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Invesco DB Oil Fund DBO

i

Market dataready · fetched 2026-11-12T02:21:06.572Z

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 · 2026-11-12T01:00:00.133860851Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:21:06.057476+00:00

Share price$22.90
1D-0.4%
AH$22.84$22.99$23.15$23.31$23.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDBO
Sold putSold callAH

Invesco DB Oil Fund options

Live interpolated DBO call and put midpoint premiums by absolute delta.Invesco DB Oil Fund$1.98$2.26$2.53$2.81$3.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDBO PRICE$2.01$2.34$2.46$2.47$2.50$3.00$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.32431.2%39.4%
25Δ18.43344.5%30.2%
30Δ20.05282.1%23.1%
35Δ21.26236.6%17.8%
40Δ22.21201.0%13.7%
45Δ22.96171.8%10.4%
50Δ23.48150.5%8.2%
55Δ22.83137.6%8.5%23.98129.5%6.0%
60Δ22.21140.2%7.2%24.24115.9%4.8%
65Δ21.75129.2%5.7%24.49102.7%3.7%
70Δ21.36111.2%4.1%24.7489.4%2.6%
75Δ20.9694.4%2.5%24.9976.1%1.6%
80Δ20.3494.7%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.32
IV
431.2%
B/E move
39.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.43
IV
344.5%
B/E move
30.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.05
IV
282.1%
B/E move
23.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.26
IV
236.6%
B/E move
17.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.21
IV
201.0%
B/E move
13.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.96
IV
171.8%
B/E move
10.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.48
IV
150.5%
B/E move
8.2%

55Δ

Calls
Pseudo strike
22.83
IV
137.6%
B/E move
8.5%
Puts
Pseudo strike
23.98
IV
129.5%
B/E move
6.0%

60Δ

Calls
Pseudo strike
22.21
IV
140.2%
B/E move
7.2%
Puts
Pseudo strike
24.24
IV
115.9%
B/E move
4.8%

65Δ

Calls
Pseudo strike
21.75
IV
129.2%
B/E move
5.7%
Puts
Pseudo strike
24.49
IV
102.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
21.36
IV
111.2%
B/E move
4.1%
Puts
Pseudo strike
24.74
IV
89.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
20.96
IV
94.4%
B/E move
2.5%
Puts
Pseudo strike
24.99
IV
76.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
20.34
IV
94.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend63.54%
Daily EOD
DBO48.8%62.1%75.3%2026-10-19: 56.99%2026-10-20: 73.51%2026-10-21: 69.93%2026-10-22: 71.33%2026-10-23: 68.80%2026-10-26: 50.67%2026-10-27: 68.62%2026-10-28: 64.10%2026-10-29: 69.89%2026-10-30: 63.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.99%
73.51%
69.93%
71.33%
68.80%
50.67%
68.62%
64.10%
69.89%
63.54%