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PIMCO Commodity Strategy Active Exchange-Traded Fund CMDT

i

Market dataready · fetched 2026-11-03T20:10:45.929Z

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 · 2026-11-03T20:04:04.01796757Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T20:10:45.072056+00:00

Share price$30.81
1D-0.1%
$30.75$30.78$30.81$30.84$30.875:30 AM6:30 AM9:00 AM1:00 PMCMDT
Sold putSold call

PIMCO Commodity Strategy Active Exchange-Traded Fund options

Live interpolated CMDT call and put midpoint premiums by absolute delta.PIMCO Commodity Strategy Active Exchange-Traded Fund$1.25$1.33$1.42$1.51$1.59$-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 P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECMDT PRICE$1.26$1.38$1.50$1.30$1.43$1.57
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
50Δ31.1228.2%3.2%
55Δ30.7826.5%4.0%31.4626.8%2.6%
60Δ30.4525.1%3.3%31.7925.3%1.9%
65Δ30.1323.7%2.6%
70Δ
75Δ
80Δ

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
31.12
IV
28.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
30.78
IV
26.5%
B/E move
4.0%
Puts
Pseudo strike
31.46
IV
26.8%
B/E move
2.6%

60Δ

Calls
Pseudo strike
30.45
IV
25.1%
B/E move
3.3%
Puts
Pseudo strike
31.79
IV
25.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
30.13
IV
23.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend28.15%
Daily EOD
CMDT26.2%28.4%30.6%2026-10-19: 28.03%2026-10-20: 30.31%2026-10-21: 26.98%2026-10-22: 27.27%2026-10-23: 29.13%2026-10-26: 28.47%2026-10-27: 26.95%2026-10-28: 26.49%2026-10-29: 27.02%2026-10-30: 28.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.03%
30.31%
26.98%
27.27%
29.13%
28.47%
26.95%
26.49%
27.02%
28.15%