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Teucrium Agricultural Fund TAGS

i

Market dataready · fetched 2026-11-04T09:30:47.946Z

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 · 2026-11-04T01:00:00.153124703Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:30:47.515703+00:00

Share price$25.16
1D-0.3%
AH$25.10$25.18$25.27$25.35$25.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTAGS
Sold putSold callAH

Teucrium Agricultural Fund options

Live interpolated TAGS call and put midpoint premiums by absolute delta.Teucrium Agricultural Fund$0.13$0.57$1.00$1.44$1.88$23.86$24.73$25.60$26.47$27.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TAGS spot · $25.16TAGS PRICE$0.18$0.21$0.25$0.28$0.32$0.35$0.38$0.42$0.67$0.97$1.26$1.75$0.70$0.70$0.73$0.77$0.81$0.85$0.87$0.89$0.92$0.94$0.96
Puts——
Calls——
Skew——
Implied moveBearish±$1.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.39105.6%17.8%
25Δ26.9926.5%8.0%22.7780.9%12.3%
30Δ26.7124.9%7.0%23.4369.8%9.8%
35Δ26.4323.2%6.0%23.9761.2%7.8%
40Δ26.1521.6%5.1%24.5152.7%5.8%
45Δ25.8820.0%4.1%25.0144.5%4.0%
50Δ25.6018.4%3.1%25.1840.7%3.4%
55Δ25.3216.8%2.2%25.3536.9%2.8%
60Δ25.0415.2%1.2%25.5233.0%2.2%
65Δ24.7519.2%1.1%25.6929.2%1.6%
70Δ24.4624.3%1.1%25.8625.4%1.0%
75Δ24.1629.3%1.1%
80Δ23.6636.5%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.39
IV
105.6%
B/E move
17.8%

25Δ

Calls
Pseudo strike
26.99
IV
26.5%
B/E move
8.0%
Puts
Pseudo strike
22.77
IV
80.9%
B/E move
12.3%

30Δ

Calls
Pseudo strike
26.71
IV
24.9%
B/E move
7.0%
Puts
Pseudo strike
23.43
IV
69.8%
B/E move
9.8%

35Δ

Calls
Pseudo strike
26.43
IV
23.2%
B/E move
6.0%
Puts
Pseudo strike
23.97
IV
61.2%
B/E move
7.8%

40Δ

Calls
Pseudo strike
26.15
IV
21.6%
B/E move
5.1%
Puts
Pseudo strike
24.51
IV
52.7%
B/E move
5.8%

45Δ

Calls
Pseudo strike
25.88
IV
20.0%
B/E move
4.1%
Puts
Pseudo strike
25.01
IV
44.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
25.60
IV
18.4%
B/E move
3.1%
Puts
Pseudo strike
25.18
IV
40.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
25.32
IV
16.8%
B/E move
2.2%
Puts
Pseudo strike
25.35
IV
36.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
25.04
IV
15.2%
B/E move
1.2%
Puts
Pseudo strike
25.52
IV
33.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
24.75
IV
19.2%
B/E move
1.1%
Puts
Pseudo strike
25.69
IV
29.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
24.46
IV
24.3%
B/E move
1.1%
Puts
Pseudo strike
25.86
IV
25.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
24.16
IV
29.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.66
IV
36.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.87%
Daily EOD
TAGS29.5%76.4%123.3%2026-10-19: 57.24%2026-10-21: 74.16%2026-10-22: 116.82%2026-10-23: 35.94%2026-10-26: 101.52%2026-10-27: 73.50%2026-10-28: 63.59%2026-10-29: 39.23%2026-10-30: 38.87%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.24%
74.16%
116.82%
35.94%
101.52%
73.50%
63.59%
39.23%
38.87%