Share price$4.19
1D+3.8%
Sold putSold call
AdvisorShares Pure US Cannabis ETF MSOS
i
Market dataready · fetched 2026-10-21T17:51:23.080Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:51:05.039276873Z
FundamentalsAlpha Vantage · ready
AdvisorShares Pure US Cannabis ETF options
PutsExpensive1.26×
CallsExpensive5.33×
SkewBullish-360.13 pp
Implied moveBullish±$0.51
TiltBullish22.0% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.39 | 800.0% | 109.4% | 3.82 | 165.4% | 10.4% |
| 25Δ | 7.63 | 800.0% | 91.4% | 4.03 | 81.6% | 4.9% |
| 30Δ | 6.84 | 787.5% | 72.4% | 4.08 | 84.7% | 4.5% |
| 35Δ | 6.29 | 708.0% | 59.1% | 4.12 | 87.8% | 4.1% |
| 40Δ | 5.98 | 627.6% | 51.3% | 4.16 | 91.0% | 3.8% |
| 45Δ | 5.67 | 547.2% | 43.5% | 4.21 | 94.1% | 3.4% |
| 50Δ | 5.36 | 466.7% | 35.7% | 4.25 | 97.2% | 3.0% |
| 55Δ | 5.05 | 386.3% | 27.9% | 4.29 | 100.4% | 2.7% |
| 60Δ | 4.74 | 305.9% | 20.2% | 4.34 | 103.5% | 2.3% |
| 65Δ | 4.43 | 225.5% | 12.4% | 4.38 | 106.7% | 2.0% |
| 70Δ | 4.12 | 145.1% | 4.6% | 4.42 | 109.8% | 1.6% |
| 75Δ | 3.93 | 120.3% | 1.4% | 4.47 | 112.9% | 1.2% |
| 80Δ | 3.82 | 130.7% | 1.1% | 4.73 | 134.1% | 0.9% |
20Δ
- Pseudo strike
- 8.39
- IV
- 800.0%
- B/E move
- 109.4%
- Pseudo strike
- 3.82
- IV
- 165.4%
- B/E move
- 10.4%
25Δ
- Pseudo strike
- 7.63
- IV
- 800.0%
- B/E move
- 91.4%
- Pseudo strike
- 4.03
- IV
- 81.6%
- B/E move
- 4.9%
30Δ
- Pseudo strike
- 6.84
- IV
- 787.5%
- B/E move
- 72.4%
- Pseudo strike
- 4.08
- IV
- 84.7%
- B/E move
- 4.5%
35Δ
- Pseudo strike
- 6.29
- IV
- 708.0%
- B/E move
- 59.1%
- Pseudo strike
- 4.12
- IV
- 87.8%
- B/E move
- 4.1%
40Δ
- Pseudo strike
- 5.98
- IV
- 627.6%
- B/E move
- 51.3%
- Pseudo strike
- 4.16
- IV
- 91.0%
- B/E move
- 3.8%
45Δ
- Pseudo strike
- 5.67
- IV
- 547.2%
- B/E move
- 43.5%
- Pseudo strike
- 4.21
- IV
- 94.1%
- B/E move
- 3.4%
50Δ
- Pseudo strike
- 5.36
- IV
- 466.7%
- B/E move
- 35.7%
- Pseudo strike
- 4.25
- IV
- 97.2%
- B/E move
- 3.0%
55Δ
- Pseudo strike
- 5.05
- IV
- 386.3%
- B/E move
- 27.9%
- Pseudo strike
- 4.29
- IV
- 100.4%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 4.74
- IV
- 305.9%
- B/E move
- 20.2%
- Pseudo strike
- 4.34
- IV
- 103.5%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 4.43
- IV
- 225.5%
- B/E move
- 12.4%
- Pseudo strike
- 4.38
- IV
- 106.7%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 4.12
- IV
- 145.1%
- B/E move
- 4.6%
- Pseudo strike
- 4.42
- IV
- 109.8%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 3.93
- IV
- 120.3%
- B/E move
- 1.4%
- Pseudo strike
- 4.47
- IV
- 112.9%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 3.82
- IV
- 130.7%
- B/E move
- 1.1%
- Pseudo strike
- 4.73
- IV
- 134.1%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 101.11% |