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AdvisorShares Active Bear ETF HDGE

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Market datapartial · fetched 2026-10-22T14:52:05.226Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:41:29.801342053Z

FundamentalsAlpha Vantage · unavailable

Share price$14.98
1D-0.7%
$14.85$14.91$14.98$15.04$15.105:30 AM6:30 AM9:00 AM1:00 PMHDGE
Sold putSold call

AdvisorShares Active Bear ETF options

Live interpolated HDGE call and put midpoint premiums by absolute delta.AdvisorShares Active Bear ETF$0.21$0.62$1.04$1.45$1.86$13.21$14.02$14.83$15.64$16.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HDGE spot · $14.98HDGE PRICE$0.25$0.25$0.26$0.28$0.30$0.32$0.34$0.39$0.48$0.57$0.66$0.75$0.83$0.25$0.26$0.29$0.32$0.35$0.38$0.50$0.68$0.86$1.05$1.23$1.48$1.75
PutsExpensive1.77×
CallsExpensive1.46×
SkewBearish+7.13 pp
Implied moveBearish±$0.84
TiltBearish24.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.5157.5%18.5%13.4151.1%12.2%
25Δ16.5043.1%11.8%14.0338.5%8.0%
30Δ15.9334.2%8.1%14.2535.4%6.8%
35Δ15.7331.0%6.8%14.4732.3%5.6%
40Δ15.5227.8%5.6%14.6829.2%4.3%
45Δ15.3224.6%4.4%14.9026.1%3.1%
50Δ15.1121.4%3.1%15.1126.1%2.4%
55Δ14.9419.6%2.4%15.3328.9%2.2%
60Δ14.8119.4%2.1%15.5531.7%2.0%
65Δ14.6919.2%1.9%15.7634.5%1.8%
70Δ14.5619.0%1.6%15.9837.3%1.6%
75Δ14.4418.8%1.3%16.2837.7%1.2%
80Δ14.3118.5%1.1%16.6037.9%0.8%

20Δ

Calls
Pseudo strike
17.51
IV
57.5%
B/E move
18.5%
Puts
Pseudo strike
13.41
IV
51.1%
B/E move
12.2%

25Δ

Calls
Pseudo strike
16.50
IV
43.1%
B/E move
11.8%
Puts
Pseudo strike
14.03
IV
38.5%
B/E move
8.0%

30Δ

Calls
Pseudo strike
15.93
IV
34.2%
B/E move
8.1%
Puts
Pseudo strike
14.25
IV
35.4%
B/E move
6.8%

35Δ

Calls
Pseudo strike
15.73
IV
31.0%
B/E move
6.8%
Puts
Pseudo strike
14.47
IV
32.3%
B/E move
5.6%

40Δ

Calls
Pseudo strike
15.52
IV
27.8%
B/E move
5.6%
Puts
Pseudo strike
14.68
IV
29.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
15.32
IV
24.6%
B/E move
4.4%
Puts
Pseudo strike
14.90
IV
26.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
15.11
IV
21.4%
B/E move
3.1%
Puts
Pseudo strike
15.11
IV
26.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
14.94
IV
19.6%
B/E move
2.4%
Puts
Pseudo strike
15.33
IV
28.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
14.81
IV
19.4%
B/E move
2.1%
Puts
Pseudo strike
15.55
IV
31.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
14.69
IV
19.2%
B/E move
1.9%
Puts
Pseudo strike
15.76
IV
34.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
14.56
IV
19.0%
B/E move
1.6%
Puts
Pseudo strike
15.98
IV
37.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
14.44
IV
18.8%
B/E move
1.3%
Puts
Pseudo strike
16.28
IV
37.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
14.31
IV
18.5%
B/E move
1.1%
Puts
Pseudo strike
16.60
IV
37.9%
B/E move
0.8%

Options history

No recorded observations