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VanEck CMCI Commodity Strategy ETF CMCI

i

Market dataready · fetched 2026-11-06T17:48:17.740Z

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 · 2026-11-06T17:30:48.422609505Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T17:48:16.234072+00:00

Share price$30.27
1D+0.0%
$30.25$30.26$30.27$30.28$30.295:30 AM6:30 AM9:00 AM1:00 PMCMCI
Sold putSold call

VanEck CMCI Commodity Strategy ETF options

Live interpolated CMCI call and put midpoint premiums by absolute delta.VanEck CMCI Commodity Strategy ETF$0.86$1.26$1.66$2.05$2.45$28.88$29.62$30.36$31.10$31.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CMCI spot · $30.27CMCI PRICE$0.90$0.90$0.92$0.96$1.02$1.12$1.22$1.33$1.43$1.54$0.91$0.94$0.99$1.08$1.18$1.31$1.43$1.56$1.67$1.79$1.91$2.34
Puts——
Calls——
Skew——
Implied moveBearish±$2.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ36.10112.8%22.2%27.2393.2%13.0%
30Δ33.6886.9%14.2%28.3077.0%9.6%
35Δ32.3370.7%9.8%29.0865.7%7.2%
40Δ31.5361.0%7.3%29.5959.8%5.8%
45Δ30.9253.8%5.5%30.0854.6%4.5%
50Δ30.5250.3%4.5%30.4451.6%3.7%
55Δ30.1246.8%3.5%30.8148.6%3.0%
60Δ29.8143.8%2.9%31.1245.6%2.3%
65Δ29.5441.1%2.3%31.3842.6%1.8%
70Δ29.2738.3%1.8%31.6439.7%1.4%
75Δ31.9036.7%0.9%
80Δ32.4238.0%0.6%

20Δ

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

25Δ

Calls
Pseudo strike
36.10
IV
112.8%
B/E move
22.2%
Puts
Pseudo strike
27.23
IV
93.2%
B/E move
13.0%

30Δ

Calls
Pseudo strike
33.68
IV
86.9%
B/E move
14.2%
Puts
Pseudo strike
28.30
IV
77.0%
B/E move
9.6%

35Δ

Calls
Pseudo strike
32.33
IV
70.7%
B/E move
9.8%
Puts
Pseudo strike
29.08
IV
65.7%
B/E move
7.2%

40Δ

Calls
Pseudo strike
31.53
IV
61.0%
B/E move
7.3%
Puts
Pseudo strike
29.59
IV
59.8%
B/E move
5.8%

45Δ

Calls
Pseudo strike
30.92
IV
53.8%
B/E move
5.5%
Puts
Pseudo strike
30.08
IV
54.6%
B/E move
4.5%

50Δ

Calls
Pseudo strike
30.52
IV
50.3%
B/E move
4.5%
Puts
Pseudo strike
30.44
IV
51.6%
B/E move
3.7%

55Δ

Calls
Pseudo strike
30.12
IV
46.8%
B/E move
3.5%
Puts
Pseudo strike
30.81
IV
48.6%
B/E move
3.0%

60Δ

Calls
Pseudo strike
29.81
IV
43.8%
B/E move
2.9%
Puts
Pseudo strike
31.12
IV
45.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
29.54
IV
41.1%
B/E move
2.3%
Puts
Pseudo strike
31.38
IV
42.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
29.27
IV
38.3%
B/E move
1.8%
Puts
Pseudo strike
31.64
IV
39.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.90
IV
36.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.42
IV
38.0%
B/E move
0.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations