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Teucrium Corn Fund CORN

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Market dataready · fetched 2026-10-22T04:39:59.830Z

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 2026-10-22T04:39:59.490727+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$1.83$2.75$3.66$15.05$16.46$17.87$19.28$20.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CORN spot · $17.98CORN PRICE$0.10$0.14$0.17$0.20$0.24$0.27$0.31$0.38$0.49$0.60$0.72$0.83$0.95$0.36$0.35$0.34$0.33$0.32$0.31$0.60$1.16$1.72$2.28$2.84$3.40$1.88
PutsExpensive1.29×
CallsCheap0.59×
SkewBearish+29.70 pp
Implied moveBearish±$0.91
TiltBearish49.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.8917.8%5.6%14.7478.4%20.0%
25Δ18.7517.4%5.1%15.3467.0%16.6%
30Δ18.6217.0%4.5%15.9455.5%13.2%
35Δ18.4816.6%3.9%16.5344.0%9.9%
40Δ18.3516.2%3.4%17.1332.5%6.5%
45Δ18.2115.8%2.8%17.7221.0%3.1%
50Δ18.0715.4%2.2%18.2920.9%1.6%
55Δ17.9315.5%1.8%18.8330.5%1.7%
60Δ17.7916.1%1.7%19.3640.0%1.9%
65Δ17.6416.7%1.5%19.9049.6%2.0%
70Δ17.4917.3%1.3%20.4459.2%2.1%
75Δ17.3417.9%1.1%20.9768.8%2.2%
80Δ17.2018.5%0.9%19.7036.6%0.9%

20Δ

Calls
Pseudo strike
18.89
IV
17.8%
B/E move
5.6%
Puts
Pseudo strike
14.74
IV
78.4%
B/E move
20.0%

25Δ

Calls
Pseudo strike
18.75
IV
17.4%
B/E move
5.1%
Puts
Pseudo strike
15.34
IV
67.0%
B/E move
16.6%

30Δ

Calls
Pseudo strike
18.62
IV
17.0%
B/E move
4.5%
Puts
Pseudo strike
15.94
IV
55.5%
B/E move
13.2%

35Δ

Calls
Pseudo strike
18.48
IV
16.6%
B/E move
3.9%
Puts
Pseudo strike
16.53
IV
44.0%
B/E move
9.9%

40Δ

Calls
Pseudo strike
18.35
IV
16.2%
B/E move
3.4%
Puts
Pseudo strike
17.13
IV
32.5%
B/E move
6.5%

45Δ

Calls
Pseudo strike
18.21
IV
15.8%
B/E move
2.8%
Puts
Pseudo strike
17.72
IV
21.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
18.07
IV
15.4%
B/E move
2.2%
Puts
Pseudo strike
18.29
IV
20.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
17.93
IV
15.5%
B/E move
1.8%
Puts
Pseudo strike
18.83
IV
30.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
17.79
IV
16.1%
B/E move
1.7%
Puts
Pseudo strike
19.36
IV
40.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
17.64
IV
16.7%
B/E move
1.5%
Puts
Pseudo strike
19.90
IV
49.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
17.49
IV
17.3%
B/E move
1.3%
Puts
Pseudo strike
20.44
IV
59.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
17.34
IV
17.9%
B/E move
1.1%
Puts
Pseudo strike
20.97
IV
68.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
17.20
IV
18.5%
B/E move
0.9%
Puts
Pseudo strike
19.70
IV
36.6%
B/E move
0.9%

Options history

No recorded observations