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AdvisorShares Focused Equity ETF CWS

i

Market dataready · fetched 2026-11-06T14:13:38.173Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-06T01:00:00.098976789Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:13:36.744968+00:00

Share price$67.03
1D-2.9%
AH$66.85$67.43$68.01$68.58$69.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCWS
Sold putSold callAH

AdvisorShares Focused Equity ETF options

Live interpolated CWS call and put midpoint premiums by absolute delta.AdvisorShares Focused Equity ETF$2.38$3.50$4.62$5.74$6.86$59.83$63.77$67.70$71.64$75.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CWS spot · $67.03CWS PRICE$2.50$2.60$2.80$3.44$4.14$5.21$6.54$2.70$2.80$2.94$3.06$3.17
Puts——
Calls——
Skew——
Implied moveBullish±$6.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ74.2326.1%14.5%65.0323.6%7.0%
40Δ71.6522.3%10.8%66.5220.4%4.9%
45Δ70.0120.0%8.6%67.6918.1%3.4%
50Δ68.9221.1%7.9%68.6016.2%2.2%
55Δ67.7021.9%7.2%69.3514.4%1.3%
60Δ66.3624.1%6.8%
65Δ64.7426.7%6.3%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
74.23
IV
26.1%
B/E move
14.5%
Puts
Pseudo strike
65.03
IV
23.6%
B/E move
7.0%

40Δ

Calls
Pseudo strike
71.65
IV
22.3%
B/E move
10.8%
Puts
Pseudo strike
66.52
IV
20.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
70.01
IV
20.0%
B/E move
8.6%
Puts
Pseudo strike
67.69
IV
18.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
68.92
IV
21.1%
B/E move
7.9%
Puts
Pseudo strike
68.60
IV
16.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
67.70
IV
21.9%
B/E move
7.2%
Puts
Pseudo strike
69.35
IV
14.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
66.36
IV
24.1%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
64.74
IV
26.7%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.26%
Daily EOD
CWS18.6%19.8%21.0%2026-10-19: 19.16%2026-10-20: 19.07%2026-10-21: 18.75%2026-10-22: 20.82%2026-10-23: 19.02%2026-10-26: 20.53%2026-10-27: 18.98%2026-10-28: 19.21%2026-10-29: 19.45%2026-10-30: 20.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.16%
19.07%
18.75%
20.82%
19.02%
20.53%
18.98%
19.21%
19.45%
20.26%