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AdvisorShares MSOS Daily Leveraged ETF MSOX

i

Market datapartial · fetched 2026-11-12T15:21:33.558Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T15:21:24.829778609Z

FundamentalsAlpha Vantage · unavailable

Share price$1.70
1D-9.4%
$1.68$1.73$1.78$1.83$1.885:30 AM6:30 AM9:00 AM1:00 PMMSOX
Sold putSold call

AdvisorShares MSOS Daily Leveraged ETF options

Live interpolated MSOX call and put midpoint premiums by absolute delta.AdvisorShares MSOS Daily Leveraged ETF$0.20$0.36$0.52$0.67$0.83$0.70$1.21$1.71$2.21$2.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MSOX spot · $1.70MSOX PRICE$0.21$0.30$0.38$0.46$0.54$0.62$0.71$0.79$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38
Puts——
Calls——
Skew——
Implied moveBearish±$0.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.11397.9%56.8%
25Δ1.20365.6%51.4%
30Δ1.29333.4%46.0%
35Δ1.38301.1%40.6%
40Δ1.47268.9%35.2%
45Δ1.95138.6%27.3%1.56236.6%29.8%
50Δ1.83155.5%25.3%1.66204.4%24.4%
55Δ1.71172.3%23.2%1.75172.1%19.1%
60Δ1.59189.2%21.1%1.84139.9%13.7%
65Δ1.48206.0%19.0%1.93107.6%8.3%
70Δ1.36222.9%17.0%
75Δ1.24239.7%14.9%
80Δ1.12256.6%12.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.11
IV
397.9%
B/E move
56.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.20
IV
365.6%
B/E move
51.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.29
IV
333.4%
B/E move
46.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.38
IV
301.1%
B/E move
40.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.47
IV
268.9%
B/E move
35.2%

45Δ

Calls
Pseudo strike
1.95
IV
138.6%
B/E move
27.3%
Puts
Pseudo strike
1.56
IV
236.6%
B/E move
29.8%

50Δ

Calls
Pseudo strike
1.83
IV
155.5%
B/E move
25.3%
Puts
Pseudo strike
1.66
IV
204.4%
B/E move
24.4%

55Δ

Calls
Pseudo strike
1.71
IV
172.3%
B/E move
23.2%
Puts
Pseudo strike
1.75
IV
172.1%
B/E move
19.1%

60Δ

Calls
Pseudo strike
1.59
IV
189.2%
B/E move
21.1%
Puts
Pseudo strike
1.84
IV
139.9%
B/E move
13.7%

65Δ

Calls
Pseudo strike
1.48
IV
206.0%
B/E move
19.0%
Puts
Pseudo strike
1.93
IV
107.6%
B/E move
8.3%

70Δ

Calls
Pseudo strike
1.36
IV
222.9%
B/E move
17.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.24
IV
239.7%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.12
IV
256.6%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend183.62%
Daily EOD
MSOX157.7%176.5%195.3%2026-10-20: 166.50%2026-10-21: 172.52%2026-10-22: 163.59%2026-10-27: 160.26%2026-10-28: 169.04%2026-10-29: 192.72%2026-10-30: 183.62%Oct 20Oct 27Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
166.50%
172.52%
163.59%
160.26%
169.04%
192.72%
183.62%