IntraAlpha
Create free account Start free

Teucrium Wheat Fund WEAT

i

Market datapartial · fetched 2026-10-22T23:21:22.184Z

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 · 2026-10-22T22:53:38.264503802Z

FundamentalsAlpha Vantage · unavailable

Share price$22.84
1D-1.0%
AH$22.76$22.84$22.93$23.02$23.105:30 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$0.15$0.65$1.15$1.65$2.15$19.88$21.58$23.27$24.96$26.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEAT spot · $22.84WEAT PRICE$0.31$0.23$0.29$0.36$0.43$0.50$0.57$0.69$0.81$0.93$1.05$1.25$2.01$0.38$0.20$0.27$0.33$0.40$0.46$0.53$0.65$0.80$0.94$1.09$1.24$1.67
PutsCheap0.64×
CallsCheap0.81×
SkewBullish-3.68 pp
Implied moveBullish±$1.10
TiltBullish2.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.8953.9%19.1%20.4750.8%12.0%
25Δ24.2326.1%7.1%22.0820.0%4.2%
30Δ23.8123.5%5.5%22.2520.0%3.8%
35Δ23.5923.4%4.9%22.4319.9%3.3%
40Δ23.3823.3%4.2%22.6019.8%2.8%
45Δ23.1723.1%3.6%22.7719.8%2.3%
50Δ22.9623.0%3.0%22.9419.7%1.9%
55Δ22.7623.1%2.7%23.1420.0%1.6%
60Δ22.5723.1%2.3%23.3420.5%1.3%
65Δ22.3723.2%2.0%23.5421.0%1.1%
70Δ22.1723.2%1.6%23.7521.4%0.8%
75Δ21.9024.4%1.3%23.9521.9%0.6%
80Δ21.1232.8%1.2%24.4323.4%0.4%

20Δ

Calls
Pseudo strike
26.89
IV
53.9%
B/E move
19.1%
Puts
Pseudo strike
20.47
IV
50.8%
B/E move
12.0%

25Δ

Calls
Pseudo strike
24.23
IV
26.1%
B/E move
7.1%
Puts
Pseudo strike
22.08
IV
20.0%
B/E move
4.2%

30Δ

Calls
Pseudo strike
23.81
IV
23.5%
B/E move
5.5%
Puts
Pseudo strike
22.25
IV
20.0%
B/E move
3.8%

35Δ

Calls
Pseudo strike
23.59
IV
23.4%
B/E move
4.9%
Puts
Pseudo strike
22.43
IV
19.9%
B/E move
3.3%

40Δ

Calls
Pseudo strike
23.38
IV
23.3%
B/E move
4.2%
Puts
Pseudo strike
22.60
IV
19.8%
B/E move
2.8%

45Δ

Calls
Pseudo strike
23.17
IV
23.1%
B/E move
3.6%
Puts
Pseudo strike
22.77
IV
19.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
22.96
IV
23.0%
B/E move
3.0%
Puts
Pseudo strike
22.94
IV
19.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
22.76
IV
23.1%
B/E move
2.7%
Puts
Pseudo strike
23.14
IV
20.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
22.57
IV
23.1%
B/E move
2.3%
Puts
Pseudo strike
23.34
IV
20.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
22.37
IV
23.2%
B/E move
2.0%
Puts
Pseudo strike
23.54
IV
21.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
22.17
IV
23.2%
B/E move
1.6%
Puts
Pseudo strike
23.75
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
21.90
IV
24.4%
B/E move
1.3%
Puts
Pseudo strike
23.95
IV
21.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
21.12
IV
32.8%
B/E move
1.2%
Puts
Pseudo strike
24.43
IV
23.4%
B/E move
0.4%

Options history

No recorded observations