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Teucrium Agricultural Fund TAGS

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Market datapartial · fetched 2026-10-22T18:23:25.356Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T17:21:39.09166336Z

FundamentalsAlpha Vantage · unavailable

Share price$26.48
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$1.74$2.25$2.76$3.27$3.78$18.20$22.41$26.62$30.83$35.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TAGS spot · $26.48TAGS PRICE$1.80$1.88$1.99$2.14$2.30$2.48$1.98$2.11$2.34$3.40$3.43$3.27$3.21$3.42$3.63
PutsCheap0.85×
CallsFair0.98×
SkewBullish-7.41 pp
Implied moveBearish±$5.54
TiltBearish36.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ32.5960.1%29.9%25.0147.9%13.0%
40Δ30.4251.5%22.0%26.0342.1%9.7%
45Δ28.7444.8%16.0%26.7839.4%7.7%
50Δ27.7240.9%12.8%27.8546.7%7.7%
55Δ26.7937.3%9.9%28.3442.2%5.9%
60Δ26.0734.6%7.8%28.7335.4%3.8%
65Δ29.1230.0%2.1%
70Δ29.5527.9%1.3%
75Δ29.9725.7%0.5%
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
32.59
IV
60.1%
B/E move
29.9%
Puts
Pseudo strike
25.01
IV
47.9%
B/E move
13.0%

40Δ

Calls
Pseudo strike
30.42
IV
51.5%
B/E move
22.0%
Puts
Pseudo strike
26.03
IV
42.1%
B/E move
9.7%

45Δ

Calls
Pseudo strike
28.74
IV
44.8%
B/E move
16.0%
Puts
Pseudo strike
26.78
IV
39.4%
B/E move
7.7%

50Δ

Calls
Pseudo strike
27.72
IV
40.9%
B/E move
12.8%
Puts
Pseudo strike
27.85
IV
46.7%
B/E move
7.7%

55Δ

Calls
Pseudo strike
26.79
IV
37.3%
B/E move
9.9%
Puts
Pseudo strike
28.34
IV
42.2%
B/E move
5.9%

60Δ

Calls
Pseudo strike
26.07
IV
34.6%
B/E move
7.8%
Puts
Pseudo strike
28.73
IV
35.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.12
IV
30.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.55
IV
27.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.97
IV
25.7%
B/E move
0.5%

80Δ

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

Options history

No recorded observations