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State Street SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF CERY

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Market dataready · fetched 2026-11-04T04:05:08.021Z

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 · 2026-11-04T01:00:00.057746647Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:05:06.507909+00:00

Share price$38.71
1D+0.2%
AH$38.57$38.63$38.68$38.73$38.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCERY
Sold putSold callAH

State Street SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF options

Live interpolated CERY call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF$0.88$1.30$1.73$2.16$2.58$34.03$36.42$38.81$41.20$43.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CERY spot · $38.71CERY PRICE$0.93$0.93$0.93$0.99$1.05$1.16$1.27$1.36$1.45$1.53$1.61$1.68$1.76$0.93$0.94$0.98$1.05$1.13$1.24$1.35$1.48$1.61$1.74$1.95$2.21$2.46
PutsExpensive1.80×
CallsExpensive2.84×
SkewBullish-2.37 pp
Implied moveBearish±$2.62
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.80111.6%28.4%33.5491.2%15.8%
25Δ44.3281.6%16.9%35.4270.5%10.9%
30Δ42.0062.9%10.9%36.5858.5%8.0%
35Δ40.8554.0%8.1%37.3850.9%6.1%
40Δ40.0047.1%6.0%38.0245.3%4.7%
45Δ39.4543.6%4.9%38.4742.1%3.8%
50Δ38.9440.1%3.9%38.9138.9%3.0%
55Δ38.5737.1%3.1%39.2636.4%2.4%
60Δ38.2034.0%2.4%39.5834.2%1.9%
65Δ37.9131.1%1.9%39.9031.9%1.4%
70Δ37.7128.5%1.6%40.2530.7%1.1%
75Δ37.5125.8%1.3%40.6230.0%0.8%
80Δ37.3123.2%0.9%40.9829.2%0.5%

20Δ

Calls
Pseudo strike
48.80
IV
111.6%
B/E move
28.4%
Puts
Pseudo strike
33.54
IV
91.2%
B/E move
15.8%

25Δ

Calls
Pseudo strike
44.32
IV
81.6%
B/E move
16.9%
Puts
Pseudo strike
35.42
IV
70.5%
B/E move
10.9%

30Δ

Calls
Pseudo strike
42.00
IV
62.9%
B/E move
10.9%
Puts
Pseudo strike
36.58
IV
58.5%
B/E move
8.0%

35Δ

Calls
Pseudo strike
40.85
IV
54.0%
B/E move
8.1%
Puts
Pseudo strike
37.38
IV
50.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
40.00
IV
47.1%
B/E move
6.0%
Puts
Pseudo strike
38.02
IV
45.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
39.45
IV
43.6%
B/E move
4.9%
Puts
Pseudo strike
38.47
IV
42.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
38.94
IV
40.1%
B/E move
3.9%
Puts
Pseudo strike
38.91
IV
38.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
38.57
IV
37.1%
B/E move
3.1%
Puts
Pseudo strike
39.26
IV
36.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
38.20
IV
34.0%
B/E move
2.4%
Puts
Pseudo strike
39.58
IV
34.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
37.91
IV
31.1%
B/E move
1.9%
Puts
Pseudo strike
39.90
IV
31.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
37.71
IV
28.5%
B/E move
1.6%
Puts
Pseudo strike
40.25
IV
30.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
37.51
IV
25.8%
B/E move
1.3%
Puts
Pseudo strike
40.62
IV
30.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
37.31
IV
23.2%
B/E move
0.9%
Puts
Pseudo strike
40.98
IV
29.2%
B/E move
0.5%

Options history

IV · four-Friday blend90.98%
Daily EOD
CERY90.9%91.0%91.1%2026-10-23: 90.98%Oct 23
1 observations2026-10-23 — 2026-10-23
Table
DateIV (%)
90.98%