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USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund SDCI

i

Market dataready · fetched 2026-11-13T01:27:38.910Z

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 · 2026-11-13T01:00:00.102621515Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:27:38.564495+00:00

Share price$29.60
1D+1.0%
AH$29.28$29.36$29.45$29.54$29.625:30 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$0.28$1.08$1.89$2.70$3.51$26.14$27.28$28.42$29.56$30.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SDCI spot · $29.60SDCI PRICE$0.65$0.72$0.36$0.51$0.65$0.80$0.94$0.72$0.73$0.75$0.78$0.82$0.91$1.00$1.10$1.29$1.49$1.69$2.24$3.27
PutsExpensive3.59×
Calls——
Skew——
Implied moveBearish±$1.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.53136.6%16.2%
25Δ33.13102.9%14.1%27.04104.1%11.1%
30Δ32.1894.7%11.2%27.9785.1%8.0%
35Δ28.5473.1%6.2%
40Δ29.8124.2%1.9%29.0662.8%4.6%
45Δ29.6527.8%1.9%29.3759.0%3.9%
50Δ29.4831.3%1.8%29.6855.1%3.1%
55Δ29.3234.8%1.7%29.9951.3%2.4%
60Δ29.1538.3%1.7%30.3051.0%2.0%
65Δ30.6050.8%1.7%
70Δ30.9150.5%1.3%
75Δ31.5156.8%1.1%
80Δ32.5771.0%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.53
IV
136.6%
B/E move
16.2%

25Δ

Calls
Pseudo strike
33.13
IV
102.9%
B/E move
14.1%
Puts
Pseudo strike
27.04
IV
104.1%
B/E move
11.1%

30Δ

Calls
Pseudo strike
32.18
IV
94.7%
B/E move
11.2%
Puts
Pseudo strike
27.97
IV
85.1%
B/E move
8.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.54
IV
73.1%
B/E move
6.2%

40Δ

Calls
Pseudo strike
29.81
IV
24.2%
B/E move
1.9%
Puts
Pseudo strike
29.06
IV
62.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
29.65
IV
27.8%
B/E move
1.9%
Puts
Pseudo strike
29.37
IV
59.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
29.48
IV
31.3%
B/E move
1.8%
Puts
Pseudo strike
29.68
IV
55.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
29.32
IV
34.8%
B/E move
1.7%
Puts
Pseudo strike
29.99
IV
51.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
29.15
IV
38.3%
B/E move
1.7%
Puts
Pseudo strike
30.30
IV
51.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.60
IV
50.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.91
IV
50.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.51
IV
56.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.57
IV
71.0%
B/E move
1.0%

Options history

IV · four-Friday blend34.23%
Daily EOD
SDCI29.9%32.2%34.6%2026-10-19: 32.65%2026-10-20: 32.74%2026-10-21: 31.83%2026-10-22: 31.44%2026-10-23: 30.18%2026-10-26: 31.91%2026-10-27: 30.94%2026-10-28: 31.26%2026-10-29: 32.74%2026-10-30: 34.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.65%
32.74%
31.83%
31.44%
30.18%
31.91%
30.94%
31.26%
32.74%
34.23%