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Teucrium Corn Fund CORN

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Market dataready · fetched 2026-11-04T14:28:08.867Z

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 · 2026-11-04T13:20:01.465957098Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T14:28:05.363045+00:00

Share price$17.30
1D
Price history unavailable.

Teucrium Corn Fund options

Live interpolated CORN call and put midpoint premiums by absolute delta.Teucrium Corn Fund$0.03$0.42$0.80$1.19$1.57$16.14$16.70$17.27$17.83$18.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CORN spot · $17.30CORN PRICE$0.08$0.11$0.13$0.16$0.19$0.22$0.25$0.28$0.31$0.34$0.37$0.40$0.62$0.09$0.12$0.14$0.21$0.29$0.37$0.45$0.53$0.61$0.69$0.77$0.97$1.46
PutsFair0.96×
CallsCheap0.65×
SkewBearish+9.41 pp
Implied moveBearish±$0.70
TiltBearish31.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.9217.0%4.1%16.5522.2%4.9%
25Δ17.8416.6%3.7%16.7421.2%3.9%
30Δ17.7616.3%3.4%16.9420.2%2.9%
35Δ17.6816.0%3.1%17.0820.5%2.4%
40Δ17.5915.7%2.8%17.2021.4%2.2%
45Δ17.5115.4%2.5%17.3222.3%2.0%
50Δ17.4315.1%2.2%17.4423.3%1.8%
55Δ17.3414.7%1.9%17.5624.2%1.6%
60Δ17.2614.4%1.6%17.6825.1%1.3%
65Δ17.1814.1%1.2%17.8026.0%1.1%
70Δ17.0913.8%0.9%17.9226.9%0.9%
75Δ17.0113.5%0.6%18.1529.8%0.7%
80Δ16.7616.1%0.5%18.6537.8%0.6%

20Δ

Calls
Pseudo strike
17.92
IV
17.0%
B/E move
4.1%
Puts
Pseudo strike
16.55
IV
22.2%
B/E move
4.9%

25Δ

Calls
Pseudo strike
17.84
IV
16.6%
B/E move
3.7%
Puts
Pseudo strike
16.74
IV
21.2%
B/E move
3.9%

30Δ

Calls
Pseudo strike
17.76
IV
16.3%
B/E move
3.4%
Puts
Pseudo strike
16.94
IV
20.2%
B/E move
2.9%

35Δ

Calls
Pseudo strike
17.68
IV
16.0%
B/E move
3.1%
Puts
Pseudo strike
17.08
IV
20.5%
B/E move
2.4%

40Δ

Calls
Pseudo strike
17.59
IV
15.7%
B/E move
2.8%
Puts
Pseudo strike
17.20
IV
21.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
17.51
IV
15.4%
B/E move
2.5%
Puts
Pseudo strike
17.32
IV
22.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
17.43
IV
15.1%
B/E move
2.2%
Puts
Pseudo strike
17.44
IV
23.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
17.34
IV
14.7%
B/E move
1.9%
Puts
Pseudo strike
17.56
IV
24.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
17.26
IV
14.4%
B/E move
1.6%
Puts
Pseudo strike
17.68
IV
25.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
17.18
IV
14.1%
B/E move
1.2%
Puts
Pseudo strike
17.80
IV
26.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
17.09
IV
13.8%
B/E move
0.9%
Puts
Pseudo strike
17.92
IV
26.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
17.01
IV
13.5%
B/E move
0.6%
Puts
Pseudo strike
18.15
IV
29.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
16.76
IV
16.1%
B/E move
0.5%
Puts
Pseudo strike
18.65
IV
37.8%
B/E move
0.6%

Options history

IV · four-Friday blend20.35%
Daily EOD
CORN17.1%18.8%20.6%2026-10-19: 17.30%2026-10-20: 17.93%2026-10-21: 18.88%2026-10-22: 18.49%2026-10-23: 19.56%2026-10-26: 20.35%Oct 19Oct 21Oct 26
6 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
17.30%
17.93%
18.88%
18.49%
19.56%
20.35%