IntraAlpha
Create free account Start free

Avantis International Small Cap Value ETF AVDV

i

Market datapartial · fetched 2026-10-22T21:02:35.729Z

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 · 2026-10-22T20:55:21.993302033Z

FundamentalsAlpha Vantage · unavailable

Share price$106.00
1D-0.3%
AH$105.19$105.73$106.27$106.81$107.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVDV
Sold putSold callAH

Avantis International Small Cap Value ETF options

Live interpolated AVDV call and put midpoint premiums by absolute delta.Avantis International Small Cap Value ETF$0.47$1.86$3.24$4.63$6.01$98.90$102.36$105.81$109.26$112.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVDV spot · $106.00AVDV PRICE$0.88$0.95$1.10$1.05$1.27$1.58$1.81$2.07$2.45$2.76$3.02$4.58$5.62$0.62$0.98$1.33$1.50$1.81$1.58$1.61$1.71$2.03$2.50$3.81$4.14$4.87
PutsCheap0.87×
CallsFair0.99×
SkewBullish-1.08 pp
Implied moveBullish±$3.41
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.8727.4%8.3%102.0617.9%4.3%
25Δ111.1522.0%5.8%102.5420.3%4.2%
30Δ109.6719.8%4.5%103.0422.6%4.0%
35Δ108.2415.4%3.1%104.1420.7%3.2%
40Δ107.5414.9%2.6%104.9620.5%2.7%
45Δ107.0415.9%2.5%105.8115.4%1.7%
50Δ106.4515.6%2.1%106.3613.2%1.2%
55Δ105.8515.3%1.8%106.8212.1%0.8%
60Δ105.2515.6%1.6%107.3512.2%0.6%
65Δ104.6915.3%1.4%107.9313.1%0.5%
70Δ104.1614.6%1.1%109.1917.2%0.6%
75Δ102.6319.4%1.1%109.7716.2%0.4%
80Δ101.4320.7%1.0%110.6816.4%0.2%

20Δ

Calls
Pseudo strike
113.87
IV
27.4%
B/E move
8.3%
Puts
Pseudo strike
102.06
IV
17.9%
B/E move
4.3%

25Δ

Calls
Pseudo strike
111.15
IV
22.0%
B/E move
5.8%
Puts
Pseudo strike
102.54
IV
20.3%
B/E move
4.2%

30Δ

Calls
Pseudo strike
109.67
IV
19.8%
B/E move
4.5%
Puts
Pseudo strike
103.04
IV
22.6%
B/E move
4.0%

35Δ

Calls
Pseudo strike
108.24
IV
15.4%
B/E move
3.1%
Puts
Pseudo strike
104.14
IV
20.7%
B/E move
3.2%

40Δ

Calls
Pseudo strike
107.54
IV
14.9%
B/E move
2.6%
Puts
Pseudo strike
104.96
IV
20.5%
B/E move
2.7%

45Δ

Calls
Pseudo strike
107.04
IV
15.9%
B/E move
2.5%
Puts
Pseudo strike
105.81
IV
15.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
106.45
IV
15.6%
B/E move
2.1%
Puts
Pseudo strike
106.36
IV
13.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
105.85
IV
15.3%
B/E move
1.8%
Puts
Pseudo strike
106.82
IV
12.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
105.25
IV
15.6%
B/E move
1.6%
Puts
Pseudo strike
107.35
IV
12.2%
B/E move
0.6%

65Δ

Calls
Pseudo strike
104.69
IV
15.3%
B/E move
1.4%
Puts
Pseudo strike
107.93
IV
13.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
104.16
IV
14.6%
B/E move
1.1%
Puts
Pseudo strike
109.19
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
102.63
IV
19.4%
B/E move
1.1%
Puts
Pseudo strike
109.77
IV
16.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
101.43
IV
20.7%
B/E move
1.0%
Puts
Pseudo strike
110.68
IV
16.4%
B/E move
0.2%

Options history

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