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iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF COMT

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Market dataready · fetched 2026-11-04T03:02:09.269Z

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 · 2026-11-03T21:13:41.055447538Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:02:08.919904+00:00

Share price$37.13
1D+0.0%
AH$37.01$37.09$37.16$37.24$37.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOMT
Sold putSold callAH

iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF options

Live interpolated COMT call and put midpoint premiums by absolute delta.iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF$0.30$0.90$1.50$2.11$2.71$34.28$35.85$37.42$38.99$40.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive COMT spot · $37.13COMT PRICE$0.38$0.38$0.55$0.75$0.95$1.11$1.20$1.29$1.36$1.43$1.51$1.73$2.17$0.36$0.40$0.46$0.58$0.70$0.82$0.87$0.91$0.95$1.00$1.04$2.54
Puts——
CallsExpensive1.79×
Skew——
Implied moveBullish±$2.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.5244.4%10.1%34.7139.7%7.5%
25Δ39.1332.9%6.4%35.5133.2%5.4%
30Δ38.7535.0%5.8%36.0828.9%4.1%
35Δ38.4638.7%5.6%36.3828.9%3.6%
40Δ38.1842.3%5.4%36.6828.9%3.1%
45Δ37.8343.3%4.9%36.9828.9%2.6%
50Δ37.3839.8%3.9%37.1826.8%2.2%
55Δ36.9636.4%3.0%37.3824.5%1.8%
60Δ36.6933.5%2.5%37.5722.3%1.4%
65Δ36.4330.6%2.0%37.7720.0%1.0%
70Δ36.1627.7%1.4%37.9617.8%0.6%
75Δ35.8026.9%1.1%
80Δ35.2929.3%0.9%39.4730.8%0.5%

20Δ

Calls
Pseudo strike
40.52
IV
44.4%
B/E move
10.1%
Puts
Pseudo strike
34.71
IV
39.7%
B/E move
7.5%

25Δ

Calls
Pseudo strike
39.13
IV
32.9%
B/E move
6.4%
Puts
Pseudo strike
35.51
IV
33.2%
B/E move
5.4%

30Δ

Calls
Pseudo strike
38.75
IV
35.0%
B/E move
5.8%
Puts
Pseudo strike
36.08
IV
28.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
38.46
IV
38.7%
B/E move
5.6%
Puts
Pseudo strike
36.38
IV
28.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
38.18
IV
42.3%
B/E move
5.4%
Puts
Pseudo strike
36.68
IV
28.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
37.83
IV
43.3%
B/E move
4.9%
Puts
Pseudo strike
36.98
IV
28.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
37.38
IV
39.8%
B/E move
3.9%
Puts
Pseudo strike
37.18
IV
26.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
36.96
IV
36.4%
B/E move
3.0%
Puts
Pseudo strike
37.38
IV
24.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
36.69
IV
33.5%
B/E move
2.5%
Puts
Pseudo strike
37.57
IV
22.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
36.43
IV
30.6%
B/E move
2.0%
Puts
Pseudo strike
37.77
IV
20.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
36.16
IV
27.7%
B/E move
1.4%
Puts
Pseudo strike
37.96
IV
17.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
35.80
IV
26.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.29
IV
29.3%
B/E move
0.9%
Puts
Pseudo strike
39.47
IV
30.8%
B/E move
0.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations