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Teucrium Agricultural Strategy No K-1 ETF TILL

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Market datapartial · fetched 2026-10-22T21:06:13.426Z

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 · 2026-10-22T20:10:00.002494336Z

FundamentalsAlpha Vantage · unavailable

Share price$19.62
1D-0.7%
AH$19.61$19.65$19.69$19.72$19.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTILL
Sold putSold callAH

Teucrium Agricultural Strategy No K-1 ETF options

Live interpolated TILL call and put midpoint premiums by absolute delta.Teucrium Agricultural Strategy No K-1 ETF$0.60$0.84$1.09$1.34$1.58$16.62$18.22$19.82$21.42$23.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TILL spot · $19.62TILL PRICE$0.63$0.63$0.65$0.67$0.71$0.76$0.82$0.89$0.97$1.04$1.17$1.34$1.51$0.63$0.63$0.65$0.69$0.74$0.80$0.87$0.93$1.01$1.09$1.16$1.24$1.32
PutsExpensive2.43×
CallsExpensive3.57×
SkewBullish-7.21 pp
Implied moveBearish±$1.69
TiltBalanced0.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.50117.5%43.4%16.4090.0%19.6%
25Δ23.8485.1%24.7%17.5669.4%13.7%
30Δ22.1867.7%16.3%18.2957.2%10.1%
35Δ21.2256.3%11.6%18.8149.3%7.6%
40Δ20.6549.3%8.9%19.1844.3%6.0%
45Δ20.1943.7%6.7%19.4640.8%4.9%
50Δ19.8539.9%5.4%19.7537.4%3.8%
55Δ19.6137.4%4.5%20.0234.0%2.7%
60Δ19.3634.9%3.6%20.1831.9%2.3%
65Δ19.1232.4%2.7%20.3429.8%1.9%
70Δ18.8730.8%2.1%20.5027.7%1.4%
75Δ18.6230.1%1.7%20.6625.6%1.0%
80Δ18.3829.4%1.4%20.8223.5%0.6%

20Δ

Calls
Pseudo strike
27.50
IV
117.5%
B/E move
43.4%
Puts
Pseudo strike
16.40
IV
90.0%
B/E move
19.6%

25Δ

Calls
Pseudo strike
23.84
IV
85.1%
B/E move
24.7%
Puts
Pseudo strike
17.56
IV
69.4%
B/E move
13.7%

30Δ

Calls
Pseudo strike
22.18
IV
67.7%
B/E move
16.3%
Puts
Pseudo strike
18.29
IV
57.2%
B/E move
10.1%

35Δ

Calls
Pseudo strike
21.22
IV
56.3%
B/E move
11.6%
Puts
Pseudo strike
18.81
IV
49.3%
B/E move
7.6%

40Δ

Calls
Pseudo strike
20.65
IV
49.3%
B/E move
8.9%
Puts
Pseudo strike
19.18
IV
44.3%
B/E move
6.0%

45Δ

Calls
Pseudo strike
20.19
IV
43.7%
B/E move
6.7%
Puts
Pseudo strike
19.46
IV
40.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
19.85
IV
39.9%
B/E move
5.4%
Puts
Pseudo strike
19.75
IV
37.4%
B/E move
3.8%

55Δ

Calls
Pseudo strike
19.61
IV
37.4%
B/E move
4.5%
Puts
Pseudo strike
20.02
IV
34.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
19.36
IV
34.9%
B/E move
3.6%
Puts
Pseudo strike
20.18
IV
31.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
19.12
IV
32.4%
B/E move
2.7%
Puts
Pseudo strike
20.34
IV
29.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
18.87
IV
30.8%
B/E move
2.1%
Puts
Pseudo strike
20.50
IV
27.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
18.62
IV
30.1%
B/E move
1.7%
Puts
Pseudo strike
20.66
IV
25.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
18.38
IV
29.4%
B/E move
1.4%
Puts
Pseudo strike
20.82
IV
23.5%
B/E move
0.6%

Options history

No recorded observations