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United States Copper Index Fund CPER

i

Market dataready · fetched 2026-11-05T18:30:52.799Z

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 · 2026-11-05T18:30:39.577652268Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T18:30:50.274492+00:00

Share price$37.69
1D-2.7%
$37.56$37.89$38.22$38.54$38.875:30 AM6:30 AM9:00 AM1:00 PMCPER
Sold putSold call

United States Copper Index Fund options

Live interpolated CPER call and put midpoint premiums by absolute delta.United States Copper Index Fund$0.14$1.41$2.67$3.94$5.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECPER PRICE$0.27$0.35$0.43$0.54$0.65$0.76$2.22$2.70$3.54$4.84$0.30$0.38$0.46$0.54$0.64$0.74$0.84$0.99$1.29$1.58$1.81$1.94$2.07
PutsCheap0.78×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.0533.2%7.0%35.7632.6%5.9%
25Δ39.5631.8%5.9%36.1632.5%5.1%
30Δ39.0930.8%4.9%36.5630.8%4.2%
35Δ38.7530.4%4.2%36.9629.1%3.4%
40Δ38.4330.3%3.7%37.2428.2%2.9%
45Δ38.1230.1%3.2%37.5127.4%2.4%
50Δ37.7926.6%2.0%
55Δ38.0826.5%1.6%
60Δ38.4428.8%1.4%
65Δ36.4749.7%2.7%38.8031.1%1.3%
70Δ35.8753.2%2.3%39.1031.4%1.1%
75Δ34.9661.9%2.1%39.3329.0%0.8%
80Δ33.5875.0%2.0%39.5526.7%0.5%

20Δ

Calls
Pseudo strike
40.05
IV
33.2%
B/E move
7.0%
Puts
Pseudo strike
35.76
IV
32.6%
B/E move
5.9%

25Δ

Calls
Pseudo strike
39.56
IV
31.8%
B/E move
5.9%
Puts
Pseudo strike
36.16
IV
32.5%
B/E move
5.1%

30Δ

Calls
Pseudo strike
39.09
IV
30.8%
B/E move
4.9%
Puts
Pseudo strike
36.56
IV
30.8%
B/E move
4.2%

35Δ

Calls
Pseudo strike
38.75
IV
30.4%
B/E move
4.2%
Puts
Pseudo strike
36.96
IV
29.1%
B/E move
3.4%

40Δ

Calls
Pseudo strike
38.43
IV
30.3%
B/E move
3.7%
Puts
Pseudo strike
37.24
IV
28.2%
B/E move
2.9%

45Δ

Calls
Pseudo strike
38.12
IV
30.1%
B/E move
3.2%
Puts
Pseudo strike
37.51
IV
27.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.79
IV
26.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.08
IV
26.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.44
IV
28.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
36.47
IV
49.7%
B/E move
2.7%
Puts
Pseudo strike
38.80
IV
31.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
35.87
IV
53.2%
B/E move
2.3%
Puts
Pseudo strike
39.10
IV
31.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
34.96
IV
61.9%
B/E move
2.1%
Puts
Pseudo strike
39.33
IV
29.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
33.58
IV
75.0%
B/E move
2.0%
Puts
Pseudo strike
39.55
IV
26.7%
B/E move
0.5%

Options history

IV · four-Friday blend24.60%
Daily EOD
CPER22.5%23.6%24.8%2026-10-19: 23.81%2026-10-20: 22.63%2026-10-21: 23.03%2026-10-22: 23.04%2026-10-23: 23.27%2026-10-26: 23.95%2026-10-27: 24.12%2026-10-28: 23.62%2026-10-29: 22.89%2026-10-30: 24.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.81%
22.63%
23.03%
23.04%
23.27%
23.95%
24.12%
23.62%
22.89%
24.60%