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

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Market datapartial · fetched 2026-10-23T01:41:20.470Z

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 · 2026-10-23T00:00:00.142014751Z

FundamentalsAlpha Vantage · unavailable

Share price$52.01
1D-0.5%
AH$51.78$51.91$52.05$52.18$52.315:30 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$0.67$1.58$2.49$3.40$4.31$46.35$49.09$51.84$54.58$57.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DJP spot · $52.01DJP PRICE$0.85$0.88$0.77$1.09$1.19$1.30$1.40$1.53$1.72$1.90$2.19$2.49$3.01$0.87$0.93$1.03$1.13$1.23$1.34$1.48$1.63$2.31$3.34$3.66$3.86$4.04
PutsExpensive1.73×
CallsExpensive1.99×
SkewBearish+2.40 pp
Implied moveBearish±$2.88
TiltBearish13.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.3556.1%17.7%46.8349.9%11.6%
25Δ56.9942.6%11.3%48.6340.5%8.3%
30Δ54.7729.5%6.8%49.7835.2%6.3%
35Δ54.4833.7%6.8%50.6231.4%4.8%
40Δ53.6430.5%5.4%51.2828.4%3.8%
45Δ52.8827.5%4.2%51.8426.0%2.9%
50Δ52.3725.2%3.4%52.2824.3%2.3%
55Δ51.8823.4%2.7%52.6923.0%1.8%
60Δ51.4722.6%2.3%53.4127.3%1.8%
65Δ51.0521.8%1.8%54.3934.1%1.8%
70Δ50.6121.6%1.5%54.9732.5%1.3%
75Δ50.1721.4%1.2%55.3829.9%0.9%
80Δ49.5322.4%1.0%55.7827.1%0.5%

20Δ

Calls
Pseudo strike
60.35
IV
56.1%
B/E move
17.7%
Puts
Pseudo strike
46.83
IV
49.9%
B/E move
11.6%

25Δ

Calls
Pseudo strike
56.99
IV
42.6%
B/E move
11.3%
Puts
Pseudo strike
48.63
IV
40.5%
B/E move
8.3%

30Δ

Calls
Pseudo strike
54.77
IV
29.5%
B/E move
6.8%
Puts
Pseudo strike
49.78
IV
35.2%
B/E move
6.3%

35Δ

Calls
Pseudo strike
54.48
IV
33.7%
B/E move
6.8%
Puts
Pseudo strike
50.62
IV
31.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
53.64
IV
30.5%
B/E move
5.4%
Puts
Pseudo strike
51.28
IV
28.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
52.88
IV
27.5%
B/E move
4.2%
Puts
Pseudo strike
51.84
IV
26.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
52.37
IV
25.2%
B/E move
3.4%
Puts
Pseudo strike
52.28
IV
24.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
51.88
IV
23.4%
B/E move
2.7%
Puts
Pseudo strike
52.69
IV
23.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
51.47
IV
22.6%
B/E move
2.3%
Puts
Pseudo strike
53.41
IV
27.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
51.05
IV
21.8%
B/E move
1.8%
Puts
Pseudo strike
54.39
IV
34.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
50.61
IV
21.6%
B/E move
1.5%
Puts
Pseudo strike
54.97
IV
32.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
50.17
IV
21.4%
B/E move
1.2%
Puts
Pseudo strike
55.38
IV
29.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
49.53
IV
22.4%
B/E move
1.0%
Puts
Pseudo strike
55.78
IV
27.1%
B/E move
0.5%

Options history

DJP22.6323.0323.432026-10-20: 23.37%2026-10-21: 22.68%Oct 20Oct 21
Table
DateIV
23.37%
22.68%