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iPath Bloomberg Commodity Index Total Return ETN due June 12, 2036 DJP

i

Market dataready · fetched 2026-11-12T03:06:04.982Z

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 · 2026-11-12T01:00:00.123044075Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:06:03.474213+00:00

Share price$48.38
1D-0.3%
AH$48.29$48.41$48.54$48.66$48.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDJP
Sold putSold callAH

iPath Bloomberg Commodity Index Total Return ETN due June 12, 2036 options

Live interpolated DJP call and put midpoint premiums by absolute delta.iPath Bloomberg Commodity Index Total Return ETN due June 12, 2036$0.75$1.23$1.72$2.20$2.68$46.05$47.12$48.20$49.28$50.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive DJP spot · $48.38DJP PRICE$0.80$0.84$0.91$0.99$1.08$1.17$1.26$1.41$1.64$1.87$2.19$2.54$0.81$0.85$0.91$0.97$1.03$1.11$1.19$1.27$1.33$1.39$1.44$1.50
Puts——
Calls——
Skew——
Implied moveBullish±$2.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ52.8176.0%10.8%45.3168.9%8.0%
30Δ51.1962.1%7.5%46.3757.5%5.9%
35Δ50.2254.1%5.7%47.1349.9%4.5%
40Δ49.5548.8%4.5%47.6744.1%3.5%
45Δ48.9744.4%3.5%48.1239.3%2.7%
50Δ48.5841.0%2.8%48.4536.4%2.2%
55Δ48.1937.7%2.2%48.7733.4%1.7%
60Δ47.8235.9%1.8%49.0430.6%1.2%
65Δ47.4635.8%1.5%49.2028.1%1.0%
70Δ47.1035.7%1.2%49.3625.6%0.8%
75Δ46.6636.0%1.0%49.5223.1%0.6%
80Δ46.2036.4%0.8%49.6820.6%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
52.81
IV
76.0%
B/E move
10.8%
Puts
Pseudo strike
45.31
IV
68.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
51.19
IV
62.1%
B/E move
7.5%
Puts
Pseudo strike
46.37
IV
57.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
50.22
IV
54.1%
B/E move
5.7%
Puts
Pseudo strike
47.13
IV
49.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
49.55
IV
48.8%
B/E move
4.5%
Puts
Pseudo strike
47.67
IV
44.1%
B/E move
3.5%

45Δ

Calls
Pseudo strike
48.97
IV
44.4%
B/E move
3.5%
Puts
Pseudo strike
48.12
IV
39.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
48.58
IV
41.0%
B/E move
2.8%
Puts
Pseudo strike
48.45
IV
36.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
48.19
IV
37.7%
B/E move
2.2%
Puts
Pseudo strike
48.77
IV
33.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
47.82
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
49.04
IV
30.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
47.46
IV
35.8%
B/E move
1.5%
Puts
Pseudo strike
49.20
IV
28.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
47.10
IV
35.7%
B/E move
1.2%
Puts
Pseudo strike
49.36
IV
25.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
46.66
IV
36.0%
B/E move
1.0%
Puts
Pseudo strike
49.52
IV
23.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
46.20
IV
36.4%
B/E move
0.8%
Puts
Pseudo strike
49.68
IV
20.6%
B/E move
0.4%

Options history

IV · four-Friday blend24.32%
Daily EOD
DJP22.0%24.8%27.6%2026-10-19: 22.82%2026-10-20: 23.37%2026-10-21: 22.68%2026-10-22: 22.98%2026-10-23: 23.25%2026-10-26: 22.40%2026-10-27: 27.22%2026-10-28: 24.75%2026-10-29: 23.69%2026-10-30: 24.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.82%
23.37%
22.68%
22.98%
23.25%
22.40%
27.22%
24.75%
23.69%
24.32%