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Teucrium Agricultural Fund TAGS

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Market datapartial · fetched 2026-10-22T14:04:56.188Z

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 · 2026-10-22T13:41:12.873917479Z

FundamentalsAlpha Vantage · unavailable

Share price$26.62
1D+0.0%
$26.61$26.61$26.62$26.63$26.635:30 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$0.25$0.72$1.18$1.65$2.11$22.84$24.41$25.99$27.57$29.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TAGS spot · $26.62TAGS PRICE$0.44$0.63$0.52$0.41$0.30$0.37$0.44$0.51$0.58$0.65$0.72$0.79$0.97$0.80$0.90$1.00$1.11$1.21$1.31$1.37$1.40$1.43$1.46$1.49$1.98
PutsExpensive1.97×
CallsExpensive1.40×
SkewBearish+16.61 pp
Implied moveBearish±$1.75
TiltBearish35.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.7253.2%17.1%
25Δ31.9471.0%22.4%23.5968.2%14.4%
30Δ30.2952.1%15.8%24.2362.9%12.4%
35Δ28.6533.2%9.2%24.8657.6%10.4%
40Δ27.0014.4%2.6%25.5052.2%8.4%
45Δ26.8714.1%2.3%26.1446.9%6.3%
50Δ26.7413.9%2.1%26.7841.6%4.3%
55Δ26.6013.7%1.8%27.1337.4%3.2%
60Δ26.4713.5%1.6%27.3233.9%2.6%
65Δ26.3413.3%1.4%27.5230.3%2.0%
70Δ26.2113.0%1.1%27.7226.8%1.4%
75Δ26.0712.8%0.9%27.9123.2%0.7%
80Δ25.8313.4%0.7%28.4924.5%0.4%

20Δ

Calls
Pseudo strike
30.72
IV
53.2%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
31.94
IV
71.0%
B/E move
22.4%
Puts
Pseudo strike
23.59
IV
68.2%
B/E move
14.4%

30Δ

Calls
Pseudo strike
30.29
IV
52.1%
B/E move
15.8%
Puts
Pseudo strike
24.23
IV
62.9%
B/E move
12.4%

35Δ

Calls
Pseudo strike
28.65
IV
33.2%
B/E move
9.2%
Puts
Pseudo strike
24.86
IV
57.6%
B/E move
10.4%

40Δ

Calls
Pseudo strike
27.00
IV
14.4%
B/E move
2.6%
Puts
Pseudo strike
25.50
IV
52.2%
B/E move
8.4%

45Δ

Calls
Pseudo strike
26.87
IV
14.1%
B/E move
2.3%
Puts
Pseudo strike
26.14
IV
46.9%
B/E move
6.3%

50Δ

Calls
Pseudo strike
26.74
IV
13.9%
B/E move
2.1%
Puts
Pseudo strike
26.78
IV
41.6%
B/E move
4.3%

55Δ

Calls
Pseudo strike
26.60
IV
13.7%
B/E move
1.8%
Puts
Pseudo strike
27.13
IV
37.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
26.47
IV
13.5%
B/E move
1.6%
Puts
Pseudo strike
27.32
IV
33.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
26.34
IV
13.3%
B/E move
1.4%
Puts
Pseudo strike
27.52
IV
30.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
26.21
IV
13.0%
B/E move
1.1%
Puts
Pseudo strike
27.72
IV
26.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
26.07
IV
12.8%
B/E move
0.9%
Puts
Pseudo strike
27.91
IV
23.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
25.83
IV
13.4%
B/E move
0.7%
Puts
Pseudo strike
28.49
IV
24.5%
B/E move
0.4%

Options history

No recorded observations