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VanEck Commodity Strategy ETF PIT

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Market datapartial · fetched 2026-10-22T22:56:14.187Z

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 · 2026-10-22T22:30:05.668499457Z

FundamentalsAlpha Vantage · unavailable

Share price$84.55
1D-0.3%
AH$83.77$84.07$84.37$84.67$84.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPIT
Sold putSold callAH

VanEck Commodity Strategy ETF options

Live interpolated PIT call and put midpoint premiums by absolute delta.VanEck Commodity Strategy ETF$1.04$2.32$3.61$4.89$6.17$64.99$74.69$84.39$94.10$103.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIT spot · $84.55PIT PRICE$1.85$2.17$2.45$2.77$3.19$3.72$4.33$5.00$5.80$1.18$1.37$1.65$1.80$2.07$2.47$2.95$3.55$4.20
PutsCheap0.49×
CallsCheap0.41×
SkewBearish+5.44 pp
Implied moveBearish±$5.40
TiltBullish19.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.3641.9%9.9%
25Δ79.5636.6%7.5%
30Δ81.0134.6%6.1%
35Δ82.3630.7%4.7%
40Δ86.8728.5%4.9%83.3829.0%3.8%
45Δ85.9428.1%4.2%84.2329.0%3.3%
50Δ85.0627.0%3.5%85.1129.3%2.8%
55Δ84.2726.2%2.9%86.0430.3%2.4%
60Δ83.4726.1%2.5%87.0330.8%2.0%
65Δ82.6326.4%2.1%
70Δ81.7426.8%1.8%
75Δ80.8027.0%1.5%
80Δ79.7427.2%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.36
IV
41.9%
B/E move
9.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.56
IV
36.6%
B/E move
7.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.01
IV
34.6%
B/E move
6.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.36
IV
30.7%
B/E move
4.7%

40Δ

Calls
Pseudo strike
86.87
IV
28.5%
B/E move
4.9%
Puts
Pseudo strike
83.38
IV
29.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
85.94
IV
28.1%
B/E move
4.2%
Puts
Pseudo strike
84.23
IV
29.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
85.06
IV
27.0%
B/E move
3.5%
Puts
Pseudo strike
85.11
IV
29.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
84.27
IV
26.2%
B/E move
2.9%
Puts
Pseudo strike
86.04
IV
30.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
83.47
IV
26.1%
B/E move
2.5%
Puts
Pseudo strike
87.03
IV
30.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
82.63
IV
26.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
81.74
IV
26.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
80.80
IV
27.0%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
79.74
IV
27.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations