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iMGP DBi Managed Futures Strategy ETF DBMF

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Market dataready · fetched 2026-11-11T13:59:00.138Z

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 · 2026-11-11T13:22:12.373349282Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:58:59.513022+00:00

Share price$31.80
1D
Price history unavailable.

iMGP DBi Managed Futures Strategy ETF options

Live interpolated DBMF call and put midpoint premiums by absolute delta.iMGP DBi Managed Futures Strategy ETF$0.06$0.78$1.50$2.23$2.95$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDBMF PRICE$0.14$0.16$0.56$0.74$0.92$1.99$2.24$2.74
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ30.4951.6%5.9%
30Δ32.3815.6%2.3%30.6858.9%5.9%
35Δ32.1914.1%1.7%30.8666.3%5.8%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ33.3451.1%1.4%
75Δ33.7150.3%1.1%
80Δ34.2953.2%0.8%

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
30.49
IV
51.6%
B/E move
5.9%

30Δ

Calls
Pseudo strike
32.38
IV
15.6%
B/E move
2.3%
Puts
Pseudo strike
30.68
IV
58.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
32.19
IV
14.1%
B/E move
1.7%
Puts
Pseudo strike
30.86
IV
66.3%
B/E move
5.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.34
IV
51.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.71
IV
50.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.29
IV
53.2%
B/E move
0.8%

Options history

IV · four-Friday blend28.28%
Daily EOD
DBMF26.1%27.5%29.0%2026-10-19: 26.82%2026-10-20: 26.26%2026-10-21: 28.76%2026-10-22: 27.27%2026-10-23: 27.18%2026-10-26: 27.62%2026-10-27: 26.52%2026-10-28: 26.49%2026-10-29: 27.32%2026-10-30: 28.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.82%
26.26%
28.76%
27.27%
27.18%
27.62%
26.52%
26.49%
27.32%
28.28%