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Teucrium Wheat Fund WEAT

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Market dataready · fetched 2026-11-04T07:35:53.442Z

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 · 2026-11-04T01:00:00.150551159Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:35:52.725974+00:00

Share price$21.93
1D-0.9%
AH$21.90$21.98$22.06$22.14$22.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWEAT
Sold putSold callAH

Teucrium Wheat Fund options

Live interpolated WEAT call and put midpoint premiums by absolute delta.Teucrium Wheat Fund$0.08$0.49$0.89$1.29$1.70$20.12$21.23$22.34$23.46$24.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEAT spot · $21.93WEAT PRICE$0.15$0.19$0.23$0.26$0.30$0.34$0.39$0.56$0.73$0.91$1.08$1.27$1.58$0.13$0.18$0.23$0.27$0.32$0.37$0.42$0.51$0.61$0.71$0.80$0.90$1.00
PutsCheap0.73×
CallsCheap0.95×
SkewBullish-6.52 pp
Implied moveBearish±$0.81
TiltBullish10.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.2228.9%6.6%21.1521.0%4.1%
25Δ22.9328.4%5.4%21.2921.2%3.7%
30Δ22.7427.0%4.7%21.4321.4%3.3%
35Δ22.5525.5%4.1%21.5721.6%2.9%
40Δ22.3624.1%3.4%21.7121.8%2.5%
45Δ22.1722.6%2.7%21.8522.1%2.1%
50Δ21.9821.6%2.0%21.9922.3%1.6%
55Δ21.7824.3%1.9%22.1322.0%1.4%
60Δ21.5827.1%1.7%22.2821.8%1.2%
65Δ21.3729.9%1.6%22.4221.5%1.0%
70Δ21.1732.7%1.5%22.5621.2%0.8%
75Δ20.9435.3%1.3%22.7021.0%0.6%
80Δ20.5836.9%1.1%22.8520.7%0.4%

20Δ

Calls
Pseudo strike
23.22
IV
28.9%
B/E move
6.6%
Puts
Pseudo strike
21.15
IV
21.0%
B/E move
4.1%

25Δ

Calls
Pseudo strike
22.93
IV
28.4%
B/E move
5.4%
Puts
Pseudo strike
21.29
IV
21.2%
B/E move
3.7%

30Δ

Calls
Pseudo strike
22.74
IV
27.0%
B/E move
4.7%
Puts
Pseudo strike
21.43
IV
21.4%
B/E move
3.3%

35Δ

Calls
Pseudo strike
22.55
IV
25.5%
B/E move
4.1%
Puts
Pseudo strike
21.57
IV
21.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
22.36
IV
24.1%
B/E move
3.4%
Puts
Pseudo strike
21.71
IV
21.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
22.17
IV
22.6%
B/E move
2.7%
Puts
Pseudo strike
21.85
IV
22.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
21.98
IV
21.6%
B/E move
2.0%
Puts
Pseudo strike
21.99
IV
22.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
21.78
IV
24.3%
B/E move
1.9%
Puts
Pseudo strike
22.13
IV
22.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
21.58
IV
27.1%
B/E move
1.7%
Puts
Pseudo strike
22.28
IV
21.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
21.37
IV
29.9%
B/E move
1.6%
Puts
Pseudo strike
22.42
IV
21.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
21.17
IV
32.7%
B/E move
1.5%
Puts
Pseudo strike
22.56
IV
21.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
20.94
IV
35.3%
B/E move
1.3%
Puts
Pseudo strike
22.70
IV
21.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
20.58
IV
36.9%
B/E move
1.1%
Puts
Pseudo strike
22.85
IV
20.7%
B/E move
0.4%

Options history

IV · four-Friday blend23.71%
Daily EOD
WEAT21.4%23.2%25.0%2026-10-19: 21.65%2026-10-20: 23.58%2026-10-21: 22.78%2026-10-22: 23.20%2026-10-23: 24.79%2026-10-26: 22.71%2026-10-27: 22.34%2026-10-28: 24.48%2026-10-29: 23.93%2026-10-30: 23.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.65%
23.58%
22.78%
23.20%
24.79%
22.71%
22.34%
24.48%
23.93%
23.71%