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Invesco DB Oil Fund DBO

i

Market dataready · fetched 2026-11-04T02:34:05.671Z

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 · 2026-11-04T01:00:00.126225684Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T02:34:05.147448+00:00

Share price$25.51
1D+2.2%
AH$24.95$25.11$25.27$25.42$25.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDBO
Sold putSold callAH

Invesco DB Oil Fund options

Live interpolated DBO call and put midpoint premiums by absolute delta.Invesco DB Oil Fund$2.42$2.66$2.89$3.12$3.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDBO PRICE$2.45$2.45$2.45$2.54$2.84$2.45$2.45$2.45$2.45$2.45$2.45$2.48$2.62$2.75$2.88$3.01$3.15$3.28
PutsExpensive2.45×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.38288.7%37.5%
25Δ20.69229.5%28.5%
30Δ22.43187.8%21.7%
35Δ23.74156.6%16.5%
40Δ24.74132.8%12.6%
45Δ25.49114.2%9.7%
50Δ26.1199.5%7.4%
55Δ25.58112.5%9.9%26.5591.8%6.2%
60Δ24.8495.8%7.0%27.0084.1%5.0%
65Δ24.3482.5%5.0%27.4476.4%3.7%
70Δ23.8572.5%3.4%27.8868.7%2.5%
75Δ23.3570.1%2.7%28.2062.2%1.8%
80Δ28.4756.2%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.38
IV
288.7%
B/E move
37.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.69
IV
229.5%
B/E move
28.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.43
IV
187.8%
B/E move
21.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.74
IV
156.6%
B/E move
16.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.74
IV
132.8%
B/E move
12.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.49
IV
114.2%
B/E move
9.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.11
IV
99.5%
B/E move
7.4%

55Δ

Calls
Pseudo strike
25.58
IV
112.5%
B/E move
9.9%
Puts
Pseudo strike
26.55
IV
91.8%
B/E move
6.2%

60Δ

Calls
Pseudo strike
24.84
IV
95.8%
B/E move
7.0%
Puts
Pseudo strike
27.00
IV
84.1%
B/E move
5.0%

65Δ

Calls
Pseudo strike
24.34
IV
82.5%
B/E move
5.0%
Puts
Pseudo strike
27.44
IV
76.4%
B/E move
3.7%

70Δ

Calls
Pseudo strike
23.85
IV
72.5%
B/E move
3.4%
Puts
Pseudo strike
27.88
IV
68.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
23.35
IV
70.1%
B/E move
2.7%
Puts
Pseudo strike
28.20
IV
62.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.47
IV
56.2%
B/E move
1.3%

Options history

IV · four-Friday blend63.54%
Daily EOD
DBO48.8%62.1%75.3%2026-10-19: 56.99%2026-10-20: 73.51%2026-10-21: 69.93%2026-10-22: 71.33%2026-10-23: 68.80%2026-10-26: 50.67%2026-10-27: 68.62%2026-10-28: 64.10%2026-10-29: 69.89%2026-10-30: 63.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.99%
73.51%
69.93%
71.33%
68.80%
50.67%
68.62%
64.10%
69.89%
63.54%