Teucrium Sugar Fund
Teucrium Sugar Fund (CANE) Historical Volatility
CANE's 30 day historical volatility is 28.45%, in the 95th percentile of readings over the past year. This is a high percentile, meaning Teucrium Sugar Fund shares have swung far more than usual. CANE's 30 day implied volatility sits at 41.55%, with an IV Rank of 57.94%, leaving IV 13.10 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 5, 2026.
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Tracking CANE historical volatility helps you see how much Teucrium Sugar Fund's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, CANE's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor CANE 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.
Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. CANE's 30 day historical volatility, or CANE HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing CANE's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.
The Teucrium Sugar Fund (CANE) provides investors an easy way to gain exposure to the price of sugar futures in a brokerage account. Sugar is one of the most important agricultural commodities and has a historically low correlation with U.S. equities making CANE a potentially attractive option for portfolio diversification.
Historical Volatility
Historical movement is elevated versus the past year. The stock has been unusually active.
As of Nov 5, 2026
As of Nov 5, 2026
As of Nov 5, 2026
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