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AdvisorShares Active Bear ETF HDGE

i

Market dataready · fetched 2026-10-24T04:29:34.236Z

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 · 2026-10-24T00:00:00.111469294Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:29:34.579220+00:00

Share price$15.01
1D+0.9%
AH$14.87$14.92$14.97$15.01$15.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHDGE
Sold putSold callAH

AdvisorShares Active Bear ETF options

Live interpolated HDGE call and put midpoint premiums by absolute delta.AdvisorShares Active Bear ETF$0.24$0.56$0.89$1.21$1.53$13.29$14.13$14.97$15.81$16.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HDGE spot · $15.01HDGE PRICE$0.28$0.28$0.30$0.32$0.35$0.38$0.40$0.45$0.53$0.62$0.70$0.79$0.88$0.28$0.28$0.31$0.35$0.38$0.42$0.51$0.62$0.73$0.84$0.95$1.06$1.44
PutsExpensive1.69×
CallsExpensive1.68×
SkewBearish+1.73 pp
Implied moveBearish±$0.91
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.8265.1%20.5%13.3257.0%13.1%
25Δ16.7349.8%13.3%14.0142.4%8.5%
30Δ16.0840.4%9.1%14.2438.9%7.2%
35Δ15.8136.3%7.5%14.4735.5%5.9%
40Δ15.6033.0%6.2%14.7132.0%4.6%
45Δ15.3829.7%5.0%14.9428.6%3.3%
50Δ15.1626.4%3.7%15.1227.8%2.6%
55Δ14.9723.8%2.7%15.2928.1%2.3%
60Δ14.8323.3%2.3%15.4528.4%1.9%
65Δ14.6922.7%2.0%15.6228.6%1.6%
70Δ14.5522.2%1.6%15.7828.9%1.2%
75Δ14.4221.7%1.3%15.9529.1%0.9%
80Δ14.2821.2%1.0%16.3632.8%0.6%

20Δ

Calls
Pseudo strike
17.82
IV
65.1%
B/E move
20.5%
Puts
Pseudo strike
13.32
IV
57.0%
B/E move
13.1%

25Δ

Calls
Pseudo strike
16.73
IV
49.8%
B/E move
13.3%
Puts
Pseudo strike
14.01
IV
42.4%
B/E move
8.5%

30Δ

Calls
Pseudo strike
16.08
IV
40.4%
B/E move
9.1%
Puts
Pseudo strike
14.24
IV
38.9%
B/E move
7.2%

35Δ

Calls
Pseudo strike
15.81
IV
36.3%
B/E move
7.5%
Puts
Pseudo strike
14.47
IV
35.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
15.60
IV
33.0%
B/E move
6.2%
Puts
Pseudo strike
14.71
IV
32.0%
B/E move
4.6%

45Δ

Calls
Pseudo strike
15.38
IV
29.7%
B/E move
5.0%
Puts
Pseudo strike
14.94
IV
28.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
15.16
IV
26.4%
B/E move
3.7%
Puts
Pseudo strike
15.12
IV
27.8%
B/E move
2.6%

55Δ

Calls
Pseudo strike
14.97
IV
23.8%
B/E move
2.7%
Puts
Pseudo strike
15.29
IV
28.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
14.83
IV
23.3%
B/E move
2.3%
Puts
Pseudo strike
15.45
IV
28.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
14.69
IV
22.7%
B/E move
2.0%
Puts
Pseudo strike
15.62
IV
28.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
14.55
IV
22.2%
B/E move
1.6%
Puts
Pseudo strike
15.78
IV
28.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
14.42
IV
21.7%
B/E move
1.3%
Puts
Pseudo strike
15.95
IV
29.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
14.28
IV
21.2%
B/E move
1.0%
Puts
Pseudo strike
16.36
IV
32.8%
B/E move
0.6%

Options history

No recorded observations