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VanEck Commodity Strategy ETF PIT

i

Market dataready · fetched 2026-11-12T01:45:47.438Z

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 · 2026-11-12T01:00:05.98885501Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:45:46.895079+00:00

Share price$77.76
1D-0.1%
AH$76.34$76.91$77.49$78.06$78.645:30 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$0.86$1.81$2.76$3.71$4.66$69.85$73.47$77.08$80.70$84.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIT spot · $77.76PIT PRICE$0.96$1.02$1.14$1.26$1.40$1.53$1.67$1.94$2.27$2.78$3.30$3.81$4.32$1.09$1.28$1.48$1.67$1.86$2.06$2.25$2.44$2.64$2.83$3.11$3.65$4.39
PutsExpensive1.30×
CallsExpensive1.66×
SkewBearish+11.19 pp
Implied moveBearish±$3.92
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.5175.4%12.5%69.7681.6%11.7%
25Δ83.2359.6%8.3%70.8176.7%10.6%
30Δ81.4851.8%6.2%71.8671.9%9.5%
35Δ80.4447.0%5.1%72.9167.0%8.4%
40Δ79.6143.2%4.2%73.9662.1%7.3%
45Δ78.7839.4%3.3%75.0157.2%6.2%
50Δ77.9635.8%2.4%76.0652.3%5.1%
55Δ77.4235.4%2.1%77.1147.4%4.0%
60Δ76.8434.9%1.7%78.1642.5%2.9%
65Δ76.1634.2%1.5%79.2137.6%1.8%
70Δ75.4733.5%1.3%80.1834.1%0.9%
75Δ74.7932.8%1.1%80.8734.7%0.7%
80Δ74.1032.1%0.9%81.7535.8%0.5%

20Δ

Calls
Pseudo strike
86.51
IV
75.4%
B/E move
12.5%
Puts
Pseudo strike
69.76
IV
81.6%
B/E move
11.7%

25Δ

Calls
Pseudo strike
83.23
IV
59.6%
B/E move
8.3%
Puts
Pseudo strike
70.81
IV
76.7%
B/E move
10.6%

30Δ

Calls
Pseudo strike
81.48
IV
51.8%
B/E move
6.2%
Puts
Pseudo strike
71.86
IV
71.9%
B/E move
9.5%

35Δ

Calls
Pseudo strike
80.44
IV
47.0%
B/E move
5.1%
Puts
Pseudo strike
72.91
IV
67.0%
B/E move
8.4%

40Δ

Calls
Pseudo strike
79.61
IV
43.2%
B/E move
4.2%
Puts
Pseudo strike
73.96
IV
62.1%
B/E move
7.3%

45Δ

Calls
Pseudo strike
78.78
IV
39.4%
B/E move
3.3%
Puts
Pseudo strike
75.01
IV
57.2%
B/E move
6.2%

50Δ

Calls
Pseudo strike
77.96
IV
35.8%
B/E move
2.4%
Puts
Pseudo strike
76.06
IV
52.3%
B/E move
5.1%

55Δ

Calls
Pseudo strike
77.42
IV
35.4%
B/E move
2.1%
Puts
Pseudo strike
77.11
IV
47.4%
B/E move
4.0%

60Δ

Calls
Pseudo strike
76.84
IV
34.9%
B/E move
1.7%
Puts
Pseudo strike
78.16
IV
42.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
76.16
IV
34.2%
B/E move
1.5%
Puts
Pseudo strike
79.21
IV
37.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
75.47
IV
33.5%
B/E move
1.3%
Puts
Pseudo strike
80.18
IV
34.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
74.79
IV
32.8%
B/E move
1.1%
Puts
Pseudo strike
80.87
IV
34.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
74.10
IV
32.1%
B/E move
0.9%
Puts
Pseudo strike
81.75
IV
35.8%
B/E move
0.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations