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Teucrium Agricultural Strategy No K-1 ETF TILL

i

Market dataready · fetched 2026-11-12T03:11:36.750Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:00.072422249Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:11:36.319105+00:00

Share price$18.82
1D+0.6%
AH$18.66$18.70$18.74$18.78$18.825:30 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$0.65$0.87$1.09$1.30$1.52$16.02$16.94$17.85$18.76$19.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TILL spot · $18.82TILL PRICE$0.68$0.68$0.68$0.68$0.69$0.72$0.76$0.84$0.91$0.98$1.06$0.68$0.68$0.68$0.70$0.75$0.79$0.84$0.92$1.00$1.09$1.18$1.27$1.46
PutsExpensive5.65×
Calls——
Skew——
Implied moveBearish±$1.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.90245.9%51.9%15.45181.9%21.5%
25Δ23.56177.4%28.8%16.63140.4%15.2%
30Δ21.54136.1%18.1%17.39114.5%11.2%
35Δ20.43108.7%12.2%18.0094.0%8.1%
40Δ19.7891.4%8.8%18.3185.4%6.7%
45Δ19.3580.2%6.7%18.6276.7%5.3%
50Δ18.9670.2%4.8%18.9268.0%3.9%
55Δ18.7566.2%4.1%19.1463.3%3.2%
60Δ18.5462.2%3.4%19.3259.8%2.7%
65Δ18.3358.1%2.6%19.5156.4%2.1%
70Δ18.1254.1%1.9%19.7053.0%1.6%
75Δ19.8849.6%1.1%
80Δ20.1548.0%0.7%

20Δ

Calls
Pseudo strike
27.90
IV
245.9%
B/E move
51.9%
Puts
Pseudo strike
15.45
IV
181.9%
B/E move
21.5%

25Δ

Calls
Pseudo strike
23.56
IV
177.4%
B/E move
28.8%
Puts
Pseudo strike
16.63
IV
140.4%
B/E move
15.2%

30Δ

Calls
Pseudo strike
21.54
IV
136.1%
B/E move
18.1%
Puts
Pseudo strike
17.39
IV
114.5%
B/E move
11.2%

35Δ

Calls
Pseudo strike
20.43
IV
108.7%
B/E move
12.2%
Puts
Pseudo strike
18.00
IV
94.0%
B/E move
8.1%

40Δ

Calls
Pseudo strike
19.78
IV
91.4%
B/E move
8.8%
Puts
Pseudo strike
18.31
IV
85.4%
B/E move
6.7%

45Δ

Calls
Pseudo strike
19.35
IV
80.2%
B/E move
6.7%
Puts
Pseudo strike
18.62
IV
76.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
18.96
IV
70.2%
B/E move
4.8%
Puts
Pseudo strike
18.92
IV
68.0%
B/E move
3.9%

55Δ

Calls
Pseudo strike
18.75
IV
66.2%
B/E move
4.1%
Puts
Pseudo strike
19.14
IV
63.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
18.54
IV
62.2%
B/E move
3.4%
Puts
Pseudo strike
19.32
IV
59.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
18.33
IV
58.1%
B/E move
2.6%
Puts
Pseudo strike
19.51
IV
56.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
18.12
IV
54.1%
B/E move
1.9%
Puts
Pseudo strike
19.70
IV
53.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.88
IV
49.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.15
IV
48.0%
B/E move
0.7%

Options history

IV · four-Friday blend37.35%
Daily EOD
TILL26.2%105.8%185.5%2026-10-19: 37.49%2026-10-20: 37.19%2026-10-21: 41.04%2026-10-23: 66.19%2026-10-26: 39.90%2026-10-27: 174.23%2026-10-28: 167.71%2026-10-29: 174.50%2026-10-30: 37.35%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.49%
37.19%
41.04%
66.19%
39.90%
174.23%
167.71%
174.50%
37.35%