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Teucrium Sugar Fund CANE

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Market datapartial · fetched 2026-10-22T14:22:24.919Z

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 · 2026-10-22T14:22:03.859414352Z

FundamentalsAlpha Vantage · unavailable

Share price$12.18
1D-0.5%
$12.17$12.20$12.23$12.26$12.295:30 AM6:30 AM9:00 AM1:00 PMCANE
Sold putSold call

Teucrium Sugar Fund options

Live interpolated CANE call and put midpoint premiums by absolute delta.Teucrium Sugar Fund$0.15$0.51$0.87$1.23$1.58$9.36$10.54$11.71$12.89$14.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CANE spot · $12.18CANE PRICE$0.19$0.27$0.35$0.44$0.50$0.50$0.50$0.50$0.50$0.60$0.72$0.83$0.95$0.65$0.65$0.66$0.69$0.73$0.78$0.85$0.92$0.98$1.05$1.17$1.32$1.48
PutsExpensive1.98×
CallsExpensive1.20×
SkewBearish+27.07 pp
Implied moveBearish±$1.35
TiltBearish27.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.9651.2%16.2%9.10154.0%30.6%
25Δ13.7053.2%14.7%10.12119.1%22.2%
30Δ13.4555.1%13.3%11.0587.6%14.6%
35Δ13.1957.1%11.9%11.4477.6%11.8%
40Δ12.9456.7%10.3%11.8267.6%9.0%
45Δ12.7149.7%8.5%12.1160.8%7.0%
50Δ12.4942.8%6.6%12.3156.8%5.9%
55Δ12.2635.8%4.8%12.5152.8%4.8%
60Δ12.0428.9%2.9%12.7148.8%3.7%
65Δ11.8727.5%2.4%12.9244.8%2.6%
70Δ11.7127.3%2.0%13.1242.2%1.8%
75Δ11.5627.1%1.7%13.3340.4%1.4%
80Δ11.4026.9%1.4%13.5438.7%1.0%

20Δ

Calls
Pseudo strike
13.96
IV
51.2%
B/E move
16.2%
Puts
Pseudo strike
9.10
IV
154.0%
B/E move
30.6%

25Δ

Calls
Pseudo strike
13.70
IV
53.2%
B/E move
14.7%
Puts
Pseudo strike
10.12
IV
119.1%
B/E move
22.2%

30Δ

Calls
Pseudo strike
13.45
IV
55.1%
B/E move
13.3%
Puts
Pseudo strike
11.05
IV
87.6%
B/E move
14.6%

35Δ

Calls
Pseudo strike
13.19
IV
57.1%
B/E move
11.9%
Puts
Pseudo strike
11.44
IV
77.6%
B/E move
11.8%

40Δ

Calls
Pseudo strike
12.94
IV
56.7%
B/E move
10.3%
Puts
Pseudo strike
11.82
IV
67.6%
B/E move
9.0%

45Δ

Calls
Pseudo strike
12.71
IV
49.7%
B/E move
8.5%
Puts
Pseudo strike
12.11
IV
60.8%
B/E move
7.0%

50Δ

Calls
Pseudo strike
12.49
IV
42.8%
B/E move
6.6%
Puts
Pseudo strike
12.31
IV
56.8%
B/E move
5.9%

55Δ

Calls
Pseudo strike
12.26
IV
35.8%
B/E move
4.8%
Puts
Pseudo strike
12.51
IV
52.8%
B/E move
4.8%

60Δ

Calls
Pseudo strike
12.04
IV
28.9%
B/E move
2.9%
Puts
Pseudo strike
12.71
IV
48.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
11.87
IV
27.5%
B/E move
2.4%
Puts
Pseudo strike
12.92
IV
44.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
11.71
IV
27.3%
B/E move
2.0%
Puts
Pseudo strike
13.12
IV
42.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
11.56
IV
27.1%
B/E move
1.7%
Puts
Pseudo strike
13.33
IV
40.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
11.40
IV
26.9%
B/E move
1.4%
Puts
Pseudo strike
13.54
IV
38.7%
B/E move
1.0%

Options history

CANE43.9844.2444.502026-10-20: 44.45%2026-10-21: 44.03%Oct 20Oct 21
Table
DateIV
44.45%
44.03%