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US Commodity Index USCI

i

Market dataready · fetched 2026-11-12T16:37:20.510Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T16:35:54.768955406Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:37:19.296298+00:00

Share price$102.77
1D+0.1%
$102.38$102.51$102.63$102.76$102.895:30 AM6:30 AM9:00 AM1:00 PMUSCI
Sold putSold call

US Commodity Index options

Live interpolated USCI call and put midpoint premiums by absolute delta.US Commodity Index$2.88$4.63$6.38$8.13$9.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ 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 PRICEUSCI PRICE$3.30$3.70$3.07$3.41$4.00$4.80$5.40$7.19$9.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ103.4022.8%2.4%
55Δ102.5023.0%2.9%104.2921.7%1.8%
60Δ101.6022.3%2.5%105.2321.9%1.5%
65Δ106.3022.7%1.2%
70Δ107.2722.2%0.9%
75Δ109.2025.3%0.7%
80Δ111.6028.1%0.5%

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.40
IV
22.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
102.50
IV
23.0%
B/E move
2.9%
Puts
Pseudo strike
104.29
IV
21.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
101.60
IV
22.3%
B/E move
2.5%
Puts
Pseudo strike
105.23
IV
21.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.30
IV
22.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.27
IV
22.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.20
IV
25.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.60
IV
28.1%
B/E move
0.5%

Options history

IV · four-Friday blend22.44%
Daily EOD
USCI20.6%32.2%43.9%2026-10-19: 42.28%2026-10-20: 23.15%2026-10-21: 22.80%2026-10-22: 23.76%2026-10-23: 25.06%2026-10-26: 24.71%2026-10-27: 24.44%2026-10-28: 24.29%2026-10-29: 22.20%2026-10-30: 22.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.28%
23.15%
22.80%
23.76%
25.06%
24.71%
24.44%
24.29%
22.20%
22.44%