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Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF PDBC

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Market dataready · fetched 2026-11-12T00:50:50.382Z

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 · 2026-11-12T00:14:01.183106184Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:50:49.850759+00:00

Share price$18.35
1D+0.2%
AH$18.33$18.38$18.43$18.48$18.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPDBC
Sold putSold callAH

Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF options

Live interpolated PDBC call and put midpoint premiums by absolute delta.Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF$0.16$0.44$0.72$1.00$1.28$16.46$17.44$18.42$19.40$20.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDBC spot · $18.35PDBC PRICE$0.19$0.25$0.31$0.38$0.43$0.47$0.52$0.57$0.61$0.68$0.85$1.02$1.20$0.35$0.35$0.38$0.41$0.44$0.47$0.51$0.55$0.59$0.62$0.66$0.70$0.82
PutsFair0.96×
CallsFair0.99×
SkewBearish+3.71 pp
Implied moveBalanced±$1.03
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.5545.0%7.6%16.23103.2%13.5%
25Δ19.3948.7%7.0%17.0478.3%9.1%
30Δ19.2352.4%6.5%17.3968.8%7.3%
35Δ19.0756.2%5.9%17.7559.3%5.5%
40Δ18.8955.7%5.3%18.0451.6%4.1%
45Δ18.7152.2%4.5%18.1648.3%3.6%
50Δ18.5248.8%3.8%18.2945.1%3.1%
55Δ18.3445.4%3.0%18.4141.9%2.7%
60Δ18.1642.0%2.3%18.5438.6%2.2%
65Δ17.9739.3%1.6%18.6635.4%1.7%
70Δ17.7540.5%1.4%18.7932.2%1.2%
75Δ17.5341.6%1.1%18.9228.9%0.7%
80Δ17.3242.8%0.9%19.1027.3%0.4%

20Δ

Calls
Pseudo strike
19.55
IV
45.0%
B/E move
7.6%
Puts
Pseudo strike
16.23
IV
103.2%
B/E move
13.5%

25Δ

Calls
Pseudo strike
19.39
IV
48.7%
B/E move
7.0%
Puts
Pseudo strike
17.04
IV
78.3%
B/E move
9.1%

30Δ

Calls
Pseudo strike
19.23
IV
52.4%
B/E move
6.5%
Puts
Pseudo strike
17.39
IV
68.8%
B/E move
7.3%

35Δ

Calls
Pseudo strike
19.07
IV
56.2%
B/E move
5.9%
Puts
Pseudo strike
17.75
IV
59.3%
B/E move
5.5%

40Δ

Calls
Pseudo strike
18.89
IV
55.7%
B/E move
5.3%
Puts
Pseudo strike
18.04
IV
51.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
18.71
IV
52.2%
B/E move
4.5%
Puts
Pseudo strike
18.16
IV
48.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
18.52
IV
48.8%
B/E move
3.8%
Puts
Pseudo strike
18.29
IV
45.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
18.34
IV
45.4%
B/E move
3.0%
Puts
Pseudo strike
18.41
IV
41.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
18.16
IV
42.0%
B/E move
2.3%
Puts
Pseudo strike
18.54
IV
38.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
17.97
IV
39.3%
B/E move
1.6%
Puts
Pseudo strike
18.66
IV
35.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
17.75
IV
40.5%
B/E move
1.4%
Puts
Pseudo strike
18.79
IV
32.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
17.53
IV
41.6%
B/E move
1.1%
Puts
Pseudo strike
18.92
IV
28.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
17.32
IV
42.8%
B/E move
0.9%
Puts
Pseudo strike
19.10
IV
27.3%
B/E move
0.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations