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 2026-10-22T21:30:23.753Z

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 · 2026-10-22T20:17:42.223408286Z

FundamentalsAlpha Vantage · unavailable

Share price$20.00
1D-0.3%
AH$19.88$19.95$20.01$20.07$20.135:30 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$0.17$0.53$0.88$1.24$1.60$17.04$18.48$19.93$21.37$22.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDBC spot · $20.00PDBC PRICE$0.31$0.27$0.40$0.43$0.45$0.48$0.51$0.58$0.72$0.87$1.01$1.16$1.37$0.21$0.39$0.41$0.43$0.45$0.47$0.56$0.68$0.81$0.94$1.06$1.23$1.49
PutsCheap0.68×
CallsCheap0.77×
SkewBullish-1.82 pp
Implied moveBearish±$1.06
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.3856.2%18.5%18.7431.1%7.4%
25Δ21.4633.1%8.7%18.3247.7%10.4%
30Δ21.6942.0%10.5%18.7041.9%8.5%
35Δ21.3337.7%8.8%19.0936.1%6.7%
40Δ20.9633.4%7.1%19.4830.4%4.9%
45Δ20.6029.1%5.4%19.8624.6%3.0%
50Δ20.2424.8%3.7%20.1222.8%2.2%
55Δ19.9322.3%2.5%20.3123.1%1.9%
60Δ19.7323.1%2.3%20.5023.5%1.6%
65Δ19.5323.9%2.0%20.6823.9%1.3%
70Δ19.3324.7%1.7%20.8724.2%1.0%
75Δ19.1325.6%1.4%21.1024.6%0.7%
80Δ18.8626.5%1.2%21.4024.8%0.4%

20Δ

Calls
Pseudo strike
23.38
IV
56.2%
B/E move
18.5%
Puts
Pseudo strike
18.74
IV
31.1%
B/E move
7.4%

25Δ

Calls
Pseudo strike
21.46
IV
33.1%
B/E move
8.7%
Puts
Pseudo strike
18.32
IV
47.7%
B/E move
10.4%

30Δ

Calls
Pseudo strike
21.69
IV
42.0%
B/E move
10.5%
Puts
Pseudo strike
18.70
IV
41.9%
B/E move
8.5%

35Δ

Calls
Pseudo strike
21.33
IV
37.7%
B/E move
8.8%
Puts
Pseudo strike
19.09
IV
36.1%
B/E move
6.7%

40Δ

Calls
Pseudo strike
20.96
IV
33.4%
B/E move
7.1%
Puts
Pseudo strike
19.48
IV
30.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
20.60
IV
29.1%
B/E move
5.4%
Puts
Pseudo strike
19.86
IV
24.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
20.24
IV
24.8%
B/E move
3.7%
Puts
Pseudo strike
20.12
IV
22.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
19.93
IV
22.3%
B/E move
2.5%
Puts
Pseudo strike
20.31
IV
23.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
19.73
IV
23.1%
B/E move
2.3%
Puts
Pseudo strike
20.50
IV
23.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
19.53
IV
23.9%
B/E move
2.0%
Puts
Pseudo strike
20.68
IV
23.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
19.33
IV
24.7%
B/E move
1.7%
Puts
Pseudo strike
20.87
IV
24.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
19.13
IV
25.6%
B/E move
1.4%
Puts
Pseudo strike
21.10
IV
24.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
18.86
IV
26.5%
B/E move
1.2%
Puts
Pseudo strike
21.40
IV
24.8%
B/E move
0.4%

Options history

No recorded observations