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Teucrium 2x Daily Wheat ETF WXET

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Market dataready · fetched 2026-10-24T19:33:42.939Z

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 · 2026-10-24T00:00:00.049678111Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T19:33:43.134171+00:00

Share price$17.76
1D-0.7%
AH$17.72$17.77$17.81$17.86$17.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWXET
Sold putSold callAH

Teucrium 2x Daily Wheat ETF options

Live interpolated WXET call and put midpoint premiums by absolute delta.Teucrium 2x Daily Wheat ETF$0.70$1.82$2.93$4.05$5.16$13.00$15.75$18.49$21.23$23.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WXET spot · $17.76WXET PRICE$0.82$0.83$0.90$0.96$1.13$1.35$1.57$1.80$2.02$2.24$2.46$2.68$2.91$0.92$1.01$1.11$1.26$1.46$1.65$1.85$2.05$2.25$2.45$3.02$4.84
PutsFair1.02×
CallsExpensive1.92×
SkewBullish-21.36 pp
Implied moveBearish±$3.23
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.69191.7%83.1%
25Δ24.70138.1%43.8%15.21109.6%19.5%
30Δ22.01114.0%29.0%16.0795.4%15.2%
35Δ20.4797.5%20.7%16.7185.5%12.2%
40Δ19.6991.2%17.2%17.2279.4%10.1%
45Δ19.1688.7%15.5%17.6376.4%8.9%
50Δ18.6386.2%13.8%18.0473.4%7.7%
55Δ18.1083.7%12.0%18.4570.5%6.5%
60Δ17.5881.2%10.3%18.8667.5%5.3%
65Δ17.0578.7%8.6%19.2764.5%4.1%
70Δ16.5276.1%6.9%19.6861.5%2.9%
75Δ15.9973.6%5.2%20.4361.6%1.9%
80Δ15.4671.1%3.4%22.3472.2%1.5%

20Δ

Calls
Pseudo strike
31.69
IV
191.7%
B/E move
83.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
24.70
IV
138.1%
B/E move
43.8%
Puts
Pseudo strike
15.21
IV
109.6%
B/E move
19.5%

30Δ

Calls
Pseudo strike
22.01
IV
114.0%
B/E move
29.0%
Puts
Pseudo strike
16.07
IV
95.4%
B/E move
15.2%

35Δ

Calls
Pseudo strike
20.47
IV
97.5%
B/E move
20.7%
Puts
Pseudo strike
16.71
IV
85.5%
B/E move
12.2%

40Δ

Calls
Pseudo strike
19.69
IV
91.2%
B/E move
17.2%
Puts
Pseudo strike
17.22
IV
79.4%
B/E move
10.1%

45Δ

Calls
Pseudo strike
19.16
IV
88.7%
B/E move
15.5%
Puts
Pseudo strike
17.63
IV
76.4%
B/E move
8.9%

50Δ

Calls
Pseudo strike
18.63
IV
86.2%
B/E move
13.8%
Puts
Pseudo strike
18.04
IV
73.4%
B/E move
7.7%

55Δ

Calls
Pseudo strike
18.10
IV
83.7%
B/E move
12.0%
Puts
Pseudo strike
18.45
IV
70.5%
B/E move
6.5%

60Δ

Calls
Pseudo strike
17.58
IV
81.2%
B/E move
10.3%
Puts
Pseudo strike
18.86
IV
67.5%
B/E move
5.3%

65Δ

Calls
Pseudo strike
17.05
IV
78.7%
B/E move
8.6%
Puts
Pseudo strike
19.27
IV
64.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
16.52
IV
76.1%
B/E move
6.9%
Puts
Pseudo strike
19.68
IV
61.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
15.99
IV
73.6%
B/E move
5.2%
Puts
Pseudo strike
20.43
IV
61.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
15.46
IV
71.1%
B/E move
3.4%
Puts
Pseudo strike
22.34
IV
72.2%
B/E move
1.5%

Options history

No recorded observations