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Avantis International Equity ETF AVDE

i

Market dataready · fetched 2026-11-12T04:07:24.988Z

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 · 2026-11-12T01:00:00.072956889Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T04:07:24.498472+00:00

Share price$89.97
1D-1.6%
AH$89.23$89.82$90.42$91.02$91.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVDE
Sold putSold callAH

Avantis International Equity ETF options

Live interpolated AVDE call and put midpoint premiums by absolute delta.Avantis International Equity ETF$0.64$1.45$2.27$3.09$3.91$85.16$87.63$90.11$92.58$95.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVDE spot · $89.97AVDE PRICE$0.72$0.75$0.78$0.83$0.91$0.99$1.07$1.16$1.24$1.32$1.41$1.58$1.79$0.75$0.81$0.87$0.92$0.98$1.05$1.15$1.32$1.49$1.75$2.16$2.71$3.67
PutsCheap0.94×
CallsCheap0.78×
SkewBearish+2.89 pp
Implied moveBearish±$2.23
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.6450.0%8.2%84.9846.7%6.4%
25Δ93.8337.5%5.1%86.7038.1%4.5%
30Δ92.4330.2%3.6%87.8532.1%3.3%
35Δ91.5826.0%2.7%88.6427.8%2.5%
40Δ90.9623.4%2.1%89.2324.5%1.9%
45Δ90.5521.6%1.7%89.6922.1%1.5%
50Δ90.1319.8%1.4%90.1120.3%1.1%
55Δ89.8318.4%1.1%90.4419.7%0.9%
60Δ89.5717.0%0.9%90.7819.1%0.8%
65Δ89.3115.7%0.7%91.1819.2%0.6%
70Δ89.0614.4%0.5%91.6820.5%0.5%
75Δ88.7813.7%0.4%92.3122.4%0.4%
80Δ88.5013.2%0.4%93.3326.2%0.3%

20Δ

Calls
Pseudo strike
96.64
IV
50.0%
B/E move
8.2%
Puts
Pseudo strike
84.98
IV
46.7%
B/E move
6.4%

25Δ

Calls
Pseudo strike
93.83
IV
37.5%
B/E move
5.1%
Puts
Pseudo strike
86.70
IV
38.1%
B/E move
4.5%

30Δ

Calls
Pseudo strike
92.43
IV
30.2%
B/E move
3.6%
Puts
Pseudo strike
87.85
IV
32.1%
B/E move
3.3%

35Δ

Calls
Pseudo strike
91.58
IV
26.0%
B/E move
2.7%
Puts
Pseudo strike
88.64
IV
27.8%
B/E move
2.5%

40Δ

Calls
Pseudo strike
90.96
IV
23.4%
B/E move
2.1%
Puts
Pseudo strike
89.23
IV
24.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
90.55
IV
21.6%
B/E move
1.7%
Puts
Pseudo strike
89.69
IV
22.1%
B/E move
1.5%

50Δ

Calls
Pseudo strike
90.13
IV
19.8%
B/E move
1.4%
Puts
Pseudo strike
90.11
IV
20.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
89.83
IV
18.4%
B/E move
1.1%
Puts
Pseudo strike
90.44
IV
19.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
89.57
IV
17.0%
B/E move
0.9%
Puts
Pseudo strike
90.78
IV
19.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
89.31
IV
15.7%
B/E move
0.7%
Puts
Pseudo strike
91.18
IV
19.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
89.06
IV
14.4%
B/E move
0.5%
Puts
Pseudo strike
91.68
IV
20.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
88.78
IV
13.7%
B/E move
0.4%
Puts
Pseudo strike
92.31
IV
22.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
88.50
IV
13.2%
B/E move
0.4%
Puts
Pseudo strike
93.33
IV
26.2%
B/E move
0.3%

Options history

IV · four-Friday blend15.58%
Daily EOD
AVDE14.5%15.4%16.3%2026-10-19: 15.19%2026-10-20: 14.60%2026-10-21: 14.59%2026-10-22: 15.40%2026-10-23: 15.76%2026-10-26: 15.74%2026-10-27: 15.63%2026-10-28: 15.09%2026-10-29: 16.13%2026-10-30: 15.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.19%
14.60%
14.59%
15.40%
15.76%
15.74%
15.63%
15.09%
16.13%
15.58%