Share price$4.23
1D+5.1%
Sold putSold call
AdvisorShares Pure US Cannabis ETF MSOS
i
Market dataready · fetched 2026-10-21T16:57:59.631Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T16:57:57.124144525Z
FundamentalsAlpha Vantage · ready
AdvisorShares Pure US Cannabis ETF options
PutsExpensive2.77×
CallsExpensive5.10×
SkewBullish-255.81 pp
Implied moveBearish±$0.77
TiltBearish25.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.48 | 796.5% | 109.4% | 4.01 | 95.4% | 6.1% |
| 25Δ | 5.38 | 347.7% | 30.8% | 4.08 | 122.6% | 6.1% |
| 30Δ | 6.95 | 786.6% | 73.1% | 4.15 | 149.8% | 6.1% |
| 35Δ | 6.33 | 697.5% | 58.2% | 4.21 | 177.0% | 6.1% |
| 40Δ | 6.06 | 629.1% | 51.7% | 4.28 | 204.2% | 6.1% |
| 45Δ | 5.79 | 560.8% | 45.1% | 4.34 | 231.5% | 6.1% |
| 50Δ | 5.53 | 492.4% | 38.6% | 4.41 | 258.7% | 6.1% |
| 55Δ | 5.26 | 424.1% | 32.0% | 4.48 | 285.9% | 6.1% |
| 60Δ | 5.00 | 355.7% | 25.5% | 4.59 | 290.9% | 5.6% |
| 65Δ | 4.73 | 287.3% | 18.9% | 4.74 | 283.0% | 4.8% |
| 70Δ | 4.46 | 219.0% | 12.4% | 4.89 | 275.1% | 4.0% |
| 75Δ | 4.20 | 150.6% | 5.8% | 5.04 | 267.3% | 3.2% |
| 80Δ | 5.18 | 259.4% | 2.4% | |||
20Δ
- Pseudo strike
- 8.48
- IV
- 796.5%
- B/E move
- 109.4%
- Pseudo strike
- 4.01
- IV
- 95.4%
- B/E move
- 6.1%
25Δ
- Pseudo strike
- 5.38
- IV
- 347.7%
- B/E move
- 30.8%
- Pseudo strike
- 4.08
- IV
- 122.6%
- B/E move
- 6.1%
30Δ
- Pseudo strike
- 6.95
- IV
- 786.6%
- B/E move
- 73.1%
- Pseudo strike
- 4.15
- IV
- 149.8%
- B/E move
- 6.1%
35Δ
- Pseudo strike
- 6.33
- IV
- 697.5%
- B/E move
- 58.2%
- Pseudo strike
- 4.21
- IV
- 177.0%
- B/E move
- 6.1%
40Δ
- Pseudo strike
- 6.06
- IV
- 629.1%
- B/E move
- 51.7%
- Pseudo strike
- 4.28
- IV
- 204.2%
- B/E move
- 6.1%
45Δ
- Pseudo strike
- 5.79
- IV
- 560.8%
- B/E move
- 45.1%
- Pseudo strike
- 4.34
- IV
- 231.5%
- B/E move
- 6.1%
50Δ
- Pseudo strike
- 5.53
- IV
- 492.4%
- B/E move
- 38.6%
- Pseudo strike
- 4.41
- IV
- 258.7%
- B/E move
- 6.1%
55Δ
- Pseudo strike
- 5.26
- IV
- 424.1%
- B/E move
- 32.0%
- Pseudo strike
- 4.48
- IV
- 285.9%
- B/E move
- 6.1%
60Δ
- Pseudo strike
- 5.00
- IV
- 355.7%
- B/E move
- 25.5%
- Pseudo strike
- 4.59
- IV
- 290.9%
- B/E move
- 5.6%
65Δ
- Pseudo strike
- 4.73
- IV
- 287.3%
- B/E move
- 18.9%
- Pseudo strike
- 4.74
- IV
- 283.0%
- B/E move
- 4.8%
70Δ
- Pseudo strike
- 4.46
- IV
- 219.0%
- B/E move
- 12.4%
- Pseudo strike
- 4.89
- IV
- 275.1%
- B/E move
- 4.0%
75Δ
- Pseudo strike
- 4.20
- IV
- 150.6%
- B/E move
- 5.8%
- Pseudo strike
- 5.04
- IV
- 267.3%
- B/E move
- 3.2%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.18
- IV
- 259.4%
- B/E move
- 2.4%
Options history
Table
| Date | IV |
|---|---|
| 101.11% |