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abrdn Bloomberg All Commodity Strategy K-1 Free ETF BCI

i

Market dataready · fetched 2026-11-06T22:41:13.650Z

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 · 2026-11-06T21:10:00.002248947Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T22:41:11.585599+00:00

Share price$24.64
1D+0.2%
AH$24.48$24.55$24.61$24.67$24.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCI
Sold putSold callAH

abrdn Bloomberg All Commodity Strategy K-1 Free ETF options

Live interpolated BCI call and put midpoint premiums by absolute delta.abrdn Bloomberg All Commodity Strategy K-1 Free ETF$0.63$0.83$1.03$1.23$1.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBCI PRICE$0.65$0.65$0.67$0.72$0.76$0.78$0.78$0.79$0.79$0.79$0.80$0.91$0.65$0.66$0.68$0.71$0.66$0.84$1.02$1.19$1.37
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.09109.2%17.0%
25Δ28.81100.6%19.5%22.3485.1%12.0%
30Δ27.0076.6%12.2%23.1670.0%8.8%
35Δ26.1163.6%8.7%23.7159.6%6.7%
40Δ25.5956.3%6.8%
45Δ25.1349.7%5.1%
50Δ24.8844.6%4.1%
55Δ24.7240.0%3.5%
60Δ24.5635.4%2.9%25.0124.3%1.2%
65Δ24.4030.8%2.2%25.2325.2%1.0%
70Δ24.2426.2%1.6%25.4626.1%0.8%
75Δ24.0821.6%1.0%25.6827.0%0.6%
80Δ23.8719.3%0.6%25.9127.8%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.09
IV
109.2%
B/E move
17.0%

25Δ

Calls
Pseudo strike
28.81
IV
100.6%
B/E move
19.5%
Puts
Pseudo strike
22.34
IV
85.1%
B/E move
12.0%

30Δ

Calls
Pseudo strike
27.00
IV
76.6%
B/E move
12.2%
Puts
Pseudo strike
23.16
IV
70.0%
B/E move
8.8%

35Δ

Calls
Pseudo strike
26.11
IV
63.6%
B/E move
8.7%
Puts
Pseudo strike
23.71
IV
59.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
25.59
IV
56.3%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
25.13
IV
49.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
24.88
IV
44.6%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
24.72
IV
40.0%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.56
IV
35.4%
B/E move
2.9%
Puts
Pseudo strike
25.01
IV
24.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
24.40
IV
30.8%
B/E move
2.2%
Puts
Pseudo strike
25.23
IV
25.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
24.24
IV
26.2%
B/E move
1.6%
Puts
Pseudo strike
25.46
IV
26.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
24.08
IV
21.6%
B/E move
1.0%
Puts
Pseudo strike
25.68
IV
27.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
23.87
IV
19.3%
B/E move
0.6%
Puts
Pseudo strike
25.91
IV
27.8%
B/E move
0.4%

Options history

IV · four-Friday blend40.55%
Daily close
BCI28.4%43.5%58.6%2026-08-10: 47.74%2026-08-11: 39.72%2026-08-12: 39.66%2026-08-13: 40.73%2026-08-14: 41.42%2026-08-17: 44.40%2026-08-18: 49.75%2026-08-19: 50.68%2026-08-20: 56.49%2026-08-21: 33.23%2026-08-24: 37.13%2026-08-25: 36.77%2026-08-26: 37.00%2026-08-27: 37.21%2026-08-28: 37.36%2026-08-31: 33.89%2026-09-01: 32.78%2026-09-02: 30.46%2026-09-03: 33.07%2026-09-04: 32.48%2026-09-08: 35.60%2026-09-09: 40.55%Aug 10Aug 24Sep 9
22 observations2026-08-10 — 2026-09-09
Table
DateIV (%)
47.74%
39.72%
39.66%
40.73%
41.42%
44.40%
49.75%
50.68%
56.49%
33.23%
37.13%
36.77%
37.00%
37.21%
37.36%
33.89%
32.78%
30.46%
33.07%
32.48%
35.60%
40.55%