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Teucrium Sugar Fund CANE

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Market dataready · fetched 2026-11-04T08:58:46.937Z

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 · 2026-11-04T01:00:00.121862339Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T08:58:45.391123+00:00

Share price$11.06
1D-1.6%
AH$11.04$11.10$11.16$11.21$11.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCANE
Sold putSold callAH

Teucrium Sugar Fund options

Live interpolated CANE call and put midpoint premiums by absolute delta.Teucrium Sugar Fund$0.28$0.60$0.92$1.24$1.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECANE PRICE$0.32$0.38$0.48$0.59$0.69$0.80$0.92$1.04$1.15$1.27$1.47$0.72$0.72$0.72$0.75$0.77
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.32219.7%31.3%
25Δ9.23172.5%23.1%
30Δ12.3278.5%14.2%9.90138.6%17.0%
35Δ11.8971.7%10.9%10.31120.3%13.6%
40Δ11.6774.1%9.9%10.67104.6%10.6%
45Δ11.4576.4%8.8%
50Δ11.2378.8%7.8%
55Δ11.0181.1%6.7%
60Δ10.7879.3%5.7%
65Δ10.5577.3%4.8%
70Δ10.3275.4%3.8%
75Δ10.1073.4%2.8%
80Δ9.8272.0%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.32
IV
219.7%
B/E move
31.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.23
IV
172.5%
B/E move
23.1%

30Δ

Calls
Pseudo strike
12.32
IV
78.5%
B/E move
14.2%
Puts
Pseudo strike
9.90
IV
138.6%
B/E move
17.0%

35Δ

Calls
Pseudo strike
11.89
IV
71.7%
B/E move
10.9%
Puts
Pseudo strike
10.31
IV
120.3%
B/E move
13.6%

40Δ

Calls
Pseudo strike
11.67
IV
74.1%
B/E move
9.9%
Puts
Pseudo strike
10.67
IV
104.6%
B/E move
10.6%

45Δ

Calls
Pseudo strike
11.45
IV
76.4%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.23
IV
78.8%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.01
IV
81.1%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.78
IV
79.3%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.55
IV
77.3%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.32
IV
75.4%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.10
IV
73.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.82
IV
72.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.26%
Daily EOD
CANE43.4%48.1%52.9%2026-10-19: 45.23%2026-10-20: 44.45%2026-10-21: 44.03%2026-10-22: 50.49%2026-10-23: 46.57%2026-10-27: 48.17%2026-10-28: 49.58%2026-10-29: 45.69%2026-10-30: 52.26%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.23%
44.45%
44.03%
50.49%
46.57%
48.17%
49.58%
45.69%
52.26%