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Avantis International Equity ETF AVDE

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Market datapartial · fetched 2026-10-23T04:26:04.174Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.080677624Z

FundamentalsAlpha Vantage · unavailable

Share price$89.24
1D-0.2%
AH$88.90$89.07$89.24$89.41$89.585:30 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$1.60$2.56$3.52$4.48$83.36$86.24$89.11$91.99$94.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVDE spot · $89.24AVDE PRICE$0.74$0.80$0.89$1.00$1.14$1.28$1.50$1.75$2.05$2.37$2.85$3.44$4.20$0.84$0.94$1.02$1.13$1.23$1.35$1.53$1.73$2.05$2.37$2.68$3.00$3.66
PutsCheap0.92×
CallsExpensive1.06×
SkewBullish-0.47 pp
Implied moveBalanced±$3.04
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.2328.3%8.7%83.8929.1%6.9%
25Δ93.6122.3%5.8%85.7224.3%5.0%
30Δ92.2719.2%4.4%87.0020.9%3.7%
35Δ91.4117.5%3.6%87.8718.7%2.8%
40Δ90.7116.5%2.9%88.5516.9%2.2%
45Δ90.1015.6%2.4%89.1415.5%1.6%
50Δ89.5915.5%2.1%89.5915.0%1.3%
55Δ89.1115.6%1.8%90.0414.6%1.0%
60Δ88.6015.7%1.6%90.5414.8%0.8%
65Δ88.0815.9%1.4%91.0315.0%0.6%
70Δ87.4516.6%1.2%91.5214.6%0.5%
75Δ86.7217.4%1.0%92.0014.3%0.3%
80Δ85.8218.6%0.9%92.7714.9%0.1%

20Δ

Calls
Pseudo strike
96.23
IV
28.3%
B/E move
8.7%
Puts
Pseudo strike
83.89
IV
29.1%
B/E move
6.9%

25Δ

Calls
Pseudo strike
93.61
IV
22.3%
B/E move
5.8%
Puts
Pseudo strike
85.72
IV
24.3%
B/E move
5.0%

30Δ

Calls
Pseudo strike
92.27
IV
19.2%
B/E move
4.4%
Puts
Pseudo strike
87.00
IV
20.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
91.41
IV
17.5%
B/E move
3.6%
Puts
Pseudo strike
87.87
IV
18.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
90.71
IV
16.5%
B/E move
2.9%
Puts
Pseudo strike
88.55
IV
16.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
90.10
IV
15.6%
B/E move
2.4%
Puts
Pseudo strike
89.14
IV
15.5%
B/E move
1.6%

50Δ

Calls
Pseudo strike
89.59
IV
15.5%
B/E move
2.1%
Puts
Pseudo strike
89.59
IV
15.0%
B/E move
1.3%

55Δ

Calls
Pseudo strike
89.11
IV
15.6%
B/E move
1.8%
Puts
Pseudo strike
90.04
IV
14.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
88.60
IV
15.7%
B/E move
1.6%
Puts
Pseudo strike
90.54
IV
14.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
88.08
IV
15.9%
B/E move
1.4%
Puts
Pseudo strike
91.03
IV
15.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
87.45
IV
16.6%
B/E move
1.2%
Puts
Pseudo strike
91.52
IV
14.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
86.72
IV
17.4%
B/E move
1.0%
Puts
Pseudo strike
92.00
IV
14.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
85.82
IV
18.6%
B/E move
0.9%
Puts
Pseudo strike
92.77
IV
14.9%
B/E move
0.1%

Options history

AVDE14.5714.5914.612026-10-20: 14.60%2026-10-21: 14.59%Oct 20Oct 21
Table
DateIV
14.60%
14.59%