Share price$39.95
1D-0.5%
Sold putSold callAH
Invesco DB Energy Fund DBE
i
Market dataready · fetched 2026-10-22T22:58:26.070Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:30:00.003698736Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:58:24.329419+00:00
Invesco DB Energy Fund options
PutsExpensive1.13×
CallsFair0.96×
SkewBearish+6.86 pp
Implied moveBearish±$3.62
TiltBearish20.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.65 | 54.3% | 12.6% | |||
| 25Δ | 44.72 | 51.8% | 14.0% | 36.86 | 48.8% | 9.9% |
| 30Δ | 43.20 | 45.0% | 10.4% | 37.77 | 45.2% | 8.0% |
| 35Δ | 42.20 | 41.0% | 8.2% | 38.53 | 42.2% | 6.6% |
| 40Δ | 41.48 | 39.1% | 6.8% | 39.19 | 40.6% | 5.4% |
| 45Δ | 40.85 | 37.7% | 5.6% | 39.77 | 41.7% | 4.8% |
| 50Δ | 40.30 | 36.9% | 4.8% | 40.37 | 42.2% | 4.1% |
| 55Δ | 39.77 | 36.5% | 4.0% | 40.98 | 42.5% | 3.5% |
| 60Δ | 39.25 | 36.3% | 3.4% | 41.66 | 43.5% | 2.9% |
| 65Δ | 38.74 | 35.9% | 2.9% | 42.45 | 45.1% | 2.5% |
| 70Δ | 38.23 | 35.2% | 2.3% | 43.37 | 47.2% | 2.0% |
| 75Δ | 37.69 | 34.5% | 1.8% | 44.37 | 48.5% | 1.6% |
| 80Δ | 37.14 | 33.9% | 1.4% | 45.56 | 49.7% | 1.1% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 35.65
- IV
- 54.3%
- B/E move
- 12.6%
25Δ
- Pseudo strike
- 44.72
- IV
- 51.8%
- B/E move
- 14.0%
- Pseudo strike
- 36.86
- IV
- 48.8%
- B/E move
- 9.9%
30Δ
- Pseudo strike
- 43.20
- IV
- 45.0%
- B/E move
- 10.4%
- Pseudo strike
- 37.77
- IV
- 45.2%
- B/E move
- 8.0%
35Δ
- Pseudo strike
- 42.20
- IV
- 41.0%
- B/E move
- 8.2%
- Pseudo strike
- 38.53
- IV
- 42.2%
- B/E move
- 6.6%
40Δ
- Pseudo strike
- 41.48
- IV
- 39.1%
- B/E move
- 6.8%
- Pseudo strike
- 39.19
- IV
- 40.6%
- B/E move
- 5.4%
45Δ
- Pseudo strike
- 40.85
- IV
- 37.7%
- B/E move
- 5.6%
- Pseudo strike
- 39.77
- IV
- 41.7%
- B/E move
- 4.8%
50Δ
- Pseudo strike
- 40.30
- IV
- 36.9%
- B/E move
- 4.8%
- Pseudo strike
- 40.37
- IV
- 42.2%
- B/E move
- 4.1%
55Δ
- Pseudo strike
- 39.77
- IV
- 36.5%
- B/E move
- 4.0%
- Pseudo strike
- 40.98
- IV
- 42.5%
- B/E move
- 3.5%
60Δ
- Pseudo strike
- 39.25
- IV
- 36.3%
- B/E move
- 3.4%
- Pseudo strike
- 41.66
- IV
- 43.5%
- B/E move
- 2.9%
65Δ
- Pseudo strike
- 38.74
- IV
- 35.9%
- B/E move
- 2.9%
- Pseudo strike
- 42.45
- IV
- 45.1%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 38.23
- IV
- 35.2%
- B/E move
- 2.3%
- Pseudo strike
- 43.37
- IV
- 47.2%
- B/E move
- 2.0%
75Δ
- Pseudo strike
- 37.69
- IV
- 34.5%
- B/E move
- 1.8%
- Pseudo strike
- 44.37
- IV
- 48.5%
- B/E move
- 1.6%
80Δ
- Pseudo strike
- 37.14
- IV
- 33.9%
- B/E move
- 1.4%
- Pseudo strike
- 45.56
- IV
- 49.7%
- B/E move
- 1.1%
Options history
Table
| Date | IV |
|---|---|
| 37.08% | |
| 37.86% |