CANE (Teucrium Sugar Fund)

Historical IV Rank & Volatility Regime

IV Rank measures where CANE's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on CANE are priced rich or cheap relative to its own recent regime.

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

CANE IV Rank Summary
Current
84%
Elevated — premium selling regime
30-Day Avg
30%
60-Day Avg
48%
90-Day Avg
49%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in CANE's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
CANE IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260302 84% 1.2%
20260227 46% 0.8%
20260226 30% 0.6%
20260225 28% 0.6%
20260224 30% 0.6%
20260223 31% 0.6%
20260221 24% 0.5%
20260220 23% 0.5%
20260219 23% 0.5%
20260218 19% 0.5%
20260217 40% 0.7%
20260213 21% 0.5%
20260212 29% 0.6%
20260211 21% 0.5%
20260210 33% 0.6%
20260209 11% 0.4%
20260206 26% 0.6%
20260205 9% 0.4%
20260204 7% 0.3%
20260203 26% 0.6%
20260202 46% 0.8%
20260130 54% 0.9%
20260129 42% 0.7%
20260128 38% 0.7%
20260127 24% 0.5%
20260126 36% 0.7%
20260123 18% 0.5%
20260122 10% 0.4%
20260121 41% 0.7%
20260120 44% 0.8%
20260116 33% 0.6%
20260115 25% 0.5%
20260114 32% 0.6%
20260113 11% 0.4%
20260112 27% 0.6%
20260109 9% 0.3%
20260108 19% 0.5%
20260107 13% 0.4%
20260106 0% 0.2%
20260105 19% 0.5%
20260102 100% 1.4%
20251231 88% 1.2%
20251230 100% 1.3%
20251229 98% 1.0%
20251226 86% 0.9%
20251224 81% 0.9%
20251223 92% 1.0%
20251222 100% 1.0%
20251219 98% 0.9%
20251218 95% 0.9%
20251217 86% 0.8%
20251216 92% 0.9%
20251215 99% 0.9%
20251212 49% 0.6%
20251211 96% 0.9%
20251210 85% 0.8%
20251209 84% 0.8%
20251208 80% 0.8%
20251205 89% 0.8%
20251204 69% 0.7%
20251203 32% 0.5%
20251202 76% 0.7%
20251201 100% 0.9%
20251128 73% 0.7%
20251126 52% 0.6%
20251125 28% 0.4%
20251124 50% 0.6%
20251121 11% 0.3%
20251120 26% 0.4%
20251119 45% 0.5%
20251118 25% 0.4%
20251117 72% 0.7%
20251114 47% 0.5%
20251113 39% 0.5%
20251112 52% 0.6%
20251111 43% 0.5%
20251110 48% 0.6%
20251107 62% 0.6%
20251106 5% 0.3%
20251105 72% 0.7%
20251104 72% 0.7%
20251103 98% 0.9%
20251031 76% 0.7%
20251030 44% 0.5%
20251029 77% 0.7%
20251028 45% 0.5%
20251027 86% 0.8%
20251024 32% 0.4%
20251023 60% 0.6%
20251022 34% 0.5%