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USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund SDCI

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Market datapartial · fetched 2026-10-22T23:57:40.373Z

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 · 2026-10-22T22:30:00.003487302Z

FundamentalsAlpha Vantage · unavailable

Share price$31.63
1D-0.4%
AH$31.45$31.53$31.61$31.69$31.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDCI
Sold putSold callAH

USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund options

Live interpolated SDCI call and put midpoint premiums by absolute delta.USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund$0.44$1.06$1.68$2.31$2.93$28.02$29.74$31.46$33.17$34.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDCI spot · $31.63SDCI PRICE$0.76$0.83$0.85$0.79$0.88$1.03$1.18$1.32$1.42$1.52$1.62$0.72$0.75$0.82$0.50$0.69$0.89$1.08$1.25$1.39$1.53$1.68$2.21$2.75
PutsExpensive1.08×
CallsFair1.00×
SkewBearish+3.92 pp
Implied moveBearish±$1.95
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.5666.9%15.2%
25Δ29.0452.7%10.6%
30Δ34.5448.9%11.6%29.9345.3%8.0%
35Δ33.6143.0%8.9%31.0422.8%3.5%
40Δ32.7936.3%6.4%31.3124.6%3.2%
45Δ32.2028.1%4.3%31.5926.3%2.9%
50Δ31.8125.3%3.3%31.8628.1%2.7%
55Δ31.5225.3%2.9%32.1428.4%2.3%
60Δ31.2425.3%2.5%32.4327.2%1.9%
65Δ30.9625.0%2.1%32.7126.1%1.4%
70Δ30.7723.2%1.7%33.0024.9%1.0%
75Δ30.5721.4%1.4%33.5927.6%0.8%
80Δ30.3719.6%1.1%34.2029.8%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.56
IV
66.9%
B/E move
15.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.04
IV
52.7%
B/E move
10.6%

30Δ

Calls
Pseudo strike
34.54
IV
48.9%
B/E move
11.6%
Puts
Pseudo strike
29.93
IV
45.3%
B/E move
8.0%

35Δ

Calls
Pseudo strike
33.61
IV
43.0%
B/E move
8.9%
Puts
Pseudo strike
31.04
IV
22.8%
B/E move
3.5%

40Δ

Calls
Pseudo strike
32.79
IV
36.3%
B/E move
6.4%
Puts
Pseudo strike
31.31
IV
24.6%
B/E move
3.2%

45Δ

Calls
Pseudo strike
32.20
IV
28.1%
B/E move
4.3%
Puts
Pseudo strike
31.59
IV
26.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
31.81
IV
25.3%
B/E move
3.3%
Puts
Pseudo strike
31.86
IV
28.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
31.52
IV
25.3%
B/E move
2.9%
Puts
Pseudo strike
32.14
IV
28.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
31.24
IV
25.3%
B/E move
2.5%
Puts
Pseudo strike
32.43
IV
27.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
30.96
IV
25.0%
B/E move
2.1%
Puts
Pseudo strike
32.71
IV
26.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
30.77
IV
23.2%
B/E move
1.7%
Puts
Pseudo strike
33.00
IV
24.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
30.57
IV
21.4%
B/E move
1.4%
Puts
Pseudo strike
33.59
IV
27.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
30.37
IV
19.6%
B/E move
1.1%
Puts
Pseudo strike
34.20
IV
29.8%
B/E move
0.6%

Options history

No recorded observations