Teucrium Sugar Fund

CANEAMEX · USD
11.21USD0.00 (-0.54%)

Teucrium Sugar Fund (CANE) Historical Volatility

CANE 30-day historical volatility is 22%. This ranks in the 70th percentile of readings over the past year.

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Tracking CANE historical volatility helps you see how much Teucrium Sugar Fund's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Teucrium Sugar Fund's HV tells you what really 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The CANE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Teucrium Sugar Fund's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Teucrium Sugar Fund's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CANE HV is running hot, cold, or in line. Make the CANE 30 day historical volatility — and every other window — work for your edge instead of against it.

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of September 25, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of September 25, 2026

See how volatility has moved over time

Track CANE historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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