IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T19:59:37.091Z

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 · 2026-10-22T19:59:25.019843338Z

FundamentalsAlpha Vantage · unavailable

Share price$20.02
1D-0.2%
$19.88$19.95$20.01$20.07$20.135:30 AM6:30 AM9:00 AM1:00 PMPDBC
Sold putSold call

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$0.19$0.56$0.93$1.29$1.66$17.05$18.50$19.94$21.39$22.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDBC spot · $20.02PDBC PRICE$0.32$0.25$0.40$0.42$0.45$0.48$0.50$0.56$0.70$0.85$0.99$1.13$1.31$0.23$0.39$0.41$0.43$0.45$0.47$0.57$0.70$0.83$0.96$1.08$1.28$1.55
PutsCheap0.70×
CallsCheap0.76×
SkewBullish-0.80 pp
Implied moveBearish±$1.07
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.4156.4%18.5%18.6434.2%8.0%
25Δ21.3830.9%8.1%18.3347.7%10.4%
30Δ21.7041.8%10.4%18.7241.9%8.5%
35Δ21.3437.6%8.8%19.1136.0%6.7%
40Δ20.9933.3%7.1%19.5030.2%4.8%
45Δ20.6329.1%5.4%19.9024.4%2.9%
50Δ20.2724.8%3.8%20.1423.1%2.2%
55Δ19.9521.8%2.5%20.3323.6%1.9%
60Δ19.7522.5%2.2%20.5224.0%1.6%
65Δ19.5523.3%1.9%20.7124.4%1.3%
70Δ19.3624.0%1.7%20.9024.9%1.0%
75Δ19.1624.8%1.4%21.1625.3%0.7%
80Δ18.9325.5%1.1%21.4725.8%0.5%

20Δ

Calls
Pseudo strike
23.41
IV
56.4%
B/E move
18.5%
Puts
Pseudo strike
18.64
IV
34.2%
B/E move
8.0%

25Δ

Calls
Pseudo strike
21.38
IV
30.9%
B/E move
8.1%
Puts
Pseudo strike
18.33
IV
47.7%
B/E move
10.4%

30Δ

Calls
Pseudo strike
21.70
IV
41.8%
B/E move
10.4%
Puts
Pseudo strike
18.72
IV
41.9%
B/E move
8.5%

35Δ

Calls
Pseudo strike
21.34
IV
37.6%
B/E move
8.8%
Puts
Pseudo strike
19.11
IV
36.0%
B/E move
6.7%

40Δ

Calls
Pseudo strike
20.99
IV
33.3%
B/E move
7.1%
Puts
Pseudo strike
19.50
IV
30.2%
B/E move
4.8%

45Δ

Calls
Pseudo strike
20.63
IV
29.1%
B/E move
5.4%
Puts
Pseudo strike
19.90
IV
24.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
20.27
IV
24.8%
B/E move
3.8%
Puts
Pseudo strike
20.14
IV
23.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
19.95
IV
21.8%
B/E move
2.5%
Puts
Pseudo strike
20.33
IV
23.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
19.75
IV
22.5%
B/E move
2.2%
Puts
Pseudo strike
20.52
IV
24.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
19.55
IV
23.3%
B/E move
1.9%
Puts
Pseudo strike
20.71
IV
24.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
19.36
IV
24.0%
B/E move
1.7%
Puts
Pseudo strike
20.90
IV
24.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
19.16
IV
24.8%
B/E move
1.4%
Puts
Pseudo strike
21.16
IV
25.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
18.93
IV
25.5%
B/E move
1.1%
Puts
Pseudo strike
21.47
IV
25.8%
B/E move
0.5%

Options history

No recorded observations