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Teucrium Agricultural Fund TAGS

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Market datapartial · fetched 2026-10-22T16:58:19.041Z

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 · 2026-10-22T16:03:53.872222329Z

FundamentalsAlpha Vantage · unavailable

Share price$26.50
1D-0.5%
$26.45$26.49$26.54$26.59$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$0.27$0.76$1.26$1.75$2.25$23.11$24.60$26.08$27.56$29.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TAGS spot · $26.50TAGS PRICE$0.62$0.69$0.51$0.33$0.32$0.39$0.45$0.52$0.58$0.65$0.71$0.83$1.03$0.70$0.72$0.75$0.47$0.73$0.99$1.26$1.44$1.49$1.54$1.59$1.63$2.11
PutsExpensive1.75×
CallsExpensive1.45×
SkewBearish+11.23 pp
Implied moveBearish±$1.71
TiltBearish33.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.1380.7%27.3%22.7275.7%16.9%
25Δ30.9368.7%19.3%23.9061.4%12.5%
30Δ29.2245.4%12.2%24.9748.9%8.6%
35Δ27.5122.1%5.1%26.1920.9%3.0%
40Δ26.9014.9%2.7%26.4126.2%3.1%
45Δ26.7714.7%2.5%26.6331.5%3.2%
50Δ26.6314.4%2.2%26.8636.7%3.4%
55Δ26.4914.2%1.9%27.0839.0%3.3%
60Δ26.3514.0%1.6%27.2935.5%2.6%
65Δ26.2213.7%1.4%27.5032.1%2.0%
70Δ26.0813.5%1.1%27.7128.7%1.4%
75Δ25.9013.4%0.9%27.9325.3%0.8%
80Δ25.6713.4%0.8%28.4827.1%0.5%

20Δ

Calls
Pseudo strike
33.13
IV
80.7%
B/E move
27.3%
Puts
Pseudo strike
22.72
IV
75.7%
B/E move
16.9%

25Δ

Calls
Pseudo strike
30.93
IV
68.7%
B/E move
19.3%
Puts
Pseudo strike
23.90
IV
61.4%
B/E move
12.5%

30Δ

Calls
Pseudo strike
29.22
IV
45.4%
B/E move
12.2%
Puts
Pseudo strike
24.97
IV
48.9%
B/E move
8.6%

35Δ

Calls
Pseudo strike
27.51
IV
22.1%
B/E move
5.1%
Puts
Pseudo strike
26.19
IV
20.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
26.90
IV
14.9%
B/E move
2.7%
Puts
Pseudo strike
26.41
IV
26.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
26.77
IV
14.7%
B/E move
2.5%
Puts
Pseudo strike
26.63
IV
31.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
26.63
IV
14.4%
B/E move
2.2%
Puts
Pseudo strike
26.86
IV
36.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
26.49
IV
14.2%
B/E move
1.9%
Puts
Pseudo strike
27.08
IV
39.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
26.35
IV
14.0%
B/E move
1.6%
Puts
Pseudo strike
27.29
IV
35.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
26.22
IV
13.7%
B/E move
1.4%
Puts
Pseudo strike
27.50
IV
32.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
26.08
IV
13.5%
B/E move
1.1%
Puts
Pseudo strike
27.71
IV
28.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
25.90
IV
13.4%
B/E move
0.9%
Puts
Pseudo strike
27.93
IV
25.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
25.67
IV
13.4%
B/E move
0.8%
Puts
Pseudo strike
28.48
IV
27.1%
B/E move
0.5%

Options history

No recorded observations