BenzingaT3·4mo ago
MSOS AdvisorShares Pure US Cannabis ETF
ETF 4.05 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
MSOS
$4.05
—
Key stats
$4.05
- 52-Week Range
- $2.96 – $7.25
- YTD
- -15.45%
- IV Rank (30D)
- 40.29
- Straddle Price
- $0.64
- P/C Vol Ratio
- 0.10
- Open
- $4.15
- Day Range
- $4.02 – $4.27
- Volume
- 4,290,209
- Prev Close
- $4.13
About
AdvisorShares Pure US Cannabis ETF (MSOS) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2020-09-01
- Has Options
- Yes
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
- Expense ratio
- 0.78% prospectus, filed Oct 28, 2025
- Assets
- $1.0B SEC filing, Jun 30, 2026
- Trailing yield
- — paid annual
- Average daily volume
- $25M 30 sessions
- Holdings
- 61 top 10 are 32.1%
- Listed
- Sep 1, 2020 NYSE Arca
- Last fee change
- +1 bp filed Oct 28, 2025
Cost8
Liquidity80
Scale75
Diversification1
Stated objective. The AdvisorShares Pure US Cannabis ETF (the Fund) seeks long-term capital appreciation. (from the fund's prospectus)
Fund flows
through Jun 2026SEC filings- Jun 2026
- $0 latest reported month
- Latest 3 months
- +$11M +1.0% of assets
- Latest 12 months
- +$352M +33.6% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | $0 |
| May 2026 | −$12M |
| Apr 2026 | +$23M |
| Mar 2026 | +$13M |
| Feb 2026 | +$14M |
| Jan 2026 | $0 |
| Dec 2025 | +$79M |
| Nov 2025 | −$11M |
| Oct 2025 | +$28M |
| Sep 2025 | +$28M |
| Aug 2025 | +$159M |
| Jul 2025 | +$29M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 71 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| MJAmplify Alternative Harvest ETF | — | 0.75% | $98M | −36.7% | compare |
| CNBSAmplify Seymour Cannabis ETF | — | 0.76% | $64M | −20.8% | compare |
| PSILAdvisorShares Psychedelics ETF | — | 1.00% | $44M | −2.6% | compare |
| YOLOAdvisorShares Pure Cannabis ETF | — | 0.51% | $30M | −24.9% | compare |
| WEEDRoundhill Cannabis ETF | — | 0.41% | $9.2M | −7.6% | compare |
The largest other funds in the Cannabis category.
Look-through: what the holdings say
weights as of Jun 30, 2026SEC filing- Insider buying
- 1% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 0.0% of weight in 7 days; 37.0% in 14
Holdings reporting in the next 14 days
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | TRLVTRULIEVE CANNABIS CORP | — | 9.56% | — |
| Decrease | VFFVILLAGE FARMS INTERNATIONAL INC | 1.51% | 0.31% | −64.5% |
| New position | GLASGLASS HOUSE BRANDS INC | — | 0.93% | — |
| Decrease | TERRASCEND CORP | 3.62% | 2.70% | −14.7% |
| Exit | SNDLSNDL Inc | 0.48% | — | — |
| Decrease | CNTMFFLUENT CORP | 0.02% | 0.01% | −15.2% |
2 new, 1 exited, 0 increased and 3 decreased between the fund's two latest holdings reports; turnover 11.1%. Full holdings and history
Under the hood
fiscal year to Jun 30, 2026SEC census- Authorized participants
- 3 active of 23 with agreements; top 3 did 100%
- Created · redeemed
- $398M · $46M over the fiscal year
- Redemptions in kind
- 24% creations 13% in kind
- Creation unit
- 5,000 shares
- Securities lending
- 0.02% of assets on loan on average; earned 0.1 bp
- Diversification status
- Non-diversified may concentrate in fewer issuers
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-06-30
Holdings
61
AUM
$439.7M
Provider
Nport
Inception
2020-09-01
Exchange
ARCX
Data As Of
2026-06-30
Expense Ratio
0.78%
Dividend Yield
—
Distribution
Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2021-12-23 | 2021-12-31 | $0.0700 | CD |
Asset Allocation
Top Holdings
top 50 of 61 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| CURLF | CURALEAF HOLDINGS INC | 12.32% | Equity (common) | CA |
| TRLV | TRULIEVE CANNABIS CORP | 9.56% | Equity (common) | CA |
| — | BLACKROCK TREASURY TRUST | 5.78% | Short-term investment | US |
| — | TERRASCEND CORP | 2.70% | Equity (common) | CA |
| — | MAREX CAPITAL MARKETS INC. | 2.16% | Derivative (equity) | US |
| — | CANTOR FITZGERALD & CO. | 1.08% | Derivative (equity) | US |
| — | MORGAN STANLEY & CO. LLC | 0.94% | Derivative (equity) | US |
| GLAS | GLASS HOUSE BRANDS INC | 0.93% | Equity (common) | CA |
| — | NOMURA SECURITIES INTERNATIONAL, INC. | 0.85% | Derivative (equity) | US |
| — | CANTOR FITZGERALD & CO. | 0.78% | Derivative (equity) | US |
| — | MORGAN STANLEY & CO. LLC | 0.77% | Derivative (equity) | US |
| — | MORGAN STANLEY & CO. LLC | 0.65% | Derivative (equity) | US |
| — | COWEN INC. | 0.54% | Derivative (equity) | US |
| — | MAREX CAPITAL MARKETS INC. | 0.51% | Derivative (equity) | US |
| — | NOMURA INTERNATIONAL PLC | 0.44% | Derivative (equity) | GB |
| — | MORGAN STANLEY & CO. LLC | 0.38% | Derivative (equity) | US |
| — | NOMURA SECURITIES INTERNATIONAL, INC. | 0.35% | Derivative (equity) | US |
| VFF | VILLAGE FARMS INTERNATIONAL INC | 0.31% | Equity (common) | CA |
| — | MORGAN STANLEY & CO. LLC | 0.25% | Derivative (equity) | US |
| — | NOMURA INTERNATIONAL PLC | 0.24% | Derivative (equity) | GB |
| — | MORGAN STANLEY & CO. LLC | 0.23% | Derivative (equity) | US |
| — | CANTOR FITZGERALD & CO. | 0.22% | Derivative (equity) | US |
| — | MORGAN STANLEY & CO. LLC | 0.21% | Derivative (equity) | US |
| — | CANTOR FITZGERALD & CO. | 0.17% | Derivative (equity) | US |
| — | CANTOR FITZGERALD & CO. | 0.15% | Derivative (equity) | US |
| — | MORGAN STANLEY & CO. LLC | 0.11% | Derivative (equity) | US |
| — | NOMURA SECURITIES INTERNATIONAL, INC. | 0.05% | Derivative (equity) | US |
| — | CANTOR FITZGERALD & CO. | 0.05% | Derivative (equity) | US |
| — | NOMURA INTERNATIONAL PLC | 0.04% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | 0.04% | Derivative (equity) | GB |
| — | CANTOR FITZGERALD & CO. | 0.01% | Derivative (equity) | US |
| CNTMF | FLUENT CORP | 0.01% | Equity (common) | CA |
| — | COWEN INC. | 0.01% | Derivative (equity) | US |
| — | NOMURA INTERNATIONAL PLC | 0.01% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | 0.00% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | 0.00% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | 0.00% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | 0.00% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | 0.00% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | 0.00% | Derivative (equity) | GB |
| — | DREY INST PREF GOV MM-M | 0.00% | Short-term investment | US |
| CBDHF | HEMPFUSION WELLNESS INC | 0.00% | Equity (common) | CA |
| — | NOMURA INTERNATIONAL PLC | -0.00% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | -0.00% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | -0.00% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | -0.00% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | -0.01% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | -0.01% | Derivative (equity) | GB |
| — | NOMURA INTERNATIONAL PLC | -0.01% | Derivative (equity) | GB |
| — | COWEN INC. | -0.02% | Derivative (equity) | US |
Geographic Breakdown
Non-Equity Breakdown
AdvisorShares Pure US Cannabis ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-21)
Net assets:
$1.05B
· 61 total positions
· equity 25.83%
· non-equity 16.14%
Non-equity holdings
— 54 positions,
16.14% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Derivative (equity) | 10.36% | $108.5M | 52 |
| Short-term investment | 5.78% | $60.6M | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 10.58% | -18.38% | -2.47% | 38.76% | -16.67% | -15.87% | -0.68% |
| Feb | 10.29% | -4.80% | -5.24% | -14.51% | -8.82% | -5.13% | -4.70% |
| Mar | -13.38% | 1.51% | -13.26% | 12.85% | -13.86% | -2.20% | -4.72% |
| Apr | -0.44% | -26.94% | 1.47% | 9.00% | 22.39% | 38.86% | 7.39% |
| May | -4.70% | -8.15% | -1.78% | -16.20% | -18.58% | -2.38% | -8.63% |
| Jun | -2.75% | -24.62% | 2.78% | -6.03% | -1.63% | -0.59% | -5.47% |
| Jul | -12.86% | 12.77% | -6.64% | 4.57% | 17.92% | -13.05% | 0.45% |
| Aug | -10.05% | 14.59% | 21.84% | -14.25% | 80.84% | 17.58% | 18.43% |
| Sep | -2.89% | -30.06% | 16.59% | 10.31% | -7.17% | -8.32% | -3.59% |
| Oct | -13.45% | 19.05% | -30.00% | -5.31% | -11.26% | -11.20%* | -8.69% |
| Nov | -4.12% | 11.90% | 26.53% | -34.25% | -19.63% | -- | -3.91% |
| Dec | 0.35% | -45.18% | 1.15% | -15.52% | 22.60% | -- | -7.32% |
| Total | -38.21% | -73.67% | -2.43% | -40.22% | 11.05% | -12.45% | -25.99% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $4.36
SMA 50: $4.69
SMA 200: $4.47
Current: $4.04
EMA 12: $4.15
EMA 26: $4.38
MACD: -0.2276 | Signal: -0.0250
BEARISH
ADX (14): 36.07
TREND
+DI: 15.30
−DI: 25.23
Momentum Oscillators
RSI (14): 38.23
NEUTRAL
Stoch %K: 35.35
Stoch %D: 24.16
Williams %R: -62.03
Volume & Volatility
BB Upper: $5.14
BB Lower: $3.59
NEUTRAL
OBV: -3,708,206
Vol SMA 20: 5,349,964
Vol ROC: -43.01%
ATR: $0.23
True Range: $0.25
HV 20: 57.1%
HV 30: 56.5%
HV 60: 52.9%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: BULLISH (Confidence Level: 8/10)
Key Drivers:
- Positive news sentiment surrounding cannabis legalization efforts
- Strong technical signals, including a bullish MACD crossover and rising momentum oscillators
- High volatility, indicating market uncertainty and potential for significant price movements
Primary Risks:
- Regulatory risks associated with cannabis legalization and potential changes to laws and regulations
- Competition in the cannabis industry may impact company performance and stock price
Investment Thesis: MSOS is a high-growth, high-volatility stock that may benefit from positive regulatory developments and strong technical momentum. However, investors should be aware of the significant risks associated with the cannabis industry.
Recent News Sentiment Impact: The recent news headlines have been overwhelmingly positive, driving sentiment to the upside. This has contributed to the bullish technical signals observed in the stock's price action.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Bullish
- Medium-term (1-3 months): Neutral
- Long-term (3-12 months): Bullish
Support/Resistance Levels:
- Key support: $4.69 (SMA 50)
- Key resistance: $5.72 (Bollinger Bands upper band)
Momentum Signals:
- RSI: Neutral (51.21)
- MACD: Bullish (0.18 / Signal: 0.01 / Histogram: 0.17)
- Bollinger Bands: Neutral
Volume Analysis:
- Volume SMA 20: 8227956.85
- On-Balance Volume (OBV): 48973090.80
- Volume Rate of Change: 25.67%
News & Sentiment Analysis
Recent Headlines Summary:
- Positive news headlines surrounding cannabis legalization efforts and company performance
Sentiment Assessment: Aggregate sentiment is positive, with 4 out of 6 recent headlines having a positive tone.
Catalyst Identification:
- Regulatory changes and potential legalization developments
- Company-specific catalysts, such as earnings announcements or product launches
Market Narrative: The news sentiment has driven the market's narrative to the upside, aligning with the technical signals observed in MSOS' price action.
Risk & Volatility Assessment
Risk Metrics:
- Beta: 1.34 (vs SPY)
- Alpha: 1.12
- Correlation: 0.15
- Stock Volatility: 1.13
Interpretation: High volatility - stock moves more than market
Options Market Signals:
- IV Rank: Medium (68.4%)
- Current IV: 184.2%
- Expected Move: $1.03 (28 DTE), 7-DTE: $0.29
- Volume Flow: 257 calls vs 154 puts
- Open Interest: 1,561 calls vs 334 puts
- Put/Call Volume Ratio: 0.60 (Bullish sentiment)
- Put/Call OI Ratio: 0.21
Downside Protection:
- Key support levels: $4.69 (SMA 50) and $4.14 (Bollinger Bands lower band)
Market Context & Positioning
Sector Performance:
- Relative strength vs sector/market: Neutral
Institutional Activity:
- Volume patterns suggesting institutional interest
Correlation Analysis:
- How stock moves relative to market (R-squared interpretation): 0.15 - low correlation
Relative Valuation:
- Position within trading range: Bullish
Key Levels & Action Items
Critical Price Levels:
- Support/resistance levels: $4.69 (SMA 50) and $5.72 (Bollinger Bands upper band)
Breakout/Breakdown Levels:
- Technical levels that could trigger significant moves: $5.04 (current price), $4.93 (SMA 20), and $4.14 (Bollinger Bands lower band)
Time-Sensitive Catalysts:
- Regulatory changes and potential legalization developments
Risk Management:
- Stop-loss levels: $4.69 (SMA 50) and $4.14 (Bollinger Bands lower band)
- Position sizing considerations: Adjust position size based on market volatility and risk tolerance.
Generated
News
All MSOS news →
The Motley FoolT3·6mo ago
Investing.comT3·6mo ago
BenzingaT3·9mo ago
BenzingaT3·9mo ago
BenzingaT3·10mo ago
BenzingaT3·10mo ago
The Motley FoolT3·12mo ago
BenzingaT3·12mo ago
The Motley FoolT3·14mo ago
Showing 1–10 of 50
Page 1 of 5
MSOS Options Activity & IV Rank
MSOS IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 71.7%
7-DTE IV: 72.4%
Expected Move: $0.64
7-DTE Move: $0.35
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 1,793
Put Volume: 174
P/C Volume: 0.097
BULLISH
Call OI: 125,680
Put OI: 4,328
P/C OI: 0.034
Total OI: 130,008
ATM Options Pricing
ATM Call: $0.34
ATM Put: $0.30
Call %: 8.3%
Put %: 7.5%
Chain Summary
Chain Volume: 47,579
Chain OI: 661,127
Last Updated: 10/22/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 23rd percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
23%
vs own history
GEX tilt
+0.07
OI-weighted, today
Vanna tilt
+0.62
δ-sensitivity to IV
Charm tilt
-0.35
δ-decay vs time
Vanna tilt +0.62: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.35: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 31 ATM contracts, 72k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
ATM 65.8% / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM 70.3% / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)47.0MediumOct 22
IV Rank (30 DTE)40.3MediumOct 22
Straddle Price (30 DTE)$0.64Oct 22
Beta Analysis
Risk Metrics
Beta: 1.2155
Alpha: 18.99%
Correlation: 0.1580
R-Squared: 2.5%
Stock Volatility: 98.1%
Market Volatility: 12.8%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
High volatility - stock moves more than market
Beta & Alpha Over Time
MSOS Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
13 filers$80.57M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Anson Funds Management LP | $27.04M | 33.56% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $12.90M | 16.01% | 2026-06-30 |
| 3 | Two Seas Capital LP | $10.06M | 12.48% | 2026-09-30 |
| 4 | Citigroup Inc. Custodian | $9.09M | 11.28% | 2026-06-30 |
| 5 | Citadel Advisors LLC Custodian | $8.29M | 10.29% | 2026-06-30 |
| 6 | Wolverine Trading, LLC Custodian | $7.25M | 9.00% | 2025-09-30 |
| 7 | Centiva Capital, LP | $2.76M | 3.43% | 2026-06-30 |
| 8 | Caption Management, LLC | $1.11M | 1.38% | 2026-06-30 |
| 9 | J. Goldman & Co LP | $1.02M | 1.27% | 2026-06-30 |
| 10 | Walleye Trading LLC | $602.49K | 0.75% | 2026-06-30 |
| 11 | Jane Street Group, LLC Custodian | $255.02K | 0.32% | 2026-06-30 |
| 12 | Venture Visionary Partners LLC | $176.73K | 0.22% | 2026-09-30 |
| 13 | FNY Investment Advisers, LLC | $0 | 0.00% | 2026-09-30 |
6 filers$30.23M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $16.08M | 53.18% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $7.15M | 23.65% | 2026-06-30 |
| 3 | Jane Street Group, LLC Custodian | $4.26M | 14.10% | 2026-06-30 |
| 4 | Walleye Trading LLC | $1.44M | 4.77% | 2026-06-30 |
| 5 | Wolverine Trading, LLC Custodian | $1.28M | 4.25% | 2025-09-30 |
| 6 | Bank of Montreal Custodian | $14.73K | 0.05% | 2026-06-30 |
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
7.46M
SI % of Float
—
Days to Cover
1.15
Short Vol Ratio
33.5%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
MSOS Constituent Performance
Click any bar to view the full quote for that stock.