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USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund SDCI

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Market datapartial · fetched 2026-10-23T15:07:49.437Z

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 · 2026-10-23T15:04:50.259237821Z

FundamentalsAlpha Vantage · unavailable

Share price$31.94
1D+0.3%
$31.76$31.82$31.88$31.94$32.005:30 AM6:30 AM9:00 AM1:00 PMSDCI
Sold putSold call

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$0.19$0.81$1.43$2.05$2.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESDCI PRICE$0.26$0.67$0.75$0.82$0.89$0.85$0.80$0.89$1.08$1.27$1.46$1.97$2.49$0.72$0.77$0.84$0.91$0.99$1.06
PutsExpensive1.60×
CallsExpensive1.06×
SkewBearish+17.05 pp
Implied move——
TiltBullish45.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.1426.5%7.7%27.8866.9%15.0%
25Δ35.7853.4%14.1%29.1754.8%11.1%
30Δ34.7447.8%11.1%29.7949.7%9.4%
35Δ33.9242.6%8.8%30.4144.7%7.6%
40Δ33.1137.5%6.5%31.0339.6%5.9%
45Δ32.6130.9%4.8%31.6534.5%4.2%
50Δ32.1624.0%3.2%
55Δ31.8322.0%2.5%
60Δ31.5522.7%2.2%
65Δ31.2723.4%1.9%
70Δ30.9924.1%1.6%
75Δ30.3825.4%1.3%
80Δ29.7726.7%1.0%

20Δ

Calls
Pseudo strike
34.14
IV
26.5%
B/E move
7.7%
Puts
Pseudo strike
27.88
IV
66.9%
B/E move
15.0%

25Δ

Calls
Pseudo strike
35.78
IV
53.4%
B/E move
14.1%
Puts
Pseudo strike
29.17
IV
54.8%
B/E move
11.1%

30Δ

Calls
Pseudo strike
34.74
IV
47.8%
B/E move
11.1%
Puts
Pseudo strike
29.79
IV
49.7%
B/E move
9.4%

35Δ

Calls
Pseudo strike
33.92
IV
42.6%
B/E move
8.8%
Puts
Pseudo strike
30.41
IV
44.7%
B/E move
7.6%

40Δ

Calls
Pseudo strike
33.11
IV
37.5%
B/E move
6.5%
Puts
Pseudo strike
31.03
IV
39.6%
B/E move
5.9%

45Δ

Calls
Pseudo strike
32.61
IV
30.9%
B/E move
4.8%
Puts
Pseudo strike
31.65
IV
34.5%
B/E move
4.2%

50Δ

Calls
Pseudo strike
32.16
IV
24.0%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
31.83
IV
22.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
31.55
IV
22.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
31.27
IV
23.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
30.99
IV
24.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.38
IV
25.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
29.77
IV
26.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations