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Teucrium Wheat Fund WEAT

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Market dataready · fetched 2026-11-12T02:54:39.255Z

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 · 2026-11-12T01:00:00.118697989Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:54:38.851693+00:00

Share price$22.18
1D+1.6%
AH$21.77$21.91$22.05$22.19$22.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWEAT
Sold putSold callAH

Teucrium Wheat Fund options

Live interpolated WEAT call and put midpoint premiums by absolute delta.Teucrium Wheat Fund$0.08$0.38$0.68$0.99$1.29$20.71$21.47$22.22$22.97$23.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WEAT spot · $22.18WEAT PRICE$0.11$0.15$0.19$0.23$0.28$0.32$0.36$0.41$0.45$0.11$0.14$0.17$0.20$0.24$0.34$0.44$0.54$0.64$0.74$0.84$0.94$1.21
PutsCheap0.79×
Calls——
Skew——
Implied moveBearish±$0.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.1429.0%4.8%21.3326.9%4.3%
25Δ22.9328.3%4.0%21.5125.9%3.7%
30Δ22.8027.8%3.6%21.6824.8%3.0%
35Δ22.6627.3%3.2%21.8523.7%2.4%
40Δ22.5326.7%2.8%22.0223.0%1.8%
45Δ22.4026.2%2.4%22.1624.1%1.6%
50Δ22.2725.7%2.0%22.2925.3%1.5%
55Δ22.1325.1%1.6%22.4326.4%1.3%
60Δ22.0024.6%1.2%22.5727.6%1.1%
65Δ22.7128.7%1.0%
70Δ22.8429.9%0.8%
75Δ22.9831.0%0.6%
80Δ23.2832.7%0.5%

20Δ

Calls
Pseudo strike
23.14
IV
29.0%
B/E move
4.8%
Puts
Pseudo strike
21.33
IV
26.9%
B/E move
4.3%

25Δ

Calls
Pseudo strike
22.93
IV
28.3%
B/E move
4.0%
Puts
Pseudo strike
21.51
IV
25.9%
B/E move
3.7%

30Δ

Calls
Pseudo strike
22.80
IV
27.8%
B/E move
3.6%
Puts
Pseudo strike
21.68
IV
24.8%
B/E move
3.0%

35Δ

Calls
Pseudo strike
22.66
IV
27.3%
B/E move
3.2%
Puts
Pseudo strike
21.85
IV
23.7%
B/E move
2.4%

40Δ

Calls
Pseudo strike
22.53
IV
26.7%
B/E move
2.8%
Puts
Pseudo strike
22.02
IV
23.0%
B/E move
1.8%

45Δ

Calls
Pseudo strike
22.40
IV
26.2%
B/E move
2.4%
Puts
Pseudo strike
22.16
IV
24.1%
B/E move
1.6%

50Δ

Calls
Pseudo strike
22.27
IV
25.7%
B/E move
2.0%
Puts
Pseudo strike
22.29
IV
25.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
22.13
IV
25.1%
B/E move
1.6%
Puts
Pseudo strike
22.43
IV
26.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
22.00
IV
24.6%
B/E move
1.2%
Puts
Pseudo strike
22.57
IV
27.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.71
IV
28.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.84
IV
29.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.98
IV
31.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.28
IV
32.7%
B/E move
0.5%

Options history

IV · four-Friday blend23.71%
Daily EOD
WEAT21.4%23.2%25.0%2026-10-19: 21.65%2026-10-20: 23.58%2026-10-21: 22.78%2026-10-22: 23.20%2026-10-23: 24.79%2026-10-26: 22.71%2026-10-27: 22.34%2026-10-28: 24.48%2026-10-29: 23.93%2026-10-30: 23.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.65%
23.58%
22.78%
23.20%
24.79%
22.71%
22.34%
24.48%
23.93%
23.71%