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Teucrium Corn Fund CORN

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Market dataready · fetched 2026-10-22T03:53:54.289Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.125847112Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:52:48.782789+00:00

Share price$17.98
1D+1.3%
AH$17.61$17.71$17.81$17.91$18.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCORN
Sold putSold callAH

Teucrium Corn Fund options

Live interpolated CORN call and put midpoint premiums by absolute delta.Teucrium Corn Fund$0.00$0.92$1.84$2.75$3.67$15.08$16.49$17.90$19.31$20.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CORN spot · $17.98CORN PRICE$0.10$0.14$0.17$0.20$0.24$0.27$0.31$0.37$0.49$0.60$0.72$0.83$0.94$0.36$0.35$0.34$0.33$0.32$0.30$0.61$1.17$1.73$2.29$2.85$3.40$1.82
PutsExpensive1.27×
CallsCheap0.57×
SkewBearish+29.55 pp
Implied moveBearish±$0.92
TiltBearish49.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.8917.4%5.6%14.7578.3%20.0%
25Δ18.7517.0%5.1%15.3466.8%16.6%
30Δ18.6216.7%4.5%15.9455.2%13.2%
35Δ18.4816.3%3.9%16.5443.7%9.8%
40Δ18.3515.9%3.4%17.1432.2%6.4%
45Δ18.2115.5%2.8%17.7320.6%3.1%
50Δ18.0815.1%2.2%18.3020.7%1.6%
55Δ17.9415.1%1.8%18.8330.2%1.8%
60Δ17.7915.7%1.7%19.3739.6%1.9%
65Δ17.6416.3%1.5%19.9149.0%2.0%
70Δ17.5016.9%1.3%20.4458.4%2.1%
75Δ17.3517.5%1.1%20.9867.8%2.2%
80Δ17.2018.1%0.9%19.6534.9%0.8%

20Δ

Calls
Pseudo strike
18.89
IV
17.4%
B/E move
5.6%
Puts
Pseudo strike
14.75
IV
78.3%
B/E move
20.0%

25Δ

Calls
Pseudo strike
18.75
IV
17.0%
B/E move
5.1%
Puts
Pseudo strike
15.34
IV
66.8%
B/E move
16.6%

30Δ

Calls
Pseudo strike
18.62
IV
16.7%
B/E move
4.5%
Puts
Pseudo strike
15.94
IV
55.2%
B/E move
13.2%

35Δ

Calls
Pseudo strike
18.48
IV
16.3%
B/E move
3.9%
Puts
Pseudo strike
16.54
IV
43.7%
B/E move
9.8%

40Δ

Calls
Pseudo strike
18.35
IV
15.9%
B/E move
3.4%
Puts
Pseudo strike
17.14
IV
32.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
18.21
IV
15.5%
B/E move
2.8%
Puts
Pseudo strike
17.73
IV
20.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
18.08
IV
15.1%
B/E move
2.2%
Puts
Pseudo strike
18.30
IV
20.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
17.94
IV
15.1%
B/E move
1.8%
Puts
Pseudo strike
18.83
IV
30.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
17.79
IV
15.7%
B/E move
1.7%
Puts
Pseudo strike
19.37
IV
39.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
17.64
IV
16.3%
B/E move
1.5%
Puts
Pseudo strike
19.91
IV
49.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
17.50
IV
16.9%
B/E move
1.3%
Puts
Pseudo strike
20.44
IV
58.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
17.35
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
20.98
IV
67.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
17.20
IV
18.1%
B/E move
0.9%
Puts
Pseudo strike
19.65
IV
34.9%
B/E move
0.8%

Options history

No recorded observations