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AdvisorShares Pure Cannabis ETF YOLO

i

Market dataready · fetched 2026-11-12T03:17:53.454Z

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 · 2026-11-12T01:00:00.087865641Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:17:52.827618+00:00

Share price$2.66
1D-1.3%
AH$2.64$2.66$2.68$2.70$2.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYOLO
Sold putSold callAH

AdvisorShares Pure Cannabis ETF options

Live interpolated YOLO call and put midpoint premiums by absolute delta.AdvisorShares Pure Cannabis ETF$0.23$0.37$0.50$0.64$0.78$2.19$2.45$2.72$2.98$3.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive YOLO spot · $2.66YOLO PRICE$0.28$0.34$0.41$0.48$0.54$0.61$0.67$0.74$0.24$0.26$0.26$0.27$0.28$0.28$0.29$0.30$0.31
Puts——
Calls——
Skew——
Implied moveBullish±$0.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.89409.3%38.1%
25Δ2.05349.5%32.5%
30Δ2.13326.8%29.9%
35Δ2.20304.2%27.4%
40Δ2.27281.5%24.9%
45Δ2.74162.0%13.3%2.35258.8%22.4%
50Δ2.64173.0%12.1%2.42236.2%19.9%
55Δ2.54184.1%10.9%2.50213.5%17.4%
60Δ2.44195.1%9.8%2.57190.9%14.9%
65Δ2.35206.2%8.6%
70Δ2.25217.2%7.4%
75Δ2.15228.3%6.2%
80Δ2.05239.4%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.89
IV
409.3%
B/E move
38.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
349.5%
B/E move
32.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.13
IV
326.8%
B/E move
29.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.20
IV
304.2%
B/E move
27.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.27
IV
281.5%
B/E move
24.9%

45Δ

Calls
Pseudo strike
2.74
IV
162.0%
B/E move
13.3%
Puts
Pseudo strike
2.35
IV
258.8%
B/E move
22.4%

50Δ

Calls
Pseudo strike
2.64
IV
173.0%
B/E move
12.1%
Puts
Pseudo strike
2.42
IV
236.2%
B/E move
19.9%

55Δ

Calls
Pseudo strike
2.54
IV
184.1%
B/E move
10.9%
Puts
Pseudo strike
2.50
IV
213.5%
B/E move
17.4%

60Δ

Calls
Pseudo strike
2.44
IV
195.1%
B/E move
9.8%
Puts
Pseudo strike
2.57
IV
190.9%
B/E move
14.9%

65Δ

Calls
Pseudo strike
2.35
IV
206.2%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.25
IV
217.2%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.15
IV
228.3%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.05
IV
239.4%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend137.05%
Daily EOD
YOLO136.9%137.1%137.2%2026-10-21: 137.05%Oct 21
1 observations2026-10-21 — 2026-10-21
Table
DateIV (%)
137.05%