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Teucrium Wheat Fund WEAT

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Market datapartial · fetched 2026-10-23T01:13:09.846Z

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 · 2026-10-23T00:00:00.008829807Z

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$1.16$1.67$2.17$19.88$21.57$23.27$24.96$26.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEAT spot · $22.84WEAT PRICE$0.31$0.23$0.29$0.36$0.43$0.50$0.58$0.69$0.81$0.93$1.05$1.27$2.02$0.38$0.20$0.27$0.33$0.40$0.46$0.53$0.65$0.79$0.94$1.09$1.23$1.65
PutsCheap0.64×
CallsCheap0.81×
SkewBullish-3.81 pp
Implied moveBullish±$1.10
TiltBullish2.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.8853.9%19.1%20.4650.8%12.1%
25Δ24.2226.0%7.0%22.0820.0%4.2%
30Δ23.8023.6%5.5%22.2519.9%3.8%
35Δ23.5923.4%4.9%22.4219.9%3.3%
40Δ23.3823.3%4.2%22.6019.8%2.8%
45Δ23.1723.2%3.6%22.7719.7%2.3%
50Δ22.9623.1%3.0%22.9419.6%1.9%
55Δ22.7623.1%2.7%23.1319.9%1.5%
60Δ22.5623.2%2.3%23.3420.4%1.3%
65Δ22.3623.2%2.0%23.5420.9%1.1%
70Δ22.1723.3%1.6%23.7421.4%0.8%
75Δ21.8824.7%1.3%23.9421.8%0.6%
80Δ21.1033.1%1.3%24.4123.2%0.4%

20Δ

Calls
Pseudo strike
26.88
IV
53.9%
B/E move
19.1%
Puts
Pseudo strike
20.46
IV
50.8%
B/E move
12.1%

25Δ

Calls
Pseudo strike
24.22
IV
26.0%
B/E move
7.0%
Puts
Pseudo strike
22.08
IV
20.0%
B/E move
4.2%

30Δ

Calls
Pseudo strike
23.80
IV
23.6%
B/E move
5.5%
Puts
Pseudo strike
22.25
IV
19.9%
B/E move
3.8%

35Δ

Calls
Pseudo strike
23.59
IV
23.4%
B/E move
4.9%
Puts
Pseudo strike
22.42
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
23.2%
B/E move
3.6%
Puts
Pseudo strike
22.77
IV
19.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
22.96
IV
23.1%
B/E move
3.0%
Puts
Pseudo strike
22.94
IV
19.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
22.76
IV
23.1%
B/E move
2.7%
Puts
Pseudo strike
23.13
IV
19.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
22.56
IV
23.2%
B/E move
2.3%
Puts
Pseudo strike
23.34
IV
20.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
22.36
IV
23.2%
B/E move
2.0%
Puts
Pseudo strike
23.54
IV
20.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
22.17
IV
23.3%
B/E move
1.6%
Puts
Pseudo strike
23.74
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
21.88
IV
24.7%
B/E move
1.3%
Puts
Pseudo strike
23.94
IV
21.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
21.10
IV
33.1%
B/E move
1.3%
Puts
Pseudo strike
24.41
IV
23.2%
B/E move
0.4%

Options history

No recorded observations