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Teucrium Sugar Fund CANE

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Market dataready · fetched 2026-10-22T05:15:40.061Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.112540855Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T05:15:38.576457+00:00

Share price$12.25
1D+0.0%
AH$12.16$12.19$12.22$12.25$12.275:30 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$0.15$0.88$1.60$2.32$3.05$9.65$11.05$12.45$13.84$15.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CANE spot · $12.25CANE PRICE$0.23$0.65$0.63$0.56$0.50$0.52$0.53$0.55$0.57$0.90$1.55$2.19$2.84$0.65$0.65$0.62$0.48$0.41$0.55$0.69$0.83$0.97$1.11$1.25$1.39$1.53
PutsExpensive1.66×
CallsExpensive2.03×
SkewBullish-11.32 pp
Implied moveBearish±$1.22
TiltBullish4.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.7164.0%22.0%9.51138.3%27.6%
25Δ18.14152.7%53.4%10.44108.2%20.1%
30Δ15.60115.1%32.5%11.1383.4%14.2%
35Δ14.2283.7%20.6%11.6257.2%9.1%
40Δ12.9755.4%10.0%12.0537.4%5.0%
45Δ12.7649.9%8.4%12.2539.3%4.5%
50Δ12.5444.4%6.7%12.4541.2%4.0%
55Δ12.3238.8%5.1%12.6543.1%3.5%
60Δ12.1133.3%3.5%12.8545.0%3.0%
65Δ11.6840.1%2.7%13.0546.0%2.5%
70Δ11.0559.3%2.8%13.2544.1%2.0%
75Δ10.4178.5%2.9%13.4542.2%1.5%
80Δ9.7797.6%3.0%13.6640.2%1.0%

20Δ

Calls
Pseudo strike
14.71
IV
64.0%
B/E move
22.0%
Puts
Pseudo strike
9.51
IV
138.3%
B/E move
27.6%

25Δ

Calls
Pseudo strike
18.14
IV
152.7%
B/E move
53.4%
Puts
Pseudo strike
10.44
IV
108.2%
B/E move
20.1%

30Δ

Calls
Pseudo strike
15.60
IV
115.1%
B/E move
32.5%
Puts
Pseudo strike
11.13
IV
83.4%
B/E move
14.2%

35Δ

Calls
Pseudo strike
14.22
IV
83.7%
B/E move
20.6%
Puts
Pseudo strike
11.62
IV
57.2%
B/E move
9.1%

40Δ

Calls
Pseudo strike
12.97
IV
55.4%
B/E move
10.0%
Puts
Pseudo strike
12.05
IV
37.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
12.76
IV
49.9%
B/E move
8.4%
Puts
Pseudo strike
12.25
IV
39.3%
B/E move
4.5%

50Δ

Calls
Pseudo strike
12.54
IV
44.4%
B/E move
6.7%
Puts
Pseudo strike
12.45
IV
41.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
12.32
IV
38.8%
B/E move
5.1%
Puts
Pseudo strike
12.65
IV
43.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
12.11
IV
33.3%
B/E move
3.5%
Puts
Pseudo strike
12.85
IV
45.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
11.68
IV
40.1%
B/E move
2.7%
Puts
Pseudo strike
13.05
IV
46.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
11.05
IV
59.3%
B/E move
2.8%
Puts
Pseudo strike
13.25
IV
44.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
10.41
IV
78.5%
B/E move
2.9%
Puts
Pseudo strike
13.45
IV
42.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
9.77
IV
97.6%
B/E move
3.0%
Puts
Pseudo strike
13.66
IV
40.2%
B/E move
1.0%

Options history

No recorded observations