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Teucrium Soybean Fund SOYB

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Market datapartial · fetched 2026-10-23T01:37:44.667Z

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 · 2026-10-23T00:00:00.112449092Z

FundamentalsAlpha Vantage · unavailable

Share price$26.64
1D+0.2%
AH$26.59$26.63$26.68$26.73$26.775:30 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$0.40$1.27$2.15$3.03$3.90$22.81$24.65$26.49$28.33$30.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOYB spot · $26.64SOYB PRICE$0.49$0.75$0.75$0.67$0.54$0.54$0.83$1.12$1.41$1.70$1.99$1.52$1.37$0.76$0.77$0.78$0.82$0.82$0.76$0.69$0.62$0.55$1.55$2.60$3.65
PutsExpensive2.28×
CallsExpensive2.32×
SkewBearish+3.99 pp
Implied moveBullish±$1.52
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.6163.9%20.5%21.8292.0%20.9%
25Δ31.9577.1%22.7%23.4970.7%14.7%
30Δ29.7558.9%14.5%25.0550.8%8.9%
35Δ28.4443.3%9.3%25.6444.2%6.8%
40Δ27.5929.1%5.6%26.0937.8%5.2%
45Δ26.9020.2%3.0%26.3131.7%4.1%
50Δ26.5723.7%2.9%26.5425.6%3.0%
55Δ26.2427.2%2.7%26.7619.5%1.9%
60Δ25.9230.7%2.6%26.9913.4%0.8%
65Δ25.5934.2%2.4%27.9325.5%1.0%
70Δ25.2637.7%2.3%28.8938.4%1.3%
75Δ25.5226.8%1.5%29.8651.3%1.6%
80Δ25.4817.9%0.8%

20Δ

Calls
Pseudo strike
31.61
IV
63.9%
B/E move
20.5%
Puts
Pseudo strike
21.82
IV
92.0%
B/E move
20.9%

25Δ

Calls
Pseudo strike
31.95
IV
77.1%
B/E move
22.7%
Puts
Pseudo strike
23.49
IV
70.7%
B/E move
14.7%

30Δ

Calls
Pseudo strike
29.75
IV
58.9%
B/E move
14.5%
Puts
Pseudo strike
25.05
IV
50.8%
B/E move
8.9%

35Δ

Calls
Pseudo strike
28.44
IV
43.3%
B/E move
9.3%
Puts
Pseudo strike
25.64
IV
44.2%
B/E move
6.8%

40Δ

Calls
Pseudo strike
27.59
IV
29.1%
B/E move
5.6%
Puts
Pseudo strike
26.09
IV
37.8%
B/E move
5.2%

45Δ

Calls
Pseudo strike
26.90
IV
20.2%
B/E move
3.0%
Puts
Pseudo strike
26.31
IV
31.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
26.57
IV
23.7%
B/E move
2.9%
Puts
Pseudo strike
26.54
IV
25.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
26.24
IV
27.2%
B/E move
2.7%
Puts
Pseudo strike
26.76
IV
19.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
25.92
IV
30.7%
B/E move
2.6%
Puts
Pseudo strike
26.99
IV
13.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
25.59
IV
34.2%
B/E move
2.4%
Puts
Pseudo strike
27.93
IV
25.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
25.26
IV
37.7%
B/E move
2.3%
Puts
Pseudo strike
28.89
IV
38.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
25.52
IV
26.8%
B/E move
1.5%
Puts
Pseudo strike
29.86
IV
51.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
25.48
IV
17.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations