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Invesco DB Precious Metals Fund DBP

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Market dataready · fetched 2026-10-22T12:31:08.509Z

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 · 2026-10-22T00:00:00.147808467Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:24:32.044129+00:00

Share price$94.12
1D-0.1%
AH$93.24$93.50$93.77$94.03$94.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDBP
Sold putSold callAH

Invesco DB Precious Metals Fund options

Live interpolated DBP call and put midpoint premiums by absolute delta.Invesco DB Precious Metals Fund$0.59$3.53$6.48$9.42$12.37$81.16$86.31$91.47$96.62$101.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DBP spot · $94.12DBP PRICE$0.91$1.08$1.23$1.37$1.57$1.71$1.96$2.30$2.66$3.00$3.34$3.58$3.82$2.45$2.45$2.45$2.61$2.88$3.14$3.62$4.24$5.17$6.19$7.22$9.28$11.52
PutsExpensive1.50×
CallsExpensive1.20×
SkewBearish+19.89 pp
Implied moveBearish±$5.59
TiltBearish37.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.3431.8%9.7%80.7674.6%16.8%
25Δ99.9928.1%7.4%85.6657.3%11.6%
30Δ98.3425.2%5.8%88.7945.9%8.3%
35Δ97.0322.6%4.5%91.0339.2%6.1%
40Δ96.1121.4%3.8%92.4836.0%4.8%
45Δ95.2919.5%3.1%93.7133.0%3.8%
50Δ94.5719.0%2.6%94.8132.3%3.1%
55Δ93.9119.3%2.2%95.9032.3%2.6%
60Δ93.2619.2%1.9%97.1633.8%2.3%
65Δ92.6318.9%1.6%98.5534.9%1.9%
70Δ92.0218.3%1.3%99.9635.3%1.5%
75Δ91.5417.0%1.1%102.2638.8%1.2%
80Δ91.0715.6%0.8%104.8141.2%0.9%

20Δ

Calls
Pseudo strike
102.34
IV
31.8%
B/E move
9.7%
Puts
Pseudo strike
80.76
IV
74.6%
B/E move
16.8%

25Δ

Calls
Pseudo strike
99.99
IV
28.1%
B/E move
7.4%
Puts
Pseudo strike
85.66
IV
57.3%
B/E move
11.6%

30Δ

Calls
Pseudo strike
98.34
IV
25.2%
B/E move
5.8%
Puts
Pseudo strike
88.79
IV
45.9%
B/E move
8.3%

35Δ

Calls
Pseudo strike
97.03
IV
22.6%
B/E move
4.5%
Puts
Pseudo strike
91.03
IV
39.2%
B/E move
6.1%

40Δ

Calls
Pseudo strike
96.11
IV
21.4%
B/E move
3.8%
Puts
Pseudo strike
92.48
IV
36.0%
B/E move
4.8%

45Δ

Calls
Pseudo strike
95.29
IV
19.5%
B/E move
3.1%
Puts
Pseudo strike
93.71
IV
33.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
94.57
IV
19.0%
B/E move
2.6%
Puts
Pseudo strike
94.81
IV
32.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
93.91
IV
19.3%
B/E move
2.2%
Puts
Pseudo strike
95.90
IV
32.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
93.26
IV
19.2%
B/E move
1.9%
Puts
Pseudo strike
97.16
IV
33.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
92.63
IV
18.9%
B/E move
1.6%
Puts
Pseudo strike
98.55
IV
34.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
92.02
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
99.96
IV
35.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
91.54
IV
17.0%
B/E move
1.1%
Puts
Pseudo strike
102.26
IV
38.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
91.07
IV
15.6%
B/E move
0.8%
Puts
Pseudo strike
104.81
IV
41.2%
B/E move
0.9%

Options history

No recorded observations