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iMGP DBi Managed Futures Strategy ETF DBMF

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Market datapartial · fetched 2026-10-22T21:30:57.453Z

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 · 2026-10-22T21:12:28.903993278Z

FundamentalsAlpha Vantage · unavailable

Share price$32.44
1D-1.6%
AH$32.26$32.48$32.70$32.92$33.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDBMF
Sold putSold callAH

iMGP DBi Managed Futures Strategy ETF options

Live interpolated DBMF call and put midpoint premiums by absolute delta.iMGP DBi Managed Futures Strategy ETF$0.35$0.88$1.41$1.94$2.47$29.22$30.81$32.39$33.98$35.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DBMF spot · $32.44DBMF PRICE$0.72$0.74$0.98$0.87$0.40$0.43$0.45$0.47$0.49$0.51$0.53$0.77$1.96$0.97$0.86$0.70$0.54$0.49$0.51$0.52$0.54$0.56$0.58$0.69$2.32$2.13
PutsExpensive1.25×
CallsExpensive1.11×
SkewBearish+1.05 pp
Implied moveBearish±$0.97
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7869.2%21.8%27.3785.1%18.6%
25Δ37.2860.6%17.2%28.9264.9%13.5%
30Δ36.3462.4%15.1%30.1946.2%9.1%
35Δ34.5744.7%9.2%31.4727.5%4.7%
40Δ32.9716.1%2.9%32.0918.7%2.6%
45Δ32.8314.9%2.5%32.2417.1%2.2%
50Δ32.6913.6%2.1%32.4015.5%1.8%
55Δ32.5412.4%1.8%32.5513.9%1.3%
60Δ32.4011.1%1.4%32.7012.2%0.9%
65Δ32.269.9%1.0%32.8510.6%0.5%
70Δ32.128.6%0.6%33.0810.0%0.2%
75Δ31.8210.3%0.5%34.5327.7%0.7%
80Δ30.8323.2%1.1%34.4921.2%0.2%

20Δ

Calls
Pseudo strike
38.78
IV
69.2%
B/E move
21.8%
Puts
Pseudo strike
27.37
IV
85.1%
B/E move
18.6%

25Δ

Calls
Pseudo strike
37.28
IV
60.6%
B/E move
17.2%
Puts
Pseudo strike
28.92
IV
64.9%
B/E move
13.5%

30Δ

Calls
Pseudo strike
36.34
IV
62.4%
B/E move
15.1%
Puts
Pseudo strike
30.19
IV
46.2%
B/E move
9.1%

35Δ

Calls
Pseudo strike
34.57
IV
44.7%
B/E move
9.2%
Puts
Pseudo strike
31.47
IV
27.5%
B/E move
4.7%

40Δ

Calls
Pseudo strike
32.97
IV
16.1%
B/E move
2.9%
Puts
Pseudo strike
32.09
IV
18.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
32.83
IV
14.9%
B/E move
2.5%
Puts
Pseudo strike
32.24
IV
17.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
32.69
IV
13.6%
B/E move
2.1%
Puts
Pseudo strike
32.40
IV
15.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
32.54
IV
12.4%
B/E move
1.8%
Puts
Pseudo strike
32.55
IV
13.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
32.40
IV
11.1%
B/E move
1.4%
Puts
Pseudo strike
32.70
IV
12.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
32.26
IV
9.9%
B/E move
1.0%
Puts
Pseudo strike
32.85
IV
10.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
32.12
IV
8.6%
B/E move
0.6%
Puts
Pseudo strike
33.08
IV
10.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
31.82
IV
10.3%
B/E move
0.5%
Puts
Pseudo strike
34.53
IV
27.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
30.83
IV
23.2%
B/E move
1.1%
Puts
Pseudo strike
34.49
IV
21.2%
B/E move
0.2%

Options history

DBMF26.0627.5128.962026-10-20: 26.26%2026-10-21: 28.76%Oct 20Oct 21
Table
DateIV
26.26%
28.76%