IntraAlpha
Create free account Start free

Invesco DB Precious Metals Fund DBP

i

Market dataready · fetched 2026-11-11T13:56:42.072Z

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 · 2026-11-11T01:00:00.129517385Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:56:41.649936+00:00

Share price$90.27
1D-0.8%
AH$89.75$90.05$90.36$90.66$90.965:30 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$0.51$2.47$4.43$6.38$8.34$86.24$88.67$91.09$93.52$95.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICELive DBP spot · $90.27DBP PRICE$0.72$0.82$0.93$1.07$1.20$1.33$1.44$1.55$2.45$2.45$2.53$2.60$2.68$2.86$3.07$3.29$4.10$4.64$5.54$7.77
Puts——
Calls——
Skew——
Implied moveBearish±$4.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.5246.8%7.7%
25Δ94.5339.7%5.6%81.55106.7%12.4%
30Δ93.2234.9%4.3%85.0383.3%8.5%
35Δ92.3432.4%3.5%86.5473.5%6.9%
40Δ91.6230.2%2.8%88.0563.6%5.3%
45Δ90.9828.0%2.3%89.5753.8%3.7%
50Δ90.5025.8%1.8%90.6048.3%2.8%
55Δ90.0123.7%1.4%91.3544.6%2.2%
60Δ92.0441.1%1.7%
65Δ93.0344.2%1.5%
70Δ93.8743.4%1.2%
75Δ94.9944.8%0.9%
80Δ97.3253.4%0.8%

20Δ

Calls
Pseudo strike
96.52
IV
46.8%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
94.53
IV
39.7%
B/E move
5.6%
Puts
Pseudo strike
81.55
IV
106.7%
B/E move
12.4%

30Δ

Calls
Pseudo strike
93.22
IV
34.9%
B/E move
4.3%
Puts
Pseudo strike
85.03
IV
83.3%
B/E move
8.5%

35Δ

Calls
Pseudo strike
92.34
IV
32.4%
B/E move
3.5%
Puts
Pseudo strike
86.54
IV
73.5%
B/E move
6.9%

40Δ

Calls
Pseudo strike
91.62
IV
30.2%
B/E move
2.8%
Puts
Pseudo strike
88.05
IV
63.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
90.98
IV
28.0%
B/E move
2.3%
Puts
Pseudo strike
89.57
IV
53.8%
B/E move
3.7%

50Δ

Calls
Pseudo strike
90.50
IV
25.8%
B/E move
1.8%
Puts
Pseudo strike
90.60
IV
48.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
90.01
IV
23.7%
B/E move
1.4%
Puts
Pseudo strike
91.35
IV
44.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.04
IV
41.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.03
IV
44.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.87
IV
43.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.99
IV
44.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.32
IV
53.4%
B/E move
0.8%

Options history

IV · four-Friday blend32.17%
Daily EOD
DBP26.6%29.6%32.6%2026-10-19: 27.37%2026-10-20: 27.23%2026-10-21: 27.05%2026-10-22: 29.33%2026-10-23: 29.13%2026-10-26: 28.95%2026-10-27: 28.15%2026-10-28: 28.15%2026-10-29: 28.95%2026-10-30: 32.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.37%
27.23%
27.05%
29.33%
29.13%
28.95%
28.15%
28.15%
28.95%
32.17%