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Avantis Emerging Markets Equity ETF AVEM

i

Market dataready · fetched 2026-10-23T06:40:35.658Z

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 · 2026-10-23T00:00:00.084962889Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:40:35.163949+00:00

Share price$87.24
1D-0.9%
AH$86.91$87.23$87.55$87.86$88.185:30 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$0.75$2.99$5.22$7.46$9.69$78.45$83.53$88.62$93.70$98.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVEM spot · $87.24AVEM PRICE$1.00$1.03$1.32$1.63$2.04$2.24$2.65$3.51$4.19$5.00$6.01$7.19$9.05$1.09$1.23$1.45$2.03$2.10$2.26$2.66$3.06$3.46$3.88$4.48$4.98$5.77
PutsExpensive1.11×
CallsExpensive1.81×
SkewBullish-6.05 pp
Implied moveBalanced±$5.31
TiltBullish9.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.7340.8%13.2%80.4938.1%9.0%
25Δ93.0330.3%7.8%82.6732.5%6.6%
30Δ91.7930.0%6.7%84.0929.9%5.3%
35Δ90.5929.6%5.7%84.8233.5%5.1%
40Δ89.7831.1%5.2%86.0129.1%3.8%
45Δ88.6828.7%4.2%86.9326.4%3.0%
50Δ87.7428.6%3.6%87.7426.3%2.5%
55Δ86.8633.1%3.6%88.5225.9%2.0%
60Δ85.8034.2%3.2%89.2825.3%1.6%
65Δ84.6435.7%2.8%90.0424.6%1.2%
70Δ83.3137.5%2.4%90.9024.6%0.9%
75Δ81.7939.2%2.0%91.6623.7%0.6%
80Δ79.6743.3%1.7%92.6723.6%0.4%

20Δ

Calls
Pseudo strike
97.73
IV
40.8%
B/E move
13.2%
Puts
Pseudo strike
80.49
IV
38.1%
B/E move
9.0%

25Δ

Calls
Pseudo strike
93.03
IV
30.3%
B/E move
7.8%
Puts
Pseudo strike
82.67
IV
32.5%
B/E move
6.6%

30Δ

Calls
Pseudo strike
91.79
IV
30.0%
B/E move
6.7%
Puts
Pseudo strike
84.09
IV
29.9%
B/E move
5.3%

35Δ

Calls
Pseudo strike
90.59
IV
29.6%
B/E move
5.7%
Puts
Pseudo strike
84.82
IV
33.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
89.78
IV
31.1%
B/E move
5.2%
Puts
Pseudo strike
86.01
IV
29.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
88.68
IV
28.7%
B/E move
4.2%
Puts
Pseudo strike
86.93
IV
26.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
87.74
IV
28.6%
B/E move
3.6%
Puts
Pseudo strike
87.74
IV
26.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
86.86
IV
33.1%
B/E move
3.6%
Puts
Pseudo strike
88.52
IV
25.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
85.80
IV
34.2%
B/E move
3.2%
Puts
Pseudo strike
89.28
IV
25.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
84.64
IV
35.7%
B/E move
2.8%
Puts
Pseudo strike
90.04
IV
24.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
83.31
IV
37.5%
B/E move
2.4%
Puts
Pseudo strike
90.90
IV
24.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
81.79
IV
39.2%
B/E move
2.0%
Puts
Pseudo strike
91.66
IV
23.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
79.67
IV
43.3%
B/E move
1.7%
Puts
Pseudo strike
92.67
IV
23.6%
B/E move
0.4%

Options history

AVEM24.3624.6825.012026-10-20: 24.41%2026-10-21: 24.96%Oct 20Oct 21
Table
DateIV
24.41%
24.96%