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Avantis International Small Cap Value ETF AVDV

i

Market dataready · fetched 2026-10-22T18:29:12.425Z

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 · 2026-10-22T18:28:24.371537588Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:29:10.033988+00:00

Share price$105.77
1D-0.5%
$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$0.42$1.91$3.39$4.87$6.36$98.69$102.14$105.60$109.05$112.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVDV spot · $105.77AVDV PRICE$1.13$1.04$1.35$1.65$1.89$2.24$2.63$2.92$3.69$5.46$5.93$0.58$0.97$1.36$1.60$1.77$1.67$1.56$1.65$1.74$2.12$2.56$3.27$3.98
PutsCheap0.81×
CallsFair1.00×
SkewBullish-2.42 pp
Implied moveBullish±$3.45
TiltBullish9.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.0117.1%4.1%
25Δ102.4419.8%4.1%
30Δ109.5620.5%4.7%102.8722.6%4.0%
35Δ107.9415.0%3.0%103.7022.1%3.5%
40Δ107.4116.1%2.8%104.7020.3%2.7%
45Δ106.8616.8%2.6%105.5216.4%1.8%
50Δ106.2216.3%2.2%106.1412.9%1.1%
55Δ105.5816.5%1.9%106.5411.7%0.8%
60Δ104.9516.9%1.7%106.9410.6%0.5%
65Δ104.3616.3%1.4%107.4711.0%0.4%
70Δ103.4417.9%1.3%108.0211.7%0.3%
75Δ101.7223.4%1.3%108.8412.5%0.2%
80Δ100.9121.9%1.0%109.6513.3%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.01
IV
17.1%
B/E move
4.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.44
IV
19.8%
B/E move
4.1%

30Δ

Calls
Pseudo strike
109.56
IV
20.5%
B/E move
4.7%
Puts
Pseudo strike
102.87
IV
22.6%
B/E move
4.0%

35Δ

Calls
Pseudo strike
107.94
IV
15.0%
B/E move
3.0%
Puts
Pseudo strike
103.70
IV
22.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
107.41
IV
16.1%
B/E move
2.8%
Puts
Pseudo strike
104.70
IV
20.3%
B/E move
2.7%

45Δ

Calls
Pseudo strike
106.86
IV
16.8%
B/E move
2.6%
Puts
Pseudo strike
105.52
IV
16.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
106.22
IV
16.3%
B/E move
2.2%
Puts
Pseudo strike
106.14
IV
12.9%
B/E move
1.1%

55Δ

Calls
Pseudo strike
105.58
IV
16.5%
B/E move
1.9%
Puts
Pseudo strike
106.54
IV
11.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
104.95
IV
16.9%
B/E move
1.7%
Puts
Pseudo strike
106.94
IV
10.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
104.36
IV
16.3%
B/E move
1.4%
Puts
Pseudo strike
107.47
IV
11.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
103.44
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
108.02
IV
11.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
101.72
IV
23.4%
B/E move
1.3%
Puts
Pseudo strike
108.84
IV
12.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
100.91
IV
21.9%
B/E move
1.0%
Puts
Pseudo strike
109.65
IV
13.3%
B/E move
0.1%

Options history

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