← Back to Stock / ETF implied volatility screener

DBC - Invesco DB Commodity Index Tracking Fund
Implied Volatility Analysis

Implied Volatility:
29.7%
Put/Call-Ratio:
0.80

Invesco DB Commodity Index Tracking Fund has an Implied Volatility (IV) of 29.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DBC is 12 and the Implied Volatility Percentile (IVP) is 33. The current Implied Volatility Index for DBC is -0.46 standard deviations away from its 1 year mean.

Market Cap$3.29B
Implied Volatility (IV) 30d
29.72
Implied Volatility Rank (IVR) 1y
12.41
Implied Volatility Percentile (IVP) 1y
33.36
Historical Volatility (HV) 30d
25.13
IV / HV
1.18
Open Interest
51.13K
Option Volume
6.54K
Put/Call Ratio (Volume)
0.80

Data was calculated after the 9/23/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.