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Teucrium 2x Daily Wheat ETF WXET

i

Market dataready · fetched 2026-11-13T18:52:42.094Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T18:50:57.842721045Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:52:41.275042+00:00

Share price$15.89
1D-2.1%
$15.86$15.97$16.07$16.17$16.285:30 AM6:30 AM9:00 AM1:00 PMWXET
Sold putSold call

Teucrium 2x Daily Wheat ETF options

Live interpolated WXET call and put midpoint premiums by absolute delta.Teucrium 2x Daily Wheat ETF$0.81$1.16$1.51$1.86$2.21$11.35$14.03$16.71$19.38$22.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive WXET spot · $15.89WXET PRICE$0.85$0.91$0.98$1.07$1.13$1.23$1.34$1.49$1.63$0.89$0.95$1.01$1.09$1.17$1.25$1.34$1.44$1.53$1.72$2.11
Puts——
Calls——
Skew——
Implied moveBearish±$2.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.28131.9%28.3%
25Δ23.66141.8%54.3%13.43108.6%21.4%
30Δ20.58116.0%35.2%14.2293.4%16.8%
35Δ18.8799.7%25.0%14.7684.5%14.0%
40Δ17.7988.4%18.6%15.3075.6%11.1%
45Δ16.9578.0%13.8%15.8366.7%8.2%
50Δ16.4071.8%11.0%16.2060.8%6.5%
55Δ15.8966.4%8.5%16.5056.4%5.2%
60Δ15.5063.6%6.9%16.7952.0%4.0%
65Δ15.1160.8%5.4%17.1449.6%2.9%
70Δ17.6251.9%2.4%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.28
IV
131.9%
B/E move
28.3%

25Δ

Calls
Pseudo strike
23.66
IV
141.8%
B/E move
54.3%
Puts
Pseudo strike
13.43
IV
108.6%
B/E move
21.4%

30Δ

Calls
Pseudo strike
20.58
IV
116.0%
B/E move
35.2%
Puts
Pseudo strike
14.22
IV
93.4%
B/E move
16.8%

35Δ

Calls
Pseudo strike
18.87
IV
99.7%
B/E move
25.0%
Puts
Pseudo strike
14.76
IV
84.5%
B/E move
14.0%

40Δ

Calls
Pseudo strike
17.79
IV
88.4%
B/E move
18.6%
Puts
Pseudo strike
15.30
IV
75.6%
B/E move
11.1%

45Δ

Calls
Pseudo strike
16.95
IV
78.0%
B/E move
13.8%
Puts
Pseudo strike
15.83
IV
66.7%
B/E move
8.2%

50Δ

Calls
Pseudo strike
16.40
IV
71.8%
B/E move
11.0%
Puts
Pseudo strike
16.20
IV
60.8%
B/E move
6.5%

55Δ

Calls
Pseudo strike
15.89
IV
66.4%
B/E move
8.5%
Puts
Pseudo strike
16.50
IV
56.4%
B/E move
5.2%

60Δ

Calls
Pseudo strike
15.50
IV
63.6%
B/E move
6.9%
Puts
Pseudo strike
16.79
IV
52.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
15.11
IV
60.8%
B/E move
5.4%
Puts
Pseudo strike
17.14
IV
49.6%
B/E move
2.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.62
IV
51.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend75.43%
Daily EOD
WXET67.2%73.6%80.1%2026-10-19: 72.21%2026-10-20: 68.11%2026-10-21: 72.24%2026-10-22: 74.03%2026-10-23: 72.67%2026-10-26: 72.46%2026-10-27: 73.62%2026-10-28: 78.27%2026-10-29: 79.19%2026-10-30: 75.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
72.21%
68.11%
72.24%
74.03%
72.67%
72.46%
73.62%
78.27%
79.19%
75.43%