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Teucrium Agricultural Fund TAGS

i

Market dataready · fetched 2026-11-11T15:54:49.613Z

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 · 2026-11-11T15:49:59.971495441Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:54:49.265501+00:00

Share price$25.30
1D+0.4%
$25.19$25.22$25.25$25.28$25.315:30 AM6:30 AM9:00 AM1:00 PMTAGS
Sold putSold call

Teucrium Agricultural Fund options

Live interpolated TAGS call and put midpoint premiums by absolute delta.Teucrium Agricultural Fund$0.42$0.74$1.07$1.40$1.73$24.23$24.78$25.33$25.88$26.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TAGS spot · $25.30TAGS PRICE$0.79$0.84$0.90$0.96$1.01$1.07$1.12$1.18$1.24$1.29$1.35$1.41$0.45$0.57$0.69$0.80$0.92$1.04$1.16$1.28$1.40$1.51$1.63
Puts——
Calls——
Skew——
Implied moveBullish±$1.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ30.88151.3%25.2%
30Δ30.30141.5%23.1%24.5935.7%4.6%
35Δ29.71131.6%21.0%24.8135.8%4.2%
40Δ29.13121.8%18.9%25.0235.8%3.8%
45Δ28.54111.9%16.8%25.2435.9%3.4%
50Δ27.96102.1%14.7%25.4536.0%3.1%
55Δ27.3892.2%12.7%25.6736.1%2.7%
60Δ26.7982.4%10.6%25.8836.2%2.3%
65Δ26.2172.5%8.5%26.0936.3%1.9%
70Δ25.6362.7%6.4%26.3136.4%1.5%
75Δ25.0452.8%4.3%26.5236.5%1.1%
80Δ24.4642.9%2.2%26.7436.6%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
30.88
IV
151.3%
B/E move
25.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
30.30
IV
141.5%
B/E move
23.1%
Puts
Pseudo strike
24.59
IV
35.7%
B/E move
4.6%

35Δ

Calls
Pseudo strike
29.71
IV
131.6%
B/E move
21.0%
Puts
Pseudo strike
24.81
IV
35.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
29.13
IV
121.8%
B/E move
18.9%
Puts
Pseudo strike
25.02
IV
35.8%
B/E move
3.8%

45Δ

Calls
Pseudo strike
28.54
IV
111.9%
B/E move
16.8%
Puts
Pseudo strike
25.24
IV
35.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
27.96
IV
102.1%
B/E move
14.7%
Puts
Pseudo strike
25.45
IV
36.0%
B/E move
3.1%

55Δ

Calls
Pseudo strike
27.38
IV
92.2%
B/E move
12.7%
Puts
Pseudo strike
25.67
IV
36.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
26.79
IV
82.4%
B/E move
10.6%
Puts
Pseudo strike
25.88
IV
36.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
26.21
IV
72.5%
B/E move
8.5%
Puts
Pseudo strike
26.09
IV
36.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
25.63
IV
62.7%
B/E move
6.4%
Puts
Pseudo strike
26.31
IV
36.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
25.04
IV
52.8%
B/E move
4.3%
Puts
Pseudo strike
26.52
IV
36.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
24.46
IV
42.9%
B/E move
2.2%
Puts
Pseudo strike
26.74
IV
36.6%
B/E move
0.8%

Options history

IV · four-Friday blend38.87%
Daily EOD
TAGS29.5%76.4%123.3%2026-10-19: 57.24%2026-10-21: 74.16%2026-10-22: 116.82%2026-10-23: 35.94%2026-10-26: 101.52%2026-10-27: 73.50%2026-10-28: 63.59%2026-10-29: 39.23%2026-10-30: 38.87%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.24%
74.16%
116.82%
35.94%
101.52%
73.50%
63.59%
39.23%
38.87%