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AdvisorShares MSOS Daily Leveraged ETF MSOX

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Market datapartial · fetched 2026-10-22T21:31:14.623Z

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 · 2026-10-22T20:41:35.079947573Z

FundamentalsAlpha Vantage · unavailable

Share price$1.92
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$0.29$0.54$0.78$1.03$0.48$1.32$2.16$3.00$3.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSOX spot · $1.92MSOX 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$0.38$0.46$0.54$0.63$0.71$0.79$0.88$0.96
PutsExpensive1.35×
CallsExpensive1.94×
SkewBullish-65.41 pp
Implied moveBearish±$0.76
TiltBearish57.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.03151.6%61.7%1.24425.1%54.8%
25Δ5.38289.9%188.9%1.40370.5%46.8%
30Δ7.76430.7%318.0%1.55315.9%38.9%
35Δ5.52366.6%201.7%1.70261.3%30.9%
40Δ4.64313.8%156.6%1.85206.7%23.0%
45Δ3.77261.0%111.5%2.00154.1%15.3%
50Δ2.90208.2%66.4%2.12149.7%13.7%
55Δ2.03155.4%21.2%2.23145.2%12.0%
60Δ2.35140.8%10.4%
65Δ2.46136.3%8.7%
70Δ2.58131.9%7.1%
75Δ2.69127.4%5.5%
80Δ2.81123.0%3.8%

20Δ

Calls
Pseudo strike
3.03
IV
151.6%
B/E move
61.7%
Puts
Pseudo strike
1.24
IV
425.1%
B/E move
54.8%

25Δ

Calls
Pseudo strike
5.38
IV
289.9%
B/E move
188.9%
Puts
Pseudo strike
1.40
IV
370.5%
B/E move
46.8%

30Δ

Calls
Pseudo strike
7.76
IV
430.7%
B/E move
318.0%
Puts
Pseudo strike
1.55
IV
315.9%
B/E move
38.9%

35Δ

Calls
Pseudo strike
5.52
IV
366.6%
B/E move
201.7%
Puts
Pseudo strike
1.70
IV
261.3%
B/E move
30.9%

40Δ

Calls
Pseudo strike
4.64
IV
313.8%
B/E move
156.6%
Puts
Pseudo strike
1.85
IV
206.7%
B/E move
23.0%

45Δ

Calls
Pseudo strike
3.77
IV
261.0%
B/E move
111.5%
Puts
Pseudo strike
2.00
IV
154.1%
B/E move
15.3%

50Δ

Calls
Pseudo strike
2.90
IV
208.2%
B/E move
66.4%
Puts
Pseudo strike
2.12
IV
149.7%
B/E move
13.7%

55Δ

Calls
Pseudo strike
2.03
IV
155.4%
B/E move
21.2%
Puts
Pseudo strike
2.23
IV
145.2%
B/E move
12.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.35
IV
140.8%
B/E move
10.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.46
IV
136.3%
B/E move
8.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.58
IV
131.9%
B/E move
7.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.69
IV
127.4%
B/E move
5.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.81
IV
123.0%
B/E move
3.8%

Options history

No recorded observations