IntraAlpha
Create free account Start free

AdvisorShares Pure US Cannabis ETF MSOS

i

Market dataready · fetched 2026-11-10T22:16:02.881Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:14:57.187993616Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:16:02.488165+00:00

Share price$4.06
1D+1.1%
AH$4.01$4.04$4.07$4.10$4.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSOS
Sold putSold callAH

AdvisorShares Pure US Cannabis ETF options

Live interpolated MSOS call and put midpoint premiums by absolute delta.AdvisorShares Pure US Cannabis ETF$0.03$0.23$0.42$0.62$0.82$3.69$3.86$4.02$4.18$4.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MSOS spot · $4.06MSOS PRICE$0.08$0.10$0.11$0.13$0.15$0.16$0.21$0.35$0.49$0.63$0.76$0.05$0.06$0.07$0.08$0.09$0.12$0.15$0.18$0.21$0.24$0.27$0.30$0.34
PutsExpensive1.21×
Calls——
Skew——
Implied moveBalanced±$0.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.64130.2%11.6%
25Δ3.73117.1%9.6%
30Δ4.3090.7%7.8%3.82104.0%7.6%
35Δ4.2491.8%6.9%3.9190.9%5.6%
40Δ4.1992.9%6.0%4.0078.0%3.6%
45Δ4.1494.0%5.2%4.0476.4%3.3%
50Δ4.0995.1%4.3%4.0974.9%3.0%
55Δ4.0496.2%3.4%4.1373.4%2.7%
60Δ3.96103.2%2.7%4.1871.9%2.3%
65Δ3.81127.7%2.4%4.2270.4%2.0%
70Δ3.66152.2%2.2%4.2768.9%1.7%
75Δ3.51176.7%1.9%4.3167.4%1.4%
80Δ3.36201.2%1.6%4.3565.8%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
130.2%
B/E move
11.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.73
IV
117.1%
B/E move
9.6%

30Δ

Calls
Pseudo strike
4.30
IV
90.7%
B/E move
7.8%
Puts
Pseudo strike
3.82
IV
104.0%
B/E move
7.6%

35Δ

Calls
Pseudo strike
4.24
IV
91.8%
B/E move
6.9%
Puts
Pseudo strike
3.91
IV
90.9%
B/E move
5.6%

40Δ

Calls
Pseudo strike
4.19
IV
92.9%
B/E move
6.0%
Puts
Pseudo strike
4.00
IV
78.0%
B/E move
3.6%

45Δ

Calls
Pseudo strike
4.14
IV
94.0%
B/E move
5.2%
Puts
Pseudo strike
4.04
IV
76.4%
B/E move
3.3%

50Δ

Calls
Pseudo strike
4.09
IV
95.1%
B/E move
4.3%
Puts
Pseudo strike
4.09
IV
74.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
4.04
IV
96.2%
B/E move
3.4%
Puts
Pseudo strike
4.13
IV
73.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
3.96
IV
103.2%
B/E move
2.7%
Puts
Pseudo strike
4.18
IV
71.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
3.81
IV
127.7%
B/E move
2.4%
Puts
Pseudo strike
4.22
IV
70.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
3.66
IV
152.2%
B/E move
2.2%
Puts
Pseudo strike
4.27
IV
68.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
3.51
IV
176.7%
B/E move
1.9%
Puts
Pseudo strike
4.31
IV
67.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
3.36
IV
201.2%
B/E move
1.6%
Puts
Pseudo strike
4.35
IV
65.8%
B/E move
1.1%

Options history

IV · four-Friday blend85.88%
Daily close
MSOS51.8%94.0%136.1%2026-08-14: 67.02%2026-08-17: 74.58%2026-08-18: 62.54%2026-08-21: 63.14%2026-08-28: 71.24%2026-08-31: 75.99%2026-09-02: 65.55%2026-09-04: 68.76%2026-09-11: 66.59%2026-09-14: 68.25%2026-09-17: 83.23%2026-09-18: 57.66%2026-09-23: 90.60%2026-09-25: 73.54%2026-09-30: 74.02%2026-10-02: 61.30%2026-10-09: 77.45%2026-10-14: 104.47%2026-10-16: 97.75%2026-10-20: 109.60%2026-10-23: 90.92%2026-10-26: 84.96%2026-10-27: 122.40%2026-10-28: 130.28%2026-10-30: 85.88%Aug 14Sep 23Oct 30
25 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
67.02%
74.58%
62.54%
63.14%
71.24%
75.99%
65.55%
68.76%
66.59%
68.25%
83.23%
57.66%
90.60%
73.54%
74.02%
61.30%
77.45%
104.47%
97.75%
109.60%
90.92%
84.96%
122.40%
130.28%
85.88%