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VanEck Commodity Strategy ETF PIT

i

Market dataready · fetched 2026-11-06T21:21:19.740Z

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 · 2026-11-06T21:10:05.931166017Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:21:18.233789+00:00

Share price$79.22
1D+0.4%
AH$78.22$78.56$78.89$79.23$79.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPIT
Sold putSold callAH

VanEck Commodity Strategy ETF options

Live interpolated PIT call and put midpoint premiums by absolute delta.VanEck Commodity Strategy ETF$0.81$2.34$3.87$5.40$6.93$69.72$74.72$79.72$84.72$89.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIT spot · $79.22PIT PRICE$0.97$1.09$1.20$1.34$1.49$1.62$1.82$2.05$2.33$2.70$3.19$3.68$4.17$1.04$1.16$1.29$1.44$1.66$1.95$2.24$2.57$3.04$3.61$4.36$5.21$6.48
PutsCheap0.81×
CallsExpensive1.29×
SkewBearish+4.00 pp
Implied moveBearish±$4.06
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.1259.5%12.5%72.6857.1%9.6%
25Δ85.1449.6%8.8%74.8147.9%7.0%
30Δ83.1842.3%6.5%76.1742.3%5.5%
35Δ81.9138.2%5.1%77.3138.0%4.2%
40Δ80.9435.0%4.0%78.1435.9%3.5%
45Δ80.1632.1%3.2%78.8235.2%3.0%
50Δ79.5130.5%2.7%79.5034.4%2.5%
55Δ78.9029.5%2.2%80.1934.0%2.0%
60Δ78.3428.9%1.8%80.9034.6%1.7%
65Δ77.7328.5%1.5%81.7035.4%1.4%
70Δ77.0528.4%1.3%82.6537.1%1.2%
75Δ76.3828.4%1.1%83.7038.3%0.9%
80Δ75.7028.3%0.8%85.1540.9%0.7%

20Δ

Calls
Pseudo strike
88.12
IV
59.5%
B/E move
12.5%
Puts
Pseudo strike
72.68
IV
57.1%
B/E move
9.6%

25Δ

Calls
Pseudo strike
85.14
IV
49.6%
B/E move
8.8%
Puts
Pseudo strike
74.81
IV
47.9%
B/E move
7.0%

30Δ

Calls
Pseudo strike
83.18
IV
42.3%
B/E move
6.5%
Puts
Pseudo strike
76.17
IV
42.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
81.91
IV
38.2%
B/E move
5.1%
Puts
Pseudo strike
77.31
IV
38.0%
B/E move
4.2%

40Δ

Calls
Pseudo strike
80.94
IV
35.0%
B/E move
4.0%
Puts
Pseudo strike
78.14
IV
35.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
80.16
IV
32.1%
B/E move
3.2%
Puts
Pseudo strike
78.82
IV
35.2%
B/E move
3.0%

50Δ

Calls
Pseudo strike
79.51
IV
30.5%
B/E move
2.7%
Puts
Pseudo strike
79.50
IV
34.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
78.90
IV
29.5%
B/E move
2.2%
Puts
Pseudo strike
80.19
IV
34.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
78.34
IV
28.9%
B/E move
1.8%
Puts
Pseudo strike
80.90
IV
34.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
77.73
IV
28.5%
B/E move
1.5%
Puts
Pseudo strike
81.70
IV
35.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
77.05
IV
28.4%
B/E move
1.3%
Puts
Pseudo strike
82.65
IV
37.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
76.38
IV
28.4%
B/E move
1.1%
Puts
Pseudo strike
83.70
IV
38.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
75.70
IV
28.3%
B/E move
0.8%
Puts
Pseudo strike
85.15
IV
40.9%
B/E move
0.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations