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Teucrium Sugar Fund CANE 11.11 0.06 0.51%

CANE Gamma Exposure (GEX)

CANE (Teucrium Sugar Fund): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.247
Put Call Ratio (OI)
0.103
Put Call Ratio (Vol)
0.324
IV Rank
1.75
IV Percentile
15.5
Max Pain
10

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-10.9
10.9
View values by strike
CANE · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 0.242 0
2.00 1.22 0
3.00 0.534 0
4.00 14 0
5.00 2.82 0
6.00 24.5 0
7.00 213 0
8.00 214 -145
9.00 4.06 K -38.4 K
10.00 44.5 K -60.3 K
11.00 1.1 M -40.1 K
12.00 526 K -46.1
13.00 206 K -248
14.00 18.4 K -860
15.00 65 K -406
16.00 11.1 K -134
17.00 0 -58.3
18.00 109 -51.6
19.00 52.8 0
20.00 53.2 0