IntraAlpha
Create free account Start free

Invesco DB Energy Fund DBE

i

Market dataready · fetched 2026-11-12T02:04:14.714Z

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 · 2026-11-12T01:00:00.141370534Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:04:14.262184+00:00

Share price$35.11
1D+0.3%
AH$34.94$35.16$35.38$35.59$35.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDBE
Sold putSold callAH

Invesco DB Energy Fund options

Live interpolated DBE call and put midpoint premiums by absolute delta.Invesco DB Energy Fund$0.48$1.28$2.09$2.89$3.70$29.81$32.35$34.89$37.43$39.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DBE spot · $35.11DBE PRICE$0.58$0.60$0.64$0.64$0.80$0.96$1.14$1.38$1.62$2.00$2.56$3.46$0.57$0.61$0.65$0.70$0.75$0.81$0.87$0.93$0.99$1.06$1.12$1.80$2.59
PutsCheap0.58×
Calls——
Skew——
Implied moveBullish±$1.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.74103.1%17.7%31.6287.6%11.5%
25Δ38.4878.8%11.3%32.7971.8%8.4%
30Δ37.2765.0%8.0%33.5660.7%6.3%
35Δ34.1452.3%4.7%
40Δ35.7841.1%3.8%34.5347.2%3.8%
45Δ35.5042.8%3.4%34.9142.0%2.9%
50Δ35.2144.4%3.0%35.1638.7%2.4%
55Δ34.9146.0%2.7%35.3635.9%1.9%
60Δ34.5547.6%2.3%35.5633.1%1.5%
65Δ34.1949.2%2.0%35.7730.3%1.1%
70Δ33.7253.3%1.7%35.9727.5%0.7%
75Δ33.1060.3%1.6%36.7133.1%0.6%
80Δ32.1472.0%1.4%37.5339.9%0.5%

20Δ

Calls
Pseudo strike
40.74
IV
103.1%
B/E move
17.7%
Puts
Pseudo strike
31.62
IV
87.6%
B/E move
11.5%

25Δ

Calls
Pseudo strike
38.48
IV
78.8%
B/E move
11.3%
Puts
Pseudo strike
32.79
IV
71.8%
B/E move
8.4%

30Δ

Calls
Pseudo strike
37.27
IV
65.0%
B/E move
8.0%
Puts
Pseudo strike
33.56
IV
60.7%
B/E move
6.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.14
IV
52.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
35.78
IV
41.1%
B/E move
3.8%
Puts
Pseudo strike
34.53
IV
47.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
35.50
IV
42.8%
B/E move
3.4%
Puts
Pseudo strike
34.91
IV
42.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
35.21
IV
44.4%
B/E move
3.0%
Puts
Pseudo strike
35.16
IV
38.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
34.91
IV
46.0%
B/E move
2.7%
Puts
Pseudo strike
35.36
IV
35.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
34.55
IV
47.6%
B/E move
2.3%
Puts
Pseudo strike
35.56
IV
33.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
34.19
IV
49.2%
B/E move
2.0%
Puts
Pseudo strike
35.77
IV
30.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
33.72
IV
53.3%
B/E move
1.7%
Puts
Pseudo strike
35.97
IV
27.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
33.10
IV
60.3%
B/E move
1.6%
Puts
Pseudo strike
36.71
IV
33.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
32.14
IV
72.0%
B/E move
1.4%
Puts
Pseudo strike
37.53
IV
39.9%
B/E move
0.5%

Options history

IV · four-Friday blend42.76%
Daily EOD
DBE35.9%39.7%43.5%2026-10-19: 36.44%2026-10-20: 37.08%2026-10-21: 37.86%2026-10-22: 38.89%2026-10-23: 41.84%2026-10-26: 42.96%2026-10-27: 41.51%2026-10-28: 41.26%2026-10-29: 41.24%2026-10-30: 42.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.44%
37.08%
37.86%
38.89%
41.84%
42.96%
41.51%
41.26%
41.24%
42.76%