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Teucrium Soybean Fund SOYB

i

Market dataready · fetched 2026-11-13T02:53:53.720Z

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 · 2026-11-13T01:00:00.118471226Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:53:52.550853+00:00

Share price$25.72
1D-0.3%
AH$25.67$25.71$25.76$25.81$25.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOYB
Sold putSold callAH

Teucrium Soybean Fund options

Live interpolated SOYB call and put midpoint premiums by absolute delta.Teucrium Soybean Fund$0.07$0.49$0.92$1.34$1.77$24.48$25.16$25.83$26.51$27.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SOYB spot · $25.72SOYB PRICE$0.80$0.26$0.37$0.48$0.59$0.70$0.81$0.92$1.21$1.65$0.11$0.22$0.36$0.51$0.65$0.80$0.94
Puts——
Calls——
Skew——
Implied moveBearish±$1.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.9026.8%3.6%
25Δ30.97160.1%23.5%25.1129.9%3.2%
30Δ25.2735.2%3.2%
35Δ25.4340.5%3.1%
40Δ25.8719.5%1.6%25.5945.8%3.1%
45Δ25.7321.9%1.5%25.7551.1%3.0%
50Δ25.6024.3%1.4%25.9156.4%2.9%
55Δ25.4626.7%1.3%
60Δ25.3329.1%1.2%
65Δ25.2031.4%1.1%
70Δ25.0633.8%1.0%
75Δ24.7437.2%0.9%
80Δ24.2641.3%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.90
IV
26.8%
B/E move
3.6%

25Δ

Calls
Pseudo strike
30.97
IV
160.1%
B/E move
23.5%
Puts
Pseudo strike
25.11
IV
29.9%
B/E move
3.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.27
IV
35.2%
B/E move
3.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.43
IV
40.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
25.87
IV
19.5%
B/E move
1.6%
Puts
Pseudo strike
25.59
IV
45.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
25.73
IV
21.9%
B/E move
1.5%
Puts
Pseudo strike
25.75
IV
51.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
25.60
IV
24.3%
B/E move
1.4%
Puts
Pseudo strike
25.91
IV
56.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
25.46
IV
26.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.33
IV
29.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.20
IV
31.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.06
IV
33.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.74
IV
37.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.26
IV
41.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.05%
Daily EOD
SOYB19.5%25.0%30.6%2026-10-19: 23.28%2026-10-20: 24.42%2026-10-22: 21.02%2026-10-23: 22.39%2026-10-26: 20.25%2026-10-28: 20.81%2026-10-29: 29.79%2026-10-30: 22.05%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.28%
24.42%
21.02%
22.39%
20.25%
20.81%
29.79%
22.05%