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Invesco DB Oil Fund DBO

i

Market dataready · fetched 2026-10-22T22:09:40.775Z

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 · 2026-10-22T20:10:00.003878722Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:09:39.092591+00:00

Share price$26.00
1D+0.3%
AH$25.68$25.80$25.93$26.05$26.175:30 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$0.15$2.25$4.35$6.46$8.56$16.66$20.79$24.92$29.05$33.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DBO spot · $26.00DBO PRICE$0.37$0.45$0.89$2.36$1.49$2.45$2.45$2.45$2.18$1.89$1.61$1.67$4.65$2.45$2.46$2.48$1.98$1.80$2.61$2.71$3.16$3.88$3.00$7.96$6.87$5.78
PutsExpensive1.58×
CallsExpensive1.10×
SkewBearish+29.63 pp
Implied moveBearish±$5.16
TiltBearish30.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.6849.3%15.6%18.80216.5%37.1%
25Δ28.7144.2%12.2%21.15172.3%28.1%
30Δ29.6068.5%17.3%22.82143.3%21.8%
35Δ35.61174.1%46.0%24.3898.0%13.8%
40Δ28.7783.6%16.4%25.4272.9%9.2%
45Δ28.86119.5%20.4%26.0789.6%9.8%
50Δ27.46101.5%15.1%26.7280.2%7.6%
55Δ26.0783.5%9.7%27.5378.3%6.3%
60Δ25.7467.8%7.4%28.4682.0%5.5%
65Δ25.4752.3%5.2%28.1658.4%3.2%
70Δ25.2036.7%3.1%32.56118.7%5.4%
75Δ24.7429.2%1.6%31.9295.0%3.6%
80Δ22.1681.3%3.1%31.2871.2%1.9%

20Δ

Calls
Pseudo strike
29.68
IV
49.3%
B/E move
15.6%
Puts
Pseudo strike
18.80
IV
216.5%
B/E move
37.1%

25Δ

Calls
Pseudo strike
28.71
IV
44.2%
B/E move
12.2%
Puts
Pseudo strike
21.15
IV
172.3%
B/E move
28.1%

30Δ

Calls
Pseudo strike
29.60
IV
68.5%
B/E move
17.3%
Puts
Pseudo strike
22.82
IV
143.3%
B/E move
21.8%

35Δ

Calls
Pseudo strike
35.61
IV
174.1%
B/E move
46.0%
Puts
Pseudo strike
24.38
IV
98.0%
B/E move
13.8%

40Δ

Calls
Pseudo strike
28.77
IV
83.6%
B/E move
16.4%
Puts
Pseudo strike
25.42
IV
72.9%
B/E move
9.2%

45Δ

Calls
Pseudo strike
28.86
IV
119.5%
B/E move
20.4%
Puts
Pseudo strike
26.07
IV
89.6%
B/E move
9.8%

50Δ

Calls
Pseudo strike
27.46
IV
101.5%
B/E move
15.1%
Puts
Pseudo strike
26.72
IV
80.2%
B/E move
7.6%

55Δ

Calls
Pseudo strike
26.07
IV
83.5%
B/E move
9.7%
Puts
Pseudo strike
27.53
IV
78.3%
B/E move
6.3%

60Δ

Calls
Pseudo strike
25.74
IV
67.8%
B/E move
7.4%
Puts
Pseudo strike
28.46
IV
82.0%
B/E move
5.5%

65Δ

Calls
Pseudo strike
25.47
IV
52.3%
B/E move
5.2%
Puts
Pseudo strike
28.16
IV
58.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
25.20
IV
36.7%
B/E move
3.1%
Puts
Pseudo strike
32.56
IV
118.7%
B/E move
5.4%

75Δ

Calls
Pseudo strike
24.74
IV
29.2%
B/E move
1.6%
Puts
Pseudo strike
31.92
IV
95.0%
B/E move
3.6%

80Δ

Calls
Pseudo strike
22.16
IV
81.3%
B/E move
3.1%
Puts
Pseudo strike
31.28
IV
71.2%
B/E move
1.9%

Options history

DBO69.6471.7273.802026-10-20: 73.51%2026-10-21: 69.93%Oct 20Oct 21
Table
DateIV
73.51%
69.93%