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iShares Bloomberg Roll Select Commodity Strategy ETF CMDY

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Market dataready · fetched 2026-11-07T06:57:03.379Z

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 · 2026-11-07T01:00:00.082224022Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:57:03.215507+00:00

Share price$60.35
1D+0.1%
AH$59.96$60.12$60.27$60.43$60.595:30 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$0.54$1.27$2.01$2.74$3.48$56.18$58.38$60.59$62.79$64.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CMDY spot · $60.35CMDY PRICE$0.62$0.69$0.76$0.83$0.91$1.01$1.11$1.26$1.49$1.72$2.04$2.50$0.62$0.68$0.74$0.80$0.87$0.97$1.13$1.29$1.52$1.82$2.12$2.64$3.27
PutsExpensive1.52×
Calls——
Skew——
Implied moveBearish±$2.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.3345.7%7.7%
25Δ63.6337.1%6.5%57.6638.1%5.6%
30Δ62.6132.3%4.9%58.5732.7%4.2%
35Δ61.8828.9%3.8%59.2328.7%3.2%
40Δ61.3526.0%3.0%59.7325.6%2.5%
45Δ60.8823.8%2.4%60.1623.9%1.9%
50Δ60.5422.6%2.0%60.4923.7%1.6%
55Δ60.2021.5%1.6%60.8323.5%1.3%
60Δ59.8720.9%1.3%61.2023.7%1.1%
65Δ59.5321.2%1.1%61.6124.4%0.9%
70Δ59.1921.5%0.9%62.0325.1%0.7%
75Δ58.7722.2%0.8%62.6426.7%0.6%
80Δ58.2423.6%0.6%63.3528.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.33
IV
45.7%
B/E move
7.7%

25Δ

Calls
Pseudo strike
63.63
IV
37.1%
B/E move
6.5%
Puts
Pseudo strike
57.66
IV
38.1%
B/E move
5.6%

30Δ

Calls
Pseudo strike
62.61
IV
32.3%
B/E move
4.9%
Puts
Pseudo strike
58.57
IV
32.7%
B/E move
4.2%

35Δ

Calls
Pseudo strike
61.88
IV
28.9%
B/E move
3.8%
Puts
Pseudo strike
59.23
IV
28.7%
B/E move
3.2%

40Δ

Calls
Pseudo strike
61.35
IV
26.0%
B/E move
3.0%
Puts
Pseudo strike
59.73
IV
25.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
60.88
IV
23.8%
B/E move
2.4%
Puts
Pseudo strike
60.16
IV
23.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
60.54
IV
22.6%
B/E move
2.0%
Puts
Pseudo strike
60.49
IV
23.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
60.20
IV
21.5%
B/E move
1.6%
Puts
Pseudo strike
60.83
IV
23.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
59.87
IV
20.9%
B/E move
1.3%
Puts
Pseudo strike
61.20
IV
23.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
59.53
IV
21.2%
B/E move
1.1%
Puts
Pseudo strike
61.61
IV
24.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
59.19
IV
21.5%
B/E move
0.9%
Puts
Pseudo strike
62.03
IV
25.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
58.77
IV
22.2%
B/E move
0.8%
Puts
Pseudo strike
62.64
IV
26.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
58.24
IV
23.6%
B/E move
0.6%
Puts
Pseudo strike
63.35
IV
28.5%
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%