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Avantis All Equity Markets ETF AVGE

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Market datapartial · fetched 2026-10-22T07:28:19.492Z

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 · 2026-10-22T00:00:00.145186362Z

FundamentalsAlpha Vantage · unavailable

Share price$99.43
1D+0.2%
AH$99.10$99.23$99.36$99.49$99.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVGE
Sold putSold callAH

Avantis All Equity Markets ETF options

Live interpolated AVGE call and put midpoint premiums by absolute delta.Avantis All Equity Markets ETF$0.44$1.70$2.96$4.22$5.48$94.09$96.67$99.24$101.82$104.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGE spot · $99.43AVGE PRICE$0.58$0.68$0.79$0.89$1.00$1.10$1.27$1.51$1.77$2.22$2.64$3.03$3.66$0.72$0.79$0.88$0.98$1.09$1.26$1.44$1.88$2.53$3.17$3.82$4.47$5.12
PutsExpensive1.40×
CallsExpensive1.38×
SkewBearish+1.31 pp
Implied moveBearish±$2.72
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.7719.1%6.0%94.8122.2%5.4%
25Δ103.9017.7%5.2%96.4718.2%3.8%
30Δ103.0316.3%4.4%97.5116.0%2.8%
35Δ102.1614.9%3.6%98.2714.4%2.2%
40Δ101.2913.5%2.9%98.8513.4%1.7%
45Δ100.4212.1%2.1%99.3412.9%1.4%
50Δ99.7811.5%1.6%99.7912.6%1.1%
55Δ99.3711.7%1.5%100.4312.9%0.9%
60Δ98.9412.0%1.3%101.2113.7%0.7%
65Δ98.3812.9%1.2%102.0014.6%0.6%
70Δ97.8313.5%1.1%102.7815.4%0.5%
75Δ97.2813.4%0.9%103.5716.3%0.3%
80Δ96.5214.1%0.8%104.3517.1%0.2%

20Δ

Calls
Pseudo strike
104.77
IV
19.1%
B/E move
6.0%
Puts
Pseudo strike
94.81
IV
22.2%
B/E move
5.4%

25Δ

Calls
Pseudo strike
103.90
IV
17.7%
B/E move
5.2%
Puts
Pseudo strike
96.47
IV
18.2%
B/E move
3.8%

30Δ

Calls
Pseudo strike
103.03
IV
16.3%
B/E move
4.4%
Puts
Pseudo strike
97.51
IV
16.0%
B/E move
2.8%

35Δ

Calls
Pseudo strike
102.16
IV
14.9%
B/E move
3.6%
Puts
Pseudo strike
98.27
IV
14.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
101.29
IV
13.5%
B/E move
2.9%
Puts
Pseudo strike
98.85
IV
13.4%
B/E move
1.7%

45Δ

Calls
Pseudo strike
100.42
IV
12.1%
B/E move
2.1%
Puts
Pseudo strike
99.34
IV
12.9%
B/E move
1.4%

50Δ

Calls
Pseudo strike
99.78
IV
11.5%
B/E move
1.6%
Puts
Pseudo strike
99.79
IV
12.6%
B/E move
1.1%

55Δ

Calls
Pseudo strike
99.37
IV
11.7%
B/E move
1.5%
Puts
Pseudo strike
100.43
IV
12.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
98.94
IV
12.0%
B/E move
1.3%
Puts
Pseudo strike
101.21
IV
13.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
98.38
IV
12.9%
B/E move
1.2%
Puts
Pseudo strike
102.00
IV
14.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
97.83
IV
13.5%
B/E move
1.1%
Puts
Pseudo strike
102.78
IV
15.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
97.28
IV
13.4%
B/E move
0.9%
Puts
Pseudo strike
103.57
IV
16.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
96.52
IV
14.1%
B/E move
0.8%
Puts
Pseudo strike
104.35
IV
17.1%
B/E move
0.2%

Options history

No recorded observations