Invesco Actively Managed Exchange-Traded Commodity Fund Trust Invesco Agriculture Commodity Strategy No K-1 ETF PDBA
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Market dataready · fetched 2026-11-12T14:56:25.641Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T14:52:56.571320807Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:24.663232+00:00
Invesco Actively Managed Exchange-Traded Commodity Fund Trust Invesco Agriculture Commodity Strategy No K-1 ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 34.36 | 25.5% | 4.4% | |||
| 40Δ | 34.74 | 25.0% | 3.7% | |||
| 45Δ | 35.08 | 24.3% | 3.0% | |||
| 50Δ | 35.37 | 22.7% | 2.5% | |||
| 55Δ | 35.66 | 21.1% | 1.9% | |||
| 60Δ | 34.97 | 14.1% | 1.7% | 35.95 | 19.5% | 1.3% |
| 65Δ | 34.66 | 14.4% | 1.5% | 36.30 | 19.8% | 1.0% |
| 70Δ | 34.34 | 14.7% | 1.3% | 36.67 | 20.5% | 0.8% |
| 75Δ | 34.03 | 15.1% | 1.1% | 37.06 | 21.3% | 0.6% |
| 80Δ | 33.72 | 15.4% | 1.0% | 37.71 | 23.2% | 0.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 34.36
- IV
- 25.5%
- B/E move
- 4.4%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 34.74
- IV
- 25.0%
- B/E move
- 3.7%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 35.08
- IV
- 24.3%
- B/E move
- 3.0%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 35.37
- IV
- 22.7%
- B/E move
- 2.5%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 35.66
- IV
- 21.1%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 34.97
- IV
- 14.1%
- B/E move
- 1.7%
- Pseudo strike
- 35.95
- IV
- 19.5%
- B/E move
- 1.3%
65Δ
- Pseudo strike
- 34.66
- IV
- 14.4%
- B/E move
- 1.5%
- Pseudo strike
- 36.30
- IV
- 19.8%
- B/E move
- 1.0%
70Δ
- Pseudo strike
- 34.34
- IV
- 14.7%
- B/E move
- 1.3%
- Pseudo strike
- 36.67
- IV
- 20.5%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 34.03
- IV
- 15.1%
- B/E move
- 1.1%
- Pseudo strike
- 37.06
- IV
- 21.3%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 33.72
- IV
- 15.4%
- B/E move
- 1.0%
- Pseudo strike
- 37.71
- IV
- 23.2%
- B/E move
- 0.4%
Options history
Table
| Date | IV (%) |
|---|---|
| 20.38% | |
| 20.61% | |
| 20.55% | |
| 19.82% | |
| 20.27% | |
| 19.77% | |
| 20.91% | |
| 19.65% | |
| 18.85% | |
| 19.77% |