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United States 12 Month Oil Fund, LP USL

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Market dataready · fetched 2026-10-23T02:23:43.626Z

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 · 2026-10-23T00:00:00.119912011Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:23:42.273244+00:00

Share price$62.59
1D-0.6%
AH$62.46$62.59$62.72$62.85$62.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSL
Sold putSold callAH

United States 12 Month Oil Fund, LP options

Live interpolated USL call and put midpoint premiums by absolute delta.United States 12 Month Oil Fund, LP$0.47$1.91$3.34$4.78$6.21$54.35$58.34$62.32$66.31$70.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USL spot · $62.59USL PRICE$0.63$0.91$1.21$1.38$1.66$1.97$2.12$2.55$3.13$3.71$4.20$4.75$5.67$0.87$1.02$1.08$1.32$1.59$2.01$2.53$2.88$3.31$3.87$4.53$5.13$5.80
PutsExpensive1.07×
CallsExpensive1.18×
SkewBullish-1.88 pp
Implied moveBearish±$4.65
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.3133.4%10.1%57.2542.1%9.9%
25Δ67.5235.7%9.3%58.8936.8%7.5%
30Δ66.8538.3%8.7%60.2430.7%5.5%
35Δ65.5735.1%7.0%60.9830.2%4.7%
40Δ64.6834.8%6.0%61.6730.0%4.0%
45Δ63.8934.9%5.2%62.3631.4%3.6%
50Δ63.0431.8%4.1%63.0733.8%3.3%
55Δ62.3132.9%3.6%63.7932.9%2.7%
60Δ61.5135.0%3.3%64.5432.6%2.2%
65Δ60.6736.3%2.9%65.3732.9%1.8%
70Δ59.8535.8%2.3%66.2533.3%1.4%
75Δ59.0035.3%1.9%67.1032.7%1.0%
80Δ57.8636.6%1.5%68.0031.9%0.6%

20Δ

Calls
Pseudo strike
68.31
IV
33.4%
B/E move
10.1%
Puts
Pseudo strike
57.25
IV
42.1%
B/E move
9.9%

25Δ

Calls
Pseudo strike
67.52
IV
35.7%
B/E move
9.3%
Puts
Pseudo strike
58.89
IV
36.8%
B/E move
7.5%

30Δ

Calls
Pseudo strike
66.85
IV
38.3%
B/E move
8.7%
Puts
Pseudo strike
60.24
IV
30.7%
B/E move
5.5%

35Δ

Calls
Pseudo strike
65.57
IV
35.1%
B/E move
7.0%
Puts
Pseudo strike
60.98
IV
30.2%
B/E move
4.7%

40Δ

Calls
Pseudo strike
64.68
IV
34.8%
B/E move
6.0%
Puts
Pseudo strike
61.67
IV
30.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
63.89
IV
34.9%
B/E move
5.2%
Puts
Pseudo strike
62.36
IV
31.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
63.04
IV
31.8%
B/E move
4.1%
Puts
Pseudo strike
63.07
IV
33.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
62.31
IV
32.9%
B/E move
3.6%
Puts
Pseudo strike
63.79
IV
32.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
61.51
IV
35.0%
B/E move
3.3%
Puts
Pseudo strike
64.54
IV
32.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
60.67
IV
36.3%
B/E move
2.9%
Puts
Pseudo strike
65.37
IV
32.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
59.85
IV
35.8%
B/E move
2.3%
Puts
Pseudo strike
66.25
IV
33.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
59.00
IV
35.3%
B/E move
1.9%
Puts
Pseudo strike
67.10
IV
32.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
57.86
IV
36.6%
B/E move
1.5%
Puts
Pseudo strike
68.00
IV
31.9%
B/E move
0.6%

Options history

No recorded observations