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Avantis International Small Cap Value ETF AVDV

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Market datapartial · fetched 2026-10-22T15:46:37.732Z

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 · 2026-10-22T15:46:22.211130188Z

FundamentalsAlpha Vantage · unavailable

Share price$105.44
1D-0.9%
$105.25$105.57$105.88$106.19$106.505:30 AM6:30 AM9:00 AM1:00 PMAVDV
Sold putSold call

Avantis International Small Cap Value ETF options

Live interpolated AVDV call and put midpoint premiums by absolute delta.Avantis International Small Cap Value ETF$0.52$1.92$3.31$4.71$6.10$98.20$101.88$105.56$109.24$112.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVDV spot · $105.44AVDV PRICE$0.67$0.92$1.13$1.32$1.49$1.69$1.96$2.45$3.07$3.75$4.61$5.70$1.15$1.26$1.61$1.81$1.61$1.57$1.64$1.71$2.13$3.07$2.69
PutsCheap0.69×
CallsExpensive1.11×
SkewBullish-6.46 pp
Implied moveBullish±$3.57
TiltBullish17.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.0519.6%6.0%
25Δ110.2620.9%5.4%
30Δ109.2420.6%4.7%102.8919.7%3.5%
35Δ108.1919.4%3.9%103.8917.6%2.7%
40Δ107.3018.1%3.2%104.5618.2%2.4%
45Δ106.5617.3%2.7%105.1817.7%2.0%
50Δ105.8817.0%2.3%105.7713.5%1.2%
55Δ105.2118.2%2.1%106.1911.2%0.8%
60Δ104.3919.5%1.9%106.5010.2%0.5%
65Δ103.5120.9%1.7%106.819.2%0.3%
70Δ102.4622.5%1.5%107.399.5%0.2%
75Δ101.1724.5%1.4%108.3511.8%0.1%
80Δ108.179.1%0.0%

20Δ

Calls
Pseudo strike
111.05
IV
19.6%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
110.26
IV
20.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
109.24
IV
20.6%
B/E move
4.7%
Puts
Pseudo strike
102.89
IV
19.7%
B/E move
3.5%

35Δ

Calls
Pseudo strike
108.19
IV
19.4%
B/E move
3.9%
Puts
Pseudo strike
103.89
IV
17.6%
B/E move
2.7%

40Δ

Calls
Pseudo strike
107.30
IV
18.1%
B/E move
3.2%
Puts
Pseudo strike
104.56
IV
18.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
106.56
IV
17.3%
B/E move
2.7%
Puts
Pseudo strike
105.18
IV
17.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
105.88
IV
17.0%
B/E move
2.3%
Puts
Pseudo strike
105.77
IV
13.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
105.21
IV
18.2%
B/E move
2.1%
Puts
Pseudo strike
106.19
IV
11.2%
B/E move
0.8%

60Δ

Calls
Pseudo strike
104.39
IV
19.5%
B/E move
1.9%
Puts
Pseudo strike
106.50
IV
10.2%
B/E move
0.5%

65Δ

Calls
Pseudo strike
103.51
IV
20.9%
B/E move
1.7%
Puts
Pseudo strike
106.81
IV
9.2%
B/E move
0.3%

70Δ

Calls
Pseudo strike
102.46
IV
22.5%
B/E move
1.5%
Puts
Pseudo strike
107.39
IV
9.5%
B/E move
0.2%

75Δ

Calls
Pseudo strike
101.17
IV
24.5%
B/E move
1.4%
Puts
Pseudo strike
108.35
IV
11.8%
B/E move
0.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.17
IV
9.1%
B/E move
0.0%

Options history

AVDV15.2815.5415.802026-10-20: 15.76%2026-10-21: 15.31%Oct 20Oct 21
Table
DateIV
15.76%
15.31%