AdvisorShares MSOS Daily Leveraged ETF (MSOX) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
AdvisorShares MSOS Daily Leveraged ETF (MSOX) operates in the Financial Services sector, specifically the Asset Management - Leveraged industry, with a market capitalization near $20.2M, listed on AMEX, carrying a beta of 1.30 to the broader market. The fund will enter into one or more swap agreements intended to produce economically-leveraged investment results relative to the returns of the US Cannabis ETF. public since 2022-08-24.
Snapshot as of May 15, 2026.
- Spot Price
- $2.77
- ATM IV
- 125.9%
- HV 20-Day
- 215.1%
- HV 60-Day
- 168.1%
- IV Rank
- 32.1%
- IV Percentile
- 4.8%
As of May 15, 2026, AdvisorShares MSOS Daily Leveraged ETF (MSOX) ATM implied volatility is 125.9%. 20-day realized volatility is 215.1%, producing an IV-HV spread of -89.2 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 32.1%.
How MSOX iv/hv history Data Feeds Strategy Selection
Strategy selection on AdvisorShares MSOS Daily Leveraged ETF options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 125.9% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked MSOX iv/hv history questions
- Is MSOX options pricing rich or cheap right now?
- As of May 15, 2026, AdvisorShares MSOS Daily Leveraged ETF (MSOX) ATM IV is 125.9% against 20-day realized volatility of 215.1%. IV rank is 32.1%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
- What is the MSOX variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. MSOX is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does MSOX IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. MSOX's current rank of 32.1% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.