike
31.39
IV
29.5%
B/E move
7.2%

25Δ

Calls
Pseudo strike
35.83
IV
31.6%
B/E move
8.3%
Puts
Pseudo strike
32.08
IV
25.4%
B/E move
5.3%

30Δ

Calls
Pseudo strike
35.25
IV
29.8%
B/E move
6.8%
Puts
Pseudo strike
32.42
IV
25.1%
B/E move
4.6%

35Δ

Calls
Pseudo strike
34.77
IV
28.1%
B/E move
5.6%
Puts
Pseudo strike
32.76
IV
24.7%
B/E move
3.9%

40Δ

Calls
Pseudo strike
34.36
IV
26.4%
B/E move
4.7%
Puts
Pseudo strike
33.09
IV
24.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
33.97
IV
24.9%
B/E move
3.7%
Puts
Pseudo strike
33.40
IV
25.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
33.66
IV
25.1%
B/E move
3.3%
Puts
Pseudo strike
33.71
IV
26.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
33.36
IV
25.3%
B/E move
2.9%
Puts
Pseudo strike
34.02
IV
27.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
33.06
IV
25.6%
B/E move
2.5%
Puts
Pseudo strike
34.30
IV
26.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
32.58
IV
29.5%
B/E move
2.3%
Puts
Pseudo strike
34.58
IV
25.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
32.06
IV
34.4%
B/E move
2.2%
Puts
Pseudo strike
34.87
IV
24.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
31.26
IV
38.9%
B/E move
2.0%
Puts
Pseudo strike
35.46
IV
26.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
30.44
IV
43.3%
B/E move
1.7%
Puts
Pseudo strike
36.24
IV
30.2%
B/E move
0.6%

Options history

DBC34.8538.0641.262026-10-20: 40.82%2026-10-21: 35.29%Oct 20Oct 21
Table
DateIV
40.82%
35.29%