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AdvisorShares MSOS Daily Leveraged ETF MSOX

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Market datapartial · fetched 2026-10-23T04:07:12.859Z

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 · 2026-10-23T00:00:00.073572604Z

FundamentalsAlpha Vantage · unavailable

Share price$1.94
1D-3.5%
AH$1.85$1.91$1.97$2.03$2.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSOX
Sold putSold callAH

AdvisorShares MSOS Daily Leveraged ETF options

Live interpolated MSOX call and put midpoint premiums by absolute delta.AdvisorShares MSOS Daily Leveraged ETF$0.05$0.31$0.58$0.84$1.10$0.48$1.29$2.11$2.93$3.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSOX spot · $1.94MSOX PRICE$0.08$0.17$0.27$0.28$0.28$0.29$0.29$0.30$0.38$0.38$0.38$0.38$0.38$0.40$0.49$0.58$0.67$0.76$0.85$0.94$1.03
PutsExpensive1.37×
CallsExpensive1.94×
SkewBullish-62.73 pp
Implied moveBearish±$0.78
TiltBearish58.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.16159.0%66.9%1.26425.5%54.6%
25Δ5.39289.3%186.9%1.41369.5%46.4%
30Δ7.83433.4%317.4%1.57313.4%38.3%
35Δ5.51364.2%198.2%1.73257.3%30.2%
40Δ4.66312.8%154.8%1.89201.3%22.1%
45Δ3.81261.4%111.5%2.04160.1%15.7%
50Δ2.97210.0%68.1%2.16156.3%14.0%
55Δ2.12158.6%24.8%2.28152.5%12.2%
60Δ2.40148.7%10.5%
65Δ2.53144.9%8.7%
70Δ2.65141.1%7.0%
75Δ2.77137.3%5.3%
80Δ2.90133.5%3.5%

20Δ

Calls
Pseudo strike
3.16
IV
159.0%
B/E move
66.9%
Puts
Pseudo strike
1.26
IV
425.5%
B/E move
54.6%

25Δ

Calls
Pseudo strike
5.39
IV
289.3%
B/E move
186.9%
Puts
Pseudo strike
1.41
IV
369.5%
B/E move
46.4%

30Δ

Calls
Pseudo strike
7.83
IV
433.4%
B/E move
317.4%
Puts
Pseudo strike
1.57
IV
313.4%
B/E move
38.3%

35Δ

Calls
Pseudo strike
5.51
IV
364.2%
B/E move
198.2%
Puts
Pseudo strike
1.73
IV
257.3%
B/E move
30.2%

40Δ

Calls
Pseudo strike
4.66
IV
312.8%
B/E move
154.8%
Puts
Pseudo strike
1.89
IV
201.3%
B/E move
22.1%

45Δ

Calls
Pseudo strike
3.81
IV
261.4%
B/E move
111.5%
Puts
Pseudo strike
2.04
IV
160.1%
B/E move
15.7%

50Δ

Calls
Pseudo strike
2.97
IV
210.0%
B/E move
68.1%
Puts
Pseudo strike
2.16
IV
156.3%
B/E move
14.0%

55Δ

Calls
Pseudo strike
2.12
IV
158.6%
B/E move
24.8%
Puts
Pseudo strike
2.28
IV
152.5%
B/E move
12.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.40
IV
148.7%
B/E move
10.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.53
IV
144.9%
B/E move
8.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.65
IV
141.1%
B/E move
7.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.77
IV
137.3%
B/E move
5.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.90
IV
133.5%
B/E move
3.5%

Options history

No recorded observations