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AdvisorShares Focused Equity ETF CWS

i

Market dataready · fetched 2026-11-11T13:54:54.891Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T01:00:00.091407592Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:54:54.587797+00:00

Share price$68.75
1D+0.5%
AH$68.22$68.32$68.43$68.53$68.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCWS
Sold putSold callAH

AdvisorShares Focused Equity ETF options

Live interpolated CWS call and put midpoint premiums by absolute delta.AdvisorShares Focused Equity ETF$1.01$1.81$2.61$3.40$4.20$65.95$67.37$68.78$70.19$71.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CWS spot · $68.75CWS PRICE$1.10$1.17$1.24$1.32$1.39$1.47$1.55$1.16$1.25$1.36$1.48$1.60$2.03$3.00$3.97
Puts——
Calls——
Skew——
Implied moveBearish±$2.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ68.4330.6%2.1%
50Δ68.9125.9%1.8%68.8727.9%1.6%
55Δ68.6223.8%1.5%69.2126.0%1.3%
60Δ68.3321.8%1.2%69.5124.6%1.0%
65Δ68.0419.8%0.9%69.8123.2%0.8%
70Δ67.8518.1%0.7%70.3724.3%0.6%
75Δ67.6716.5%0.6%71.3829.6%0.5%
80Δ67.4914.9%0.4%72.4035.0%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.43
IV
30.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
68.91
IV
25.9%
B/E move
1.8%
Puts
Pseudo strike
68.87
IV
27.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
68.62
IV
23.8%
B/E move
1.5%
Puts
Pseudo strike
69.21
IV
26.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
68.33
IV
21.8%
B/E move
1.2%
Puts
Pseudo strike
69.51
IV
24.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
68.04
IV
19.8%
B/E move
0.9%
Puts
Pseudo strike
69.81
IV
23.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
67.85
IV
18.1%
B/E move
0.7%
Puts
Pseudo strike
70.37
IV
24.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
67.67
IV
16.5%
B/E move
0.6%
Puts
Pseudo strike
71.38
IV
29.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
67.49
IV
14.9%
B/E move
0.4%
Puts
Pseudo strike
72.40
IV
35.0%
B/E move
0.5%

Options history

IV · four-Friday blend20.26%
Daily EOD
CWS18.6%19.8%21.0%2026-10-19: 19.16%2026-10-20: 19.07%2026-10-21: 18.75%2026-10-22: 20.82%2026-10-23: 19.02%2026-10-26: 20.53%2026-10-27: 18.98%2026-10-28: 19.21%2026-10-29: 19.45%2026-10-30: 20.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.16%
19.07%
18.75%
20.82%
19.02%
20.53%
18.98%
19.21%
19.45%
20.26%