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Teucrium Corn Fund CORN

i

Market dataready · fetched 2026-11-11T14:00:42.483Z

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 · 2026-11-11T12:44:44.504811327Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:00:41.657179+00:00

Share price$17.35
1D
Price history unavailable.

Teucrium Corn Fund options

Live interpolated CORN call and put midpoint premiums by absolute delta.Teucrium Corn Fund$0.03$0.20$0.37$0.54$0.70$16.19$16.78$17.37$17.95$18.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CORN spot · $17.35CORN PRICE$0.09$0.12$0.15$0.19$0.22$0.25$0.28$0.32$0.35$0.38$0.42$0.45$0.66$0.05$0.10$0.16$0.21$0.26$0.32$0.37$0.42$0.47$0.53$0.58$0.63
Puts——
CallsCheap0.56×
Skew——
Implied moveBearish±$0.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.8618.2%3.4%17.0016.2%2.3%
25Δ17.7818.4%3.2%17.0816.9%2.1%
30Δ17.7018.6%2.9%17.1617.6%2.0%
35Δ17.6218.8%2.6%17.2518.3%1.8%
40Δ17.5519.0%2.4%17.3319.0%1.6%
45Δ17.4719.2%2.1%17.4119.7%1.5%
50Δ17.3919.4%1.9%17.4920.4%1.3%
55Δ17.3119.6%1.6%17.5721.1%1.2%
60Δ17.2419.8%1.4%17.6521.8%1.0%
65Δ17.1620.0%1.1%17.7322.5%0.8%
70Δ17.0820.3%0.8%17.8123.3%0.7%
75Δ17.0020.5%0.6%17.8924.0%0.5%
80Δ16.7822.2%0.5%

20Δ

Calls
Pseudo strike
17.86
IV
18.2%
B/E move
3.4%
Puts
Pseudo strike
17.00
IV
16.2%
B/E move
2.3%

25Δ

Calls
Pseudo strike
17.78
IV
18.4%
B/E move
3.2%
Puts
Pseudo strike
17.08
IV
16.9%
B/E move
2.1%

30Δ

Calls
Pseudo strike
17.70
IV
18.6%
B/E move
2.9%
Puts
Pseudo strike
17.16
IV
17.6%
B/E move
2.0%

35Δ

Calls
Pseudo strike
17.62
IV
18.8%
B/E move
2.6%
Puts
Pseudo strike
17.25
IV
18.3%
B/E move
1.8%

40Δ

Calls
Pseudo strike
17.55
IV
19.0%
B/E move
2.4%
Puts
Pseudo strike
17.33
IV
19.0%
B/E move
1.6%

45Δ

Calls
Pseudo strike
17.47
IV
19.2%
B/E move
2.1%
Puts
Pseudo strike
17.41
IV
19.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
17.39
IV
19.4%
B/E move
1.9%
Puts
Pseudo strike
17.49
IV
20.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
17.31
IV
19.6%
B/E move
1.6%
Puts
Pseudo strike
17.57
IV
21.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
17.24
IV
19.8%
B/E move
1.4%
Puts
Pseudo strike
17.65
IV
21.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
17.16
IV
20.0%
B/E move
1.1%
Puts
Pseudo strike
17.73
IV
22.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
17.08
IV
20.3%
B/E move
0.8%
Puts
Pseudo strike
17.81
IV
23.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
17.00
IV
20.5%
B/E move
0.6%
Puts
Pseudo strike
17.89
IV
24.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
16.78
IV
22.2%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.35%
Daily EOD
CORN17.1%18.8%20.6%2026-10-19: 17.30%2026-10-20: 17.93%2026-10-21: 18.88%2026-10-22: 18.49%2026-10-23: 19.56%2026-10-26: 20.35%Oct 19Oct 21Oct 26
6 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
17.30%
17.93%
18.88%
18.49%
19.56%
20.35%