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Teucrium Soybean Fund SOYB

i

Market dataready · fetched 2026-11-04T03:50:32.623Z

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 · 2026-11-04T01:00:00.153212204Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:50:32.248857+00:00

Share price$25.75
1D-0.3%
AH$25.64$25.68$25.73$25.78$25.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOYB
Sold putSold callAH

Teucrium Soybean Fund options

Live interpolated SOYB call and put midpoint premiums by absolute delta.Teucrium Soybean Fund$0.22$0.68$1.14$1.60$2.06$23.87$24.70$25.54$26.38$27.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SOYB spot · $25.75SOYB PRICE$0.81$0.29$0.32$0.35$0.38$0.44$0.50$0.55$0.61$0.67$0.72$0.27$0.36$0.44$0.50$0.50$0.50$0.50$0.50$0.68$0.99$1.31$1.62$1.93
PutsExpensive1.73×
Calls——
Skew——
Implied moveBearish±$0.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.5230.3%5.8%
25Δ31.03109.1%23.6%24.7033.4%5.5%
30Δ26.8029.9%5.2%24.8736.6%5.1%
35Δ26.5226.8%4.2%25.0637.7%4.6%
40Δ26.2423.7%3.3%25.2733.2%3.8%
45Δ25.9821.0%2.4%25.4828.7%3.0%
50Δ25.8620.1%2.1%25.7024.2%2.2%
55Δ25.7419.2%1.9%25.9119.8%1.3%
60Δ25.6218.3%1.7%26.2019.4%0.9%
65Δ25.5017.4%1.4%26.5422.1%0.8%
70Δ25.3816.5%1.2%26.8824.8%0.7%
75Δ25.2615.6%0.9%27.2327.5%0.6%
80Δ27.5730.2%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.52
IV
30.3%
B/E move
5.8%

25Δ

Calls
Pseudo strike
31.03
IV
109.1%
B/E move
23.6%
Puts
Pseudo strike
24.70
IV
33.4%
B/E move
5.5%

30Δ

Calls
Pseudo strike
26.80
IV
29.9%
B/E move
5.2%
Puts
Pseudo strike
24.87
IV
36.6%
B/E move
5.1%

35Δ

Calls
Pseudo strike
26.52
IV
26.8%
B/E move
4.2%
Puts
Pseudo strike
25.06
IV
37.7%
B/E move
4.6%

40Δ

Calls
Pseudo strike
26.24
IV
23.7%
B/E move
3.3%
Puts
Pseudo strike
25.27
IV
33.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
25.98
IV
21.0%
B/E move
2.4%
Puts
Pseudo strike
25.48
IV
28.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
25.86
IV
20.1%
B/E move
2.1%
Puts
Pseudo strike
25.70
IV
24.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
25.74
IV
19.2%
B/E move
1.9%
Puts
Pseudo strike
25.91
IV
19.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
25.62
IV
18.3%
B/E move
1.7%
Puts
Pseudo strike
26.20
IV
19.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
25.50
IV
17.4%
B/E move
1.4%
Puts
Pseudo strike
26.54
IV
22.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
25.38
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
26.88
IV
24.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
25.26
IV
15.6%
B/E move
0.9%
Puts
Pseudo strike
27.23
IV
27.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.57
IV
30.2%
B/E move
0.4%

Options history

IV · four-Friday blend22.05%
Daily EOD
SOYB19.5%25.0%30.6%2026-10-19: 23.28%2026-10-20: 24.42%2026-10-22: 21.02%2026-10-23: 22.39%2026-10-26: 20.25%2026-10-28: 20.81%2026-10-29: 29.79%2026-10-30: 22.05%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.28%
24.42%
21.02%
22.39%
20.25%
20.81%
29.79%
22.05%