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Options/SOYB
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SOYBTeucrium Soybean Fund

Options Analysis Report•COMMODITY CONTRACTS BROKERS & DEALERS
AUM $51M|ARCX
● 2026-08-31$27.20
BULLISH
Analysis: 2026-08-28 EOD data
1Y +22.7%YTD +24.7%7D +4.9%
1,227
30D
±6.5%
23%

SOYB Options Overview

bullish flow with unusual activity. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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SOYB Gamma Walls

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Value

Is IV priced right?

5.2
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 31.2% — cheap vs history

<1.05x

IV/HV 1.71x — IV premium over HV

Sector Relative≤50%

Sector percentile 50% — above sector median

<1.1x

Front/Back 0.94x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 23.8% — normal range

<80%

Effective IV 94.2% (ATM 23.8% + spread 35.2% + bias) — expensive

<3.0%

Total drag 42.73% (spread 35.19% + slippage 7.54%) — high friction

≥5.0

Vega efficiency 2.22 (vega 7.820 / spread 35.19%) — spread drag

Sentiment

Bullish or bearish?

6.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Strong signal (Conviction: +8%, Raw: +14%)
|net sentiment| ≥25%

Conviction-weighted: +8% (neutral) — Raw: +14%

≥15%

|OI skew| 63.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +65.1%, OI skew +63.7% — 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: -80%, ATM: -90%, OTM: +76% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 10% — very bullish vs sector

Activity

Unusual activity?

6.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 4.2x avg — hot

≥15%

Vol/OI 12.2% — normal turnover

≥2 days

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

≥5%

OI change +11.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 86% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 51% — patient

≥30

Conviction +8 (bullish) — mixed

Liquidity

Can I trade efficiently?

2.9
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 35.2% — wide

≥10,000

OI 10,070 — adequate

≥500

Volume 1,227/day — adequate

≤$0.50

$1.76 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 62% — wider than sector

≥100 contracts

Depth 106.8 contracts (bid:80.8 ask:26.0) — adequate

<1.0%

Avg slippage 7.54% — poor

Timing

Is now a good time?

6.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -5.8% — contango

<30 or >70

IV percentile 31% — neutral

≥10pts kink

IV kink -1.6pts — no clear event

<0.5 or >2.0

θ/ν ratio 1777.27 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +8% @ 54% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls6.5
bullishIV fair, bullish flow
Long Puts4.4
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.4
bullishIV fair, bullish flow
Covered Call4.1
bearishIV fair, bullish 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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