IntraAlpha
Create free account Start free

AdvisorShares Psychedelics ETF PSIL

i

Market dataready · fetched 2026-11-12T00:56:11.084Z

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: 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 · 2026-11-11T23:30:00.002674173Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:56:10.725747+00:00

Share price$20.07
1D-0.2%
AH$19.87$19.94$20.00$20.06$20.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSIL
Sold putSold callAH

AdvisorShares Psychedelics ETF options

Live interpolated PSIL call and put midpoint premiums by absolute delta.AdvisorShares Psychedelics ETF$0.37$0.72$1.08$1.43$1.79$16.87$18.15$19.42$20.69$21.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PSIL spot · $20.07PSIL PRICE$0.40$0.50$0.59$0.69$0.78$0.88$0.97$1.06$1.16$1.25$0.63$0.63$0.69$0.76$0.83$0.90$0.97$1.03$1.10$1.17$1.27$1.47$1.68
PutsExpensive1.53×
Calls——
Skew——
Implied moveBearish±$1.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.81159.3%19.4%
25Δ18.00121.7%13.4%
30Δ21.3958.2%8.6%18.34113.9%12.1%
35Δ21.1457.3%7.8%18.68106.0%10.7%
40Δ20.8956.4%7.0%19.0298.1%9.4%
45Δ20.6355.5%6.2%19.3690.3%8.0%
50Δ20.3854.6%5.5%19.7082.4%6.6%
55Δ20.1353.7%4.7%20.0474.5%5.3%
60Δ19.8852.8%3.9%20.3966.7%3.9%
65Δ19.6351.9%3.1%20.7358.8%2.6%
70Δ19.3851.0%2.3%21.0552.3%1.4%
75Δ19.1250.1%1.5%21.3251.2%1.1%
80Δ21.5950.1%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.81
IV
159.3%
B/E move
19.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.00
IV
121.7%
B/E move
13.4%

30Δ

Calls
Pseudo strike
21.39
IV
58.2%
B/E move
8.6%
Puts
Pseudo strike
18.34
IV
113.9%
B/E move
12.1%

35Δ

Calls
Pseudo strike
21.14
IV
57.3%
B/E move
7.8%
Puts
Pseudo strike
18.68
IV
106.0%
B/E move
10.7%

40Δ

Calls
Pseudo strike
20.89
IV
56.4%
B/E move
7.0%
Puts
Pseudo strike
19.02
IV
98.1%
B/E move
9.4%

45Δ

Calls
Pseudo strike
20.63
IV
55.5%
B/E move
6.2%
Puts
Pseudo strike
19.36
IV
90.3%
B/E move
8.0%

50Δ

Calls
Pseudo strike
20.38
IV
54.6%
B/E move
5.5%
Puts
Pseudo strike
19.70
IV
82.4%
B/E move
6.6%

55Δ

Calls
Pseudo strike
20.13
IV
53.7%
B/E move
4.7%
Puts
Pseudo strike
20.04
IV
74.5%
B/E move
5.3%

60Δ

Calls
Pseudo strike
19.88
IV
52.8%
B/E move
3.9%
Puts
Pseudo strike
20.39
IV
66.7%
B/E move
3.9%

65Δ

Calls
Pseudo strike
19.63
IV
51.9%
B/E move
3.1%
Puts
Pseudo strike
20.73
IV
58.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
19.38
IV
51.0%
B/E move
2.3%
Puts
Pseudo strike
21.05
IV
52.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
19.12
IV
50.1%
B/E move
1.5%
Puts
Pseudo strike
21.32
IV
51.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.59
IV
50.1%
B/E move
0.8%

Options history

IV · four-Friday blend47.49%
Daily EOD
PSIL42.2%45.5%48.7%2026-10-19: 48.27%2026-10-20: 43.76%2026-10-21: 46.18%2026-10-22: 44.40%2026-10-23: 45.18%2026-10-26: 44.85%2026-10-27: 45.49%2026-10-28: 42.65%2026-10-29: 45.17%2026-10-30: 47.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.27%
43.76%
46.18%
44.40%
45.18%
44.85%
45.49%
42.65%
45.17%
47.49%