AInvestOption Pilot Program
Options/CANE
C

CANETeucrium Sugar Fund

Options Analysis Report•COMMODITY CONTRACTS BROKERS & DEALERS
AUM $55M|ARCX
● 2026-08-31$11.21
BULLISH
Analysis: 2026-08-28 EOD data
1Y +3.7%YTD +17.0%7D -0.4%
1,080
30D
±6.6%
7%

CANE Options Overview

IV is low with bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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CANE Gamma Walls

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Value

Is IV priced right?

7.2
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 30.0% — cheap vs history

<1.05x

IV/HV 0.96x — IV ≤ HV

Sector Relative≤50%

Sector percentile 49% — below sector median

<1.1x

Front/Back 0.98x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 23.3% — normal range

<80%

Effective IV 94.5% (ATM 23.3% + spread 35.6% + bias) — expensive

<3.0%

Total drag 48.67% (spread 35.60% + slippage 13.07%) — high friction

≥5.0

Vega efficiency 0.44 (vega 1.557 / spread 35.60%) — spread drag

Sentiment

Bullish or bearish?

5.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -29%, Raw: -17%)
|net sentiment| ≥25%

Conviction-weighted: -29% (bearish) — Raw: -17%

≥15%

|OI skew| 83.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +98.9%, OI skew +83.1% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -61%, ATM: -38%, OTM: -3% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 0% — very bullish vs sector

Activity

Unusual activity?

3.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 1.4% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +1.6% (5d) — stable

Sector Relative≥60%

Sector activity percentile 38% — below sector avg

≥30%

Large trade volume 16% — mixed

≥60%

Aggressive execution 53% — patient

≥30

Conviction -29 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 35.6% — wide

≥10,000

OI 79,867 — deep

≥500

Volume 1,080/day — adequate

≤$0.50

$1.78 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 61% — wider than sector

≥100 contracts

Depth 730.0 contracts (bid:279.4 ask:450.6) — deep

<1.0%

Avg slippage 13.07% — poor

Timing

Is now a good time?

6.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -1.7% — flat/unclear

<30 or >70

IV percentile 30% — buyer opportunity

≥10pts kink

IV kink -0.3pts — no clear event

<0.5 or >2.0

θ/ν ratio 353.86 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -29% @ 65% consistency — moderate (bearish)

≥40 composite score

Score 46 (ITM 20% + inst 16%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.8
bullishIV cheap, mixed flow
Long Puts5.6
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.3
bullishIV too cheap, mixed flow
Covered Call4.0
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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