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Teucrium Sugar Fund CANE

i

Market dataready · fetched 2026-11-11T14:06:41.123Z

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 · 2026-11-11T12:45:34.459885177Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:06:39.089843+00:00

Share price$10.95
1D
Price history unavailable.

Teucrium Sugar Fund options

Live interpolated CANE call and put midpoint premiums by absolute delta.Teucrium Sugar Fund$0.19$0.63$1.07$1.51$1.95$-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 —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECANE PRICE$0.49$0.24$0.40$0.56$0.73$0.89$1.05$0.70$0.70$0.70$0.40$0.68$0.97$1.25$1.54$1.82
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.26287.0%30.9%
25Δ9.16224.7%22.8%
30Δ13.04165.8%23.5%9.79182.2%17.0%
35Δ
40Δ
45Δ
50Δ10.9129.2%1.8%
55Δ10.7538.4%1.8%11.1835.4%1.5%
60Δ10.5947.6%1.8%11.4845.2%1.4%
65Δ10.4256.7%1.8%11.7754.9%1.3%
70Δ10.2665.9%1.8%12.0764.6%1.2%
75Δ10.1075.1%1.8%12.3774.4%1.1%
80Δ12.6684.1%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.26
IV
287.0%
B/E move
30.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.16
IV
224.7%
B/E move
22.8%

30Δ

Calls
Pseudo strike
13.04
IV
165.8%
B/E move
23.5%
Puts
Pseudo strike
9.79
IV
182.2%
B/E move
17.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
10.91
IV
29.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
10.75
IV
38.4%
B/E move
1.8%
Puts
Pseudo strike
11.18
IV
35.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
10.59
IV
47.6%
B/E move
1.8%
Puts
Pseudo strike
11.48
IV
45.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
10.42
IV
56.7%
B/E move
1.8%
Puts
Pseudo strike
11.77
IV
54.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
10.26
IV
65.9%
B/E move
1.8%
Puts
Pseudo strike
12.07
IV
64.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
10.10
IV
75.1%
B/E move
1.8%
Puts
Pseudo strike
12.37
IV
74.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.66
IV
84.1%
B/E move
1.0%

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%