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Teucrium Soybean Fund SOYB

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Market datapartial · fetched 2026-10-23T16:43:35.210Z

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 · 2026-10-23T16:09:10.37524847Z

FundamentalsAlpha Vantage · unavailable

Share price$26.77
1D+0.3%
$26.67$26.73$26.79$26.85$26.915:30 AM6:30 AM9:00 AM1:00 PMSOYB
Sold putSold call

Teucrium Soybean Fund options

Live interpolated SOYB call and put midpoint premiums by absolute delta.Teucrium Soybean Fund$0.47$1.53$2.59$3.65$4.71$22.18$24.26$26.34$28.41$30.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOYB spot · $26.77SOYB PRICE$0.62$0.76$0.77$0.74$0.66$0.59$0.64$0.81$0.98$1.15$1.42$1.90$2.38$0.76$0.77$0.79$0.83$0.96$1.13$1.30$1.47$1.64$1.97$3.07$4.20$4.40
PutsExpensive2.91×
CallsExpensive2.29×
SkewBearish+11.68 pp
Implied moveBearish±$1.94
TiltBearish26.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.3481.4%26.9%21.9692.6%20.8%
25Δ32.0978.0%22.7%23.6870.3%14.4%
30Δ30.0761.4%15.2%25.1551.7%9.0%
35Δ28.6847.6%9.9%25.7744.8%6.8%
40Δ28.0036.8%7.1%26.2341.6%5.6%
45Δ27.3226.0%4.2%26.6040.6%4.8%
50Δ26.8721.6%2.8%26.9739.6%4.1%
55Δ26.6422.9%2.5%27.3338.6%3.4%
60Δ26.4024.2%2.3%27.7037.6%2.6%
65Δ26.1725.5%2.1%28.1939.1%2.1%
70Δ25.8326.8%1.8%29.2651.1%2.2%
75Δ25.2728.3%1.5%30.4758.9%1.9%
80Δ24.7029.8%1.2%30.8055.6%1.4%

20Δ

Calls
Pseudo strike
33.34
IV
81.4%
B/E move
26.9%
Puts
Pseudo strike
21.96
IV
92.6%
B/E move
20.8%

25Δ

Calls
Pseudo strike
32.09
IV
78.0%
B/E move
22.7%
Puts
Pseudo strike
23.68
IV
70.3%
B/E move
14.4%

30Δ

Calls
Pseudo strike
30.07
IV
61.4%
B/E move
15.2%
Puts
Pseudo strike
25.15
IV
51.7%
B/E move
9.0%

35Δ

Calls
Pseudo strike
28.68
IV
47.6%
B/E move
9.9%
Puts
Pseudo strike
25.77
IV
44.8%
B/E move
6.8%

40Δ

Calls
Pseudo strike
28.00
IV
36.8%
B/E move
7.1%
Puts
Pseudo strike
26.23
IV
41.6%
B/E move
5.6%

45Δ

Calls
Pseudo strike
27.32
IV
26.0%
B/E move
4.2%
Puts
Pseudo strike
26.60
IV
40.6%
B/E move
4.8%

50Δ

Calls
Pseudo strike
26.87
IV
21.6%
B/E move
2.8%
Puts
Pseudo strike
26.97
IV
39.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
26.64
IV
22.9%
B/E move
2.5%
Puts
Pseudo strike
27.33
IV
38.6%
B/E move
3.4%

60Δ

Calls
Pseudo strike
26.40
IV
24.2%
B/E move
2.3%
Puts
Pseudo strike
27.70
IV
37.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
26.17
IV
25.5%
B/E move
2.1%
Puts
Pseudo strike
28.19
IV
39.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
25.83
IV
26.8%
B/E move
1.8%
Puts
Pseudo strike
29.26
IV
51.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
25.27
IV
28.3%
B/E move
1.5%
Puts
Pseudo strike
30.47
IV
58.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
24.70
IV
29.8%
B/E move
1.2%
Puts
Pseudo strike
30.80
IV
55.6%
B/E move
1.4%

Options history

No recorded observations