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AdvisorShares Pure Cannabis ETF YOLO

i

Market dataready · fetched 2026-11-07T08:06:21.721Z

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 · 2026-11-07T01:00:00.082423847Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:06:21.254444+00:00

Share price$2.77
1D-0.5%
AH$2.74$2.77$2.80$2.84$2.875:30 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$0.25$0.42$0.59$0.76$0.93$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ 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 PRICEYOLO PRICE$0.27$0.36$0.45$0.53$0.62$0.71$0.79$0.88$0.32$0.36
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.95376.7%41.2%
25Δ
30Δ
35Δ
40Δ
45Δ2.79119.0%10.6%
50Δ2.69135.1%9.9%
55Δ2.58151.3%9.3%
60Δ2.48167.5%8.6%
65Δ2.37183.7%7.9%
70Δ2.26199.9%7.3%3.0778.7%2.4%
75Δ2.16216.0%6.6%
80Δ2.05232.2%5.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.95
IV
376.7%
B/E move
41.2%

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

40Δ

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

45Δ

Calls
Pseudo strike
2.79
IV
119.0%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.69
IV
135.1%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.58
IV
151.3%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.48
IV
167.5%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.37
IV
183.7%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.26
IV
199.9%
B/E move
7.3%
Puts
Pseudo strike
3.07
IV
78.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
2.16
IV
216.0%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.05
IV
232.2%
B/E move
5.9%
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%