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iShares Bloomberg Roll Select Commodity Strategy ETF CMDY

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Market dataready · fetched 2026-11-04T02:49:35.826Z

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 · 2026-11-04T01:00:00.067799544Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T02:49:35.724176+00:00

Share price$61.61
1D+0.0%
AH$61.41$61.47$61.53$61.59$61.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMDY
Sold putSold callAH

iShares Bloomberg Roll Select Commodity Strategy ETF options

Live interpolated CMDY call and put midpoint premiums by absolute delta.iShares Bloomberg Roll Select Commodity Strategy ETF$0.51$1.34$2.17$3.00$3.83$57.18$59.35$61.52$63.69$65.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMDY spot · $61.61CMDY PRICE$0.60$0.67$0.76$0.83$0.89$0.97$1.11$1.30$1.49$1.75$2.02$2.34$2.76$0.63$0.69$0.78$0.88$0.99$1.16$1.32$1.51$1.72$1.93$2.47$3.03$3.59
PutsExpensive1.65×
CallsExpensive2.55×
SkewBearish+1.36 pp
Implied moveBearish±$2.43
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.9642.7%9.7%57.5640.8%7.6%
25Δ65.1835.4%6.9%58.9234.0%5.5%
30Δ64.1231.5%5.3%59.7930.1%4.2%
35Δ63.3127.6%4.1%60.4227.6%3.4%
40Δ62.7024.7%3.2%60.9725.6%2.6%
45Δ62.2222.4%2.6%61.3924.8%2.2%
50Δ61.8021.4%2.1%61.8024.0%1.8%
55Δ61.4321.4%1.8%62.1923.4%1.5%
60Δ61.0721.4%1.5%62.5823.0%1.2%
65Δ60.6721.5%1.3%62.9622.5%0.9%
70Δ60.2721.7%1.1%63.5924.6%0.8%
75Δ59.8322.0%0.9%64.2526.3%0.6%
80Δ59.3022.4%0.7%64.9326.9%0.4%

20Δ

Calls
Pseudo strike
66.96
IV
42.7%
B/E move
9.7%
Puts
Pseudo strike
57.56
IV
40.8%
B/E move
7.6%

25Δ

Calls
Pseudo strike
65.18
IV
35.4%
B/E move
6.9%
Puts
Pseudo strike
58.92
IV
34.0%
B/E move
5.5%

30Δ

Calls
Pseudo strike
64.12
IV
31.5%
B/E move
5.3%
Puts
Pseudo strike
59.79
IV
30.1%
B/E move
4.2%

35Δ

Calls
Pseudo strike
63.31
IV
27.6%
B/E move
4.1%
Puts
Pseudo strike
60.42
IV
27.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
62.70
IV
24.7%
B/E move
3.2%
Puts
Pseudo strike
60.97
IV
25.6%
B/E move
2.6%

45Δ

Calls
Pseudo strike
62.22
IV
22.4%
B/E move
2.6%
Puts
Pseudo strike
61.39
IV
24.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
61.80
IV
21.4%
B/E move
2.1%
Puts
Pseudo strike
61.80
IV
24.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
61.43
IV
21.4%
B/E move
1.8%
Puts
Pseudo strike
62.19
IV
23.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
61.07
IV
21.4%
B/E move
1.5%
Puts
Pseudo strike
62.58
IV
23.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
60.67
IV
21.5%
B/E move
1.3%
Puts
Pseudo strike
62.96
IV
22.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
60.27
IV
21.7%
B/E move
1.1%
Puts
Pseudo strike
63.59
IV
24.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
59.83
IV
22.0%
B/E move
0.9%
Puts
Pseudo strike
64.25
IV
26.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
59.30
IV
22.4%
B/E move
0.7%
Puts
Pseudo strike
64.93
IV
26.9%
B/E move
0.4%

Options history

IV · four-Friday blend52.21%
Daily EOD
CMDY49.2%53.4%57.6%2026-10-19: 51.49%2026-10-20: 49.76%2026-10-21: 52.44%2026-10-22: 50.80%2026-10-23: 53.28%2026-10-26: 52.38%2026-10-27: 53.11%2026-10-28: 53.55%2026-10-29: 57.01%2026-10-30: 52.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.49%
49.76%
52.44%
50.80%
53.28%
52.38%
53.11%
53.55%
57.01%
52.21%