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US Commodity Index USCI

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Market datapartial · fetched 2026-10-23T02:57:59.956Z

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 · 2026-10-23T00:00:00.120744997Z

FundamentalsAlpha Vantage · unavailable

Share price$110.81
1D-0.3%
AH$110.13$110.40$110.67$110.93$111.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSCI
Sold putSold callAH

US Commodity Index options

Live interpolated USCI call and put midpoint premiums by absolute delta.US Commodity Index$2.27$3.95$5.64$7.32$9.00$99.02$104.73$110.45$116.16$121.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USCI spot · $110.81USCI PRICE$2.45$2.53$2.60$2.72$2.99$3.44$3.97$4.49$5.33$6.18$7.44$2.45$2.45$2.55$2.64$2.83$3.23$3.93$4.68$5.75$6.69$8.52
PutsExpensive1.75×
CallsExpensive1.80×
SkewBearish+2.29 pp
Implied moveBearish±$6.22
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ102.2749.2%9.9%
30Δ119.5844.1%10.1%105.6139.1%6.9%
35Δ116.2536.3%7.2%107.6933.0%5.1%
40Δ114.0430.7%5.3%109.2628.3%3.8%
45Δ112.5726.9%4.0%110.4125.6%2.9%
50Δ111.4325.0%3.3%111.4324.7%2.3%
55Δ110.4524.7%2.8%112.4825.7%2.0%
60Δ109.4724.7%2.4%113.5826.4%1.7%
65Δ108.5224.3%2.0%114.9428.0%1.5%
70Δ107.3625.1%1.7%116.2528.1%1.1%
75Δ106.1825.4%1.4%118.3130.8%0.9%
80Δ104.6526.6%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.27
IV
49.2%
B/E move
9.9%

30Δ

Calls
Pseudo strike
119.58
IV
44.1%
B/E move
10.1%
Puts
Pseudo strike
105.61
IV
39.1%
B/E move
6.9%

35Δ

Calls
Pseudo strike
116.25
IV
36.3%
B/E move
7.2%
Puts
Pseudo strike
107.69
IV
33.0%
B/E move
5.1%

40Δ

Calls
Pseudo strike
114.04
IV
30.7%
B/E move
5.3%
Puts
Pseudo strike
109.26
IV
28.3%
B/E move
3.8%

45Δ

Calls
Pseudo strike
112.57
IV
26.9%
B/E move
4.0%
Puts
Pseudo strike
110.41
IV
25.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
111.43
IV
25.0%
B/E move
3.3%
Puts
Pseudo strike
111.43
IV
24.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
110.45
IV
24.7%
B/E move
2.8%
Puts
Pseudo strike
112.48
IV
25.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
109.47
IV
24.7%
B/E move
2.4%
Puts
Pseudo strike
113.58
IV
26.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
108.52
IV
24.3%
B/E move
2.0%
Puts
Pseudo strike
114.94
IV
28.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
107.36
IV
25.1%
B/E move
1.7%
Puts
Pseudo strike
116.25
IV
28.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
106.18
IV
25.4%
B/E move
1.4%
Puts
Pseudo strike
118.31
IV
30.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
104.65
IV
26.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations