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AdvisorShares MSOS Daily Leveraged ETF MSOX

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Market datapartial · fetched 2026-10-22T18:22:01.258Z

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 · 2026-10-22T18:20:46.095433907Z

FundamentalsAlpha Vantage · unavailable

Share price$1.91
1D-4.0%
$1.85$1.91$1.97$2.03$2.095:30 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$0.05$0.29$0.52$0.76$0.99$0.48$1.32$2.16$3.00$3.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSOX spot · $1.91MSOX PRICE$0.08$0.17$0.26$0.28$0.28$0.29$0.29$0.30$0.39$0.47$0.56$0.64$0.72$0.38$0.38$0.38$0.38$0.38$0.38$0.45$0.53$0.61$0.69$0.76$0.84$0.92
PutsExpensive1.35×
CallsExpensive1.66×
SkewBullish-26.45 pp
Implied moveBearish±$0.74
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.01150.9%61.5%1.24425.2%54.9%
25Δ5.37290.0%189.9%1.39371.5%47.0%
30Δ7.73429.0%318.3%1.54317.9%39.2%
35Δ5.52367.6%203.6%1.69264.2%31.3%
40Δ4.64314.5%157.5%1.84210.6%23.5%
45Δ3.75261.3%111.5%1.99156.9%15.6%
50Δ2.87208.2%65.4%2.10147.6%13.5%
55Δ2.00156.4%20.4%2.21142.5%11.9%
60Δ1.87160.2%18.0%2.32137.4%10.3%
65Δ1.74164.0%15.6%2.43132.4%8.8%
70Δ1.61167.8%13.2%2.54127.3%7.2%
75Δ1.48171.6%10.8%2.65122.2%5.6%
80Δ1.35175.4%8.5%2.76117.1%4.0%

20Δ

Calls
Pseudo strike
3.01
IV
150.9%
B/E move
61.5%
Puts
Pseudo strike
1.24
IV
425.2%
B/E move
54.9%

25Δ

Calls
Pseudo strike
5.37
IV
290.0%
B/E move
189.9%
Puts
Pseudo strike
1.39
IV
371.5%
B/E move
47.0%

30Δ

Calls
Pseudo strike
7.73
IV
429.0%
B/E move
318.3%
Puts
Pseudo strike
1.54
IV
317.9%
B/E move
39.2%

35Δ

Calls
Pseudo strike
5.52
IV
367.6%
B/E move
203.6%
Puts
Pseudo strike
1.69
IV
264.2%
B/E move
31.3%

40Δ

Calls
Pseudo strike
4.64
IV
314.5%
B/E move
157.5%
Puts
Pseudo strike
1.84
IV
210.6%
B/E move
23.5%

45Δ

Calls
Pseudo strike
3.75
IV
261.3%
B/E move
111.5%
Puts
Pseudo strike
1.99
IV
156.9%
B/E move
15.6%

50Δ

Calls
Pseudo strike
2.87
IV
208.2%
B/E move
65.4%
Puts
Pseudo strike
2.10
IV
147.6%
B/E move
13.5%

55Δ

Calls
Pseudo strike
2.00
IV
156.4%
B/E move
20.4%
Puts
Pseudo strike
2.21
IV
142.5%
B/E move
11.9%

60Δ

Calls
Pseudo strike
1.87
IV
160.2%
B/E move
18.0%
Puts
Pseudo strike
2.32
IV
137.4%
B/E move
10.3%

65Δ

Calls
Pseudo strike
1.74
IV
164.0%
B/E move
15.6%
Puts
Pseudo strike
2.43
IV
132.4%
B/E move
8.8%

70Δ

Calls
Pseudo strike
1.61
IV
167.8%
B/E move
13.2%
Puts
Pseudo strike
2.54
IV
127.3%
B/E move
7.2%

75Δ

Calls
Pseudo strike
1.48
IV
171.6%
B/E move
10.8%
Puts
Pseudo strike
2.65
IV
122.2%
B/E move
5.6%

80Δ

Calls
Pseudo strike
1.35
IV
175.4%
B/E move
8.5%
Puts
Pseudo strike
2.76
IV
117.1%
B/E move
4.0%

Options history

No recorded observations