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Avantis Emerging Markets Equity ETF AVEM

i

Market dataready · fetched 2026-11-12T06:53:55.325Z

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 · 2026-11-12T01:00:00.045041465Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T06:53:54.800444+00:00

Share price$87.10
1D+0.3%
AH$86.55$86.81$87.08$87.35$87.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVEM
Sold putSold callAH

Avantis Emerging Markets Equity ETF options

Live interpolated AVEM call and put midpoint premiums by absolute delta.Avantis Emerging Markets Equity ETF$0.60$1.87$3.14$4.42$5.69$80.54$83.95$87.36$90.77$94.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVEM spot · $87.10AVEM PRICE$0.73$0.86$1.01$1.23$1.48$1.74$1.90$2.21$2.69$3.27$3.97$4.88$5.32$0.87$0.96$1.07$1.22$1.41$1.66$1.82$1.90$2.07$2.33$2.65$3.11$3.54
PutsExpensive1.32×
CallsExpensive1.31×
SkewBullish-7.67 pp
Implied moveBullish±$3.72
TiltBullish12.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.4150.7%8.1%81.3956.1%7.6%
25Δ91.5644.8%6.1%83.2746.8%5.5%
30Δ90.3142.2%4.8%84.5340.7%4.2%
35Δ89.4741.9%4.1%85.3938.1%3.4%
40Δ88.7241.6%3.6%86.1037.2%2.8%
45Δ88.0141.4%3.1%86.7036.5%2.4%
50Δ87.3438.3%2.5%87.2534.5%1.9%
55Δ86.6837.9%2.1%87.7331.0%1.5%
60Δ86.0240.2%1.8%88.2028.8%1.1%
65Δ85.2442.5%1.6%88.6628.1%0.9%
70Δ84.3545.1%1.4%89.1627.7%0.7%
75Δ83.2548.5%1.2%89.7628.1%0.5%
80Δ82.5645.7%0.9%90.3227.6%0.4%

20Δ

Calls
Pseudo strike
93.41
IV
50.7%
B/E move
8.1%
Puts
Pseudo strike
81.39
IV
56.1%
B/E move
7.6%

25Δ

Calls
Pseudo strike
91.56
IV
44.8%
B/E move
6.1%
Puts
Pseudo strike
83.27
IV
46.8%
B/E move
5.5%

30Δ

Calls
Pseudo strike
90.31
IV
42.2%
B/E move
4.8%
Puts
Pseudo strike
84.53
IV
40.7%
B/E move
4.2%

35Δ

Calls
Pseudo strike
89.47
IV
41.9%
B/E move
4.1%
Puts
Pseudo strike
85.39
IV
38.1%
B/E move
3.4%

40Δ

Calls
Pseudo strike
88.72
IV
41.6%
B/E move
3.6%
Puts
Pseudo strike
86.10
IV
37.2%
B/E move
2.8%

45Δ

Calls
Pseudo strike
88.01
IV
41.4%
B/E move
3.1%
Puts
Pseudo strike
86.70
IV
36.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
87.34
IV
38.3%
B/E move
2.5%
Puts
Pseudo strike
87.25
IV
34.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
86.68
IV
37.9%
B/E move
2.1%
Puts
Pseudo strike
87.73
IV
31.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
86.02
IV
40.2%
B/E move
1.8%
Puts
Pseudo strike
88.20
IV
28.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
85.24
IV
42.5%
B/E move
1.6%
Puts
Pseudo strike
88.66
IV
28.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
84.35
IV
45.1%
B/E move
1.4%
Puts
Pseudo strike
89.16
IV
27.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
83.25
IV
48.5%
B/E move
1.2%
Puts
Pseudo strike
89.76
IV
28.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
82.56
IV
45.7%
B/E move
0.9%
Puts
Pseudo strike
90.32
IV
27.6%
B/E move
0.4%

Options history

IV · four-Friday blend27.94%
Daily EOD
AVEM24.1%26.2%28.2%2026-10-19: 25.91%2026-10-20: 24.41%2026-10-21: 24.96%2026-10-22: 25.38%2026-10-23: 26.95%2026-10-26: 27.27%2026-10-27: 27.33%2026-10-28: 25.82%2026-10-29: 27.70%2026-10-30: 27.94%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.91%
24.41%
24.96%
25.38%
26.95%
27.27%
27.33%
25.82%
27.70%
27.94%