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United States Copper Index Fund CPER

i

Market dataready · fetched 2026-11-07T07:03:44.076Z

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 · 2026-11-07T01:00:00.102663683Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:03:42.224592+00:00

Share price$37.67
1D-0.1%
AH$37.47$37.57$37.67$37.76$37.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPER
Sold putSold callAH

United States Copper Index Fund options

Live interpolated CPER call and put midpoint premiums by absolute delta.United States Copper Index Fund$0.16$0.81$1.45$2.10$2.74$34.26$35.94$37.62$39.30$40.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CPER spot · $37.67CPER PRICE$0.23$0.30$0.38$0.44$0.51$0.59$0.76$0.93$1.10$1.30$1.77$2.20$2.38$0.34$0.44$0.53$0.65$0.78$0.90$1.04$1.23$1.42$1.60$2.04$2.56
Puts——
CallsFair1.02×
Skew——
Implied moveBearish±$1.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.6028.9%5.7%
25Δ39.2329.0%4.9%36.3130.6%4.5%
30Δ38.8828.6%4.2%36.6330.7%3.9%
35Δ38.5827.3%3.6%36.9530.7%3.3%
40Δ38.2826.0%3.0%37.2330.6%2.9%
45Δ37.9824.9%2.4%37.5030.4%2.5%
50Δ37.7326.2%2.2%37.7830.2%2.1%
55Δ37.4827.5%2.0%38.0630.0%1.7%
60Δ37.2228.8%1.7%38.3530.0%1.5%
65Δ36.9430.5%1.5%38.6430.0%1.2%
70Δ36.4435.6%1.4%38.9330.0%0.9%
75Δ35.9739.7%1.3%39.4432.5%0.7%
80Δ35.6836.6%1.0%40.0135.6%0.6%

20Δ

Calls
Pseudo strike
39.60
IV
28.9%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
39.23
IV
29.0%
B/E move
4.9%
Puts
Pseudo strike
36.31
IV
30.6%
B/E move
4.5%

30Δ

Calls
Pseudo strike
38.88
IV
28.6%
B/E move
4.2%
Puts
Pseudo strike
36.63
IV
30.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
38.58
IV
27.3%
B/E move
3.6%
Puts
Pseudo strike
36.95
IV
30.7%
B/E move
3.3%

40Δ

Calls
Pseudo strike
38.28
IV
26.0%
B/E move
3.0%
Puts
Pseudo strike
37.23
IV
30.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
37.98
IV
24.9%
B/E move
2.4%
Puts
Pseudo strike
37.50
IV
30.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
37.73
IV
26.2%
B/E move
2.2%
Puts
Pseudo strike
37.78
IV
30.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
37.48
IV
27.5%
B/E move
2.0%
Puts
Pseudo strike
38.06
IV
30.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
37.22
IV
28.8%
B/E move
1.7%
Puts
Pseudo strike
38.35
IV
30.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
36.94
IV
30.5%
B/E move
1.5%
Puts
Pseudo strike
38.64
IV
30.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
36.44
IV
35.6%
B/E move
1.4%
Puts
Pseudo strike
38.93
IV
30.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
35.97
IV
39.7%
B/E move
1.3%
Puts
Pseudo strike
39.44
IV
32.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
35.68
IV
36.6%
B/E move
1.0%
Puts
Pseudo strike
40.01
IV
35.6%
B/E move
0.6%

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%