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VanEck Commodity Strategy ETF PIT

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Market dataready · fetched 2026-10-22T23:45:07.501Z

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 · 2026-10-22T23:29:57.532158205Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:45:07.108033+00:00

Share price$86.55
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$1.19$2.09$3.00$3.90$4.81$66.50$76.50$86.50$96.49$106.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIT spot · $86.55PIT PRICE$1.69$1.80$2.01$2.19$2.32$2.46$2.55$2.64$1.28$1.61$1.84$2.28$2.86$3.62$4.54
PutsCheap0.61×
CallsCheap0.25×
SkewBearish+24.05 pp
Implied moveBearish±$6.35
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.7844.5%10.5%
25Δ80.8141.6%8.5%
30Δ82.6237.6%6.7%
35Δ83.8437.3%5.8%
40Δ84.9638.5%5.1%
45Δ87.7021.3%3.3%86.1540.7%4.6%
50Δ86.9919.2%2.6%87.4843.1%4.2%
55Δ86.4118.3%2.2%
60Δ85.8817.3%1.8%
65Δ85.4715.9%1.4%
70Δ85.0614.5%1.1%
75Δ84.8013.1%0.9%
80Δ84.5811.7%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.78
IV
44.5%
B/E move
10.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.81
IV
41.6%
B/E move
8.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.62
IV
37.6%
B/E move
6.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.84
IV
37.3%
B/E move
5.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.96
IV
38.5%
B/E move
5.1%

45Δ

Calls
Pseudo strike
87.70
IV
21.3%
B/E move
3.3%
Puts
Pseudo strike
86.15
IV
40.7%
B/E move
4.6%

50Δ

Calls
Pseudo strike
86.99
IV
19.2%
B/E move
2.6%
Puts
Pseudo strike
87.48
IV
43.1%
B/E move
4.2%

55Δ

Calls
Pseudo strike
86.41
IV
18.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
85.88
IV
17.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
85.47
IV
15.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
85.06
IV
14.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
84.80
IV
13.1%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
84.58
IV
11.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations