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Teucrium Agricultural Fund TAGS

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Market dataready · fetched 2026-10-24T04:25:16.983Z

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 · 2026-10-24T00:00:00.132347992Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:25:17.337383+00:00

Share price$26.43
1D-0.0%
AH$26.41$26.42$26.44$26.46$26.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTAGS
Sold putSold callAH

Teucrium Agricultural Fund options

Live interpolated TAGS call and put midpoint premiums by absolute delta.Teucrium Agricultural Fund$0.22$0.60$0.99$1.37$1.75$23.10$24.58$26.06$27.54$29.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TAGS spot · $26.43TAGS PRICE$0.65$0.68$0.44$0.26$0.32$0.39$0.45$0.51$0.57$0.64$0.70$1.17$1.64$0.70$0.72$0.75$0.38$0.66$0.93$1.21$1.45$1.49$1.53$1.57$1.60$1.64
PutsExpensive1.86×
CallsExpensive1.58×
SkewBearish+10.49 pp
Implied moveBearish±$1.66
TiltBearish26.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.5488.5%29.4%22.6477.9%17.0%
25Δ30.8670.2%19.3%23.8363.1%12.6%
30Δ28.7340.1%10.4%24.8750.5%8.7%
35Δ26.9715.6%3.0%26.0919.3%2.7%
40Δ26.8415.4%2.8%26.3324.9%2.9%
45Δ26.7015.2%2.5%26.5630.5%3.0%
50Δ26.5614.9%2.2%26.8036.2%3.2%
55Δ26.4214.7%1.9%27.0240.6%3.3%
60Δ26.2814.5%1.6%27.2137.1%2.7%
65Δ26.1414.2%1.3%27.4033.5%2.1%
70Δ26.0014.0%1.0%27.5930.0%1.6%
75Δ25.5117.7%0.9%27.7726.4%1.0%
80Δ25.0121.5%0.8%27.9622.9%0.4%

20Δ

Calls
Pseudo strike
33.54
IV
88.5%
B/E move
29.4%
Puts
Pseudo strike
22.64
IV
77.9%
B/E move
17.0%

25Δ

Calls
Pseudo strike
30.86
IV
70.2%
B/E move
19.3%
Puts
Pseudo strike
23.83
IV
63.1%
B/E move
12.6%

30Δ

Calls
Pseudo strike
28.73
IV
40.1%
B/E move
10.4%
Puts
Pseudo strike
24.87
IV
50.5%
B/E move
8.7%

35Δ

Calls
Pseudo strike
26.97
IV
15.6%
B/E move
3.0%
Puts
Pseudo strike
26.09
IV
19.3%
B/E move
2.7%

40Δ

Calls
Pseudo strike
26.84
IV
15.4%
B/E move
2.8%
Puts
Pseudo strike
26.33
IV
24.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
26.70
IV
15.2%
B/E move
2.5%
Puts
Pseudo strike
26.56
IV
30.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
26.56
IV
14.9%
B/E move
2.2%
Puts
Pseudo strike
26.80
IV
36.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
26.42
IV
14.7%
B/E move
1.9%
Puts
Pseudo strike
27.02
IV
40.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
26.28
IV
14.5%
B/E move
1.6%
Puts
Pseudo strike
27.21
IV
37.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
26.14
IV
14.2%
B/E move
1.3%
Puts
Pseudo strike
27.40
IV
33.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
26.00
IV
14.0%
B/E move
1.0%
Puts
Pseudo strike
27.59
IV
30.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
25.51
IV
17.7%
B/E move
0.9%
Puts
Pseudo strike
27.77
IV
26.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
25.01
IV
21.5%
B/E move
0.8%
Puts
Pseudo strike
27.96
IV
22.9%
B/E move
0.4%

Options history

No recorded observations