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PIMCO Commodity Strategy Active Exchange-Traded Fund CMDT

i

Market dataready · fetched 2026-11-04T09:21:49.019Z

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 · 2026-11-04T01:00:00.184405229Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:21:48.646339+00:00

Share price$30.85
1D+0.1%
AH$30.75$30.78$30.81$30.84$30.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMDT
Sold putSold callAH

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$0.66$1.01$1.37$1.72$2.07$29.41$30.24$31.07$31.90$32.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CMDT spot · $30.85CMDT PRICE$0.70$0.79$0.82$0.88$0.95$1.03$1.11$1.19$1.27$1.42$1.58$0.76$0.81$0.86$0.91$0.97$1.03$1.12$1.20$1.29$1.38$1.64$1.97
Puts——
Calls——
Skew——
Implied moveBearish±$1.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ28.1972.1%11.1%
30Δ33.1156.6%9.6%29.1160.7%8.3%
35Δ32.5954.6%8.2%29.7652.6%6.3%
40Δ31.8846.5%6.0%30.2446.7%4.9%
45Δ31.4542.3%4.8%30.6342.0%3.9%
50Δ31.0238.1%3.6%31.0137.4%2.8%
55Δ30.7635.6%3.0%31.2435.1%2.3%
60Δ30.5133.2%2.5%31.4732.8%1.9%
65Δ30.2630.8%1.9%31.7130.4%1.4%
70Δ30.0028.4%1.4%31.9428.1%0.9%
75Δ29.7826.9%1.1%32.2928.3%0.7%
80Δ29.5525.4%0.9%32.6729.3%0.5%

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
28.19
IV
72.1%
B/E move
11.1%

30Δ

Calls
Pseudo strike
33.11
IV
56.6%
B/E move
9.6%
Puts
Pseudo strike
29.11
IV
60.7%
B/E move
8.3%

35Δ

Calls
Pseudo strike
32.59
IV
54.6%
B/E move
8.2%
Puts
Pseudo strike
29.76
IV
52.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
31.88
IV
46.5%
B/E move
6.0%
Puts
Pseudo strike
30.24
IV
46.7%
B/E move
4.9%

45Δ

Calls
Pseudo strike
31.45
IV
42.3%
B/E move
4.8%
Puts
Pseudo strike
30.63
IV
42.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
31.02
IV
38.1%
B/E move
3.6%
Puts
Pseudo strike
31.01
IV
37.4%
B/E move
2.8%

55Δ

Calls
Pseudo strike
30.76
IV
35.6%
B/E move
3.0%
Puts
Pseudo strike
31.24
IV
35.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
30.51
IV
33.2%
B/E move
2.5%
Puts
Pseudo strike
31.47
IV
32.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
30.26
IV
30.8%
B/E move
1.9%
Puts
Pseudo strike
31.71
IV
30.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
30.00
IV
28.4%
B/E move
1.4%
Puts
Pseudo strike
31.94
IV
28.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
29.78
IV
26.9%
B/E move
1.1%
Puts
Pseudo strike
32.29
IV
28.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
29.55
IV
25.4%
B/E move
0.9%
Puts
Pseudo strike
32.67
IV
29.3%
B/E move
0.5%

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%