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AdvisorShares Psychedelics ETF PSIL

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Market datapartial · fetched 2026-10-22T23:05:34.412Z

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 · 2026-10-22T22:30:00.003503367Z

FundamentalsAlpha Vantage · unavailable

Share price$20.93
1D+0.6%
AH$20.77$20.88$20.99$21.10$21.215:30 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$0.35$1.06$1.77$2.49$3.20$17.44$19.20$20.96$22.73$24.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSIL spot · $20.93PSIL PRICE$0.75$0.43$0.49$0.57$0.65$0.75$0.84$0.99$1.19$1.39$1.56$1.68$1.79$0.55$0.63$0.53$0.64$0.83$1.01$1.17$1.29$1.42$1.57$1.99$2.42$2.99
PutsFair1.00×
CallsExpensive1.08×
SkewBullish-0.69 pp
Implied moveBearish±$2.00
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.14139.2%57.1%17.9775.3%16.7%
25Δ23.4952.4%14.3%18.8465.9%13.0%
30Δ22.7446.9%11.0%19.7845.2%8.0%
35Δ22.2243.8%8.9%20.2441.6%6.4%
40Δ21.8141.5%7.3%20.5543.8%5.8%
45Δ21.4739.7%6.1%20.8646.0%5.2%
50Δ21.1438.0%5.0%21.1645.7%4.5%
55Δ20.8238.0%4.2%21.4543.4%3.7%
60Δ20.5139.2%3.7%21.7441.1%2.9%
65Δ20.2040.5%3.2%22.0639.4%2.1%
70Δ19.9340.2%2.7%22.5542.1%1.8%
75Δ19.7137.0%2.2%23.0544.8%1.4%
80Δ19.5033.8%1.7%23.7146.9%1.0%

20Δ

Calls
Pseudo strike
32.14
IV
139.2%
B/E move
57.1%
Puts
Pseudo strike
17.97
IV
75.3%
B/E move
16.7%

25Δ

Calls
Pseudo strike
23.49
IV
52.4%
B/E move
14.3%
Puts
Pseudo strike
18.84
IV
65.9%
B/E move
13.0%

30Δ

Calls
Pseudo strike
22.74
IV
46.9%
B/E move
11.0%
Puts
Pseudo strike
19.78
IV
45.2%
B/E move
8.0%

35Δ

Calls
Pseudo strike
22.22
IV
43.8%
B/E move
8.9%
Puts
Pseudo strike
20.24
IV
41.6%
B/E move
6.4%

40Δ

Calls
Pseudo strike
21.81
IV
41.5%
B/E move
7.3%
Puts
Pseudo strike
20.55
IV
43.8%
B/E move
5.8%

45Δ

Calls
Pseudo strike
21.47
IV
39.7%
B/E move
6.1%
Puts
Pseudo strike
20.86
IV
46.0%
B/E move
5.2%

50Δ

Calls
Pseudo strike
21.14
IV
38.0%
B/E move
5.0%
Puts
Pseudo strike
21.16
IV
45.7%
B/E move
4.5%

55Δ

Calls
Pseudo strike
20.82
IV
38.0%
B/E move
4.2%
Puts
Pseudo strike
21.45
IV
43.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
20.51
IV
39.2%
B/E move
3.7%
Puts
Pseudo strike
21.74
IV
41.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
20.20
IV
40.5%
B/E move
3.2%
Puts
Pseudo strike
22.06
IV
39.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
19.93
IV
40.2%
B/E move
2.7%
Puts
Pseudo strike
22.55
IV
42.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
19.71
IV
37.0%
B/E move
2.2%
Puts
Pseudo strike
23.05
IV
44.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
19.50
IV
33.8%
B/E move
1.7%
Puts
Pseudo strike
23.71
IV
46.9%
B/E move
1.0%

Options history

No recorded observations