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Avantis All Equity Markets ETF AVGE

i

Market dataready · fetched 2026-11-11T14:07:19.443Z

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 · 2026-11-11T01:00:00.064679994Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:07:18.933375+00:00

Share price$98.10
1D-0.0%
AH$97.51$97.68$97.86$98.03$98.205:30 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$0.54$1.66$2.78$3.90$5.02$93.66$95.78$97.91$100.03$102.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGE spot · $98.10AVGE PRICE$0.66$0.69$0.72$0.77$0.85$0.92$0.99$1.08$1.24$1.41$1.57$1.86$2.18$0.71$0.77$0.83$0.89$0.97$1.05$1.17$1.30$1.43$1.70$2.07$3.00$4.70
PutsExpensive1.46×
CallsFair0.98×
SkewBearish+2.91 pp
Implied moveBearish±$2.16
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.2640.9%7.0%93.2839.8%5.6%
25Δ102.4533.3%5.1%94.9832.3%4.0%
30Δ100.6425.6%3.3%96.0727.3%2.9%
35Δ99.6221.5%2.3%96.8423.7%2.2%
40Δ99.0319.3%1.8%97.3821.4%1.7%
45Δ98.6617.8%1.5%97.8519.5%1.3%
50Δ98.3016.3%1.2%98.2318.4%1.1%
55Δ97.9415.0%0.9%98.5517.6%0.9%
60Δ97.6514.8%0.8%98.8816.8%0.7%
65Δ97.3514.6%0.7%99.2917.2%0.5%
70Δ97.0614.4%0.5%99.7418.1%0.4%
75Δ96.6814.6%0.4%100.7521.3%0.4%
80Δ96.2714.9%0.4%102.4927.6%0.3%

20Δ

Calls
Pseudo strike
104.26
IV
40.9%
B/E move
7.0%
Puts
Pseudo strike
93.28
IV
39.8%
B/E move
5.6%

25Δ

Calls
Pseudo strike
102.45
IV
33.3%
B/E move
5.1%
Puts
Pseudo strike
94.98
IV
32.3%
B/E move
4.0%

30Δ

Calls
Pseudo strike
100.64
IV
25.6%
B/E move
3.3%
Puts
Pseudo strike
96.07
IV
27.3%
B/E move
2.9%

35Δ

Calls
Pseudo strike
99.62
IV
21.5%
B/E move
2.3%
Puts
Pseudo strike
96.84
IV
23.7%
B/E move
2.2%

40Δ

Calls
Pseudo strike
99.03
IV
19.3%
B/E move
1.8%
Puts
Pseudo strike
97.38
IV
21.4%
B/E move
1.7%

45Δ

Calls
Pseudo strike
98.66
IV
17.8%
B/E move
1.5%
Puts
Pseudo strike
97.85
IV
19.5%
B/E move
1.3%

50Δ

Calls
Pseudo strike
98.30
IV
16.3%
B/E move
1.2%
Puts
Pseudo strike
98.23
IV
18.4%
B/E move
1.1%

55Δ

Calls
Pseudo strike
97.94
IV
15.0%
B/E move
0.9%
Puts
Pseudo strike
98.55
IV
17.6%
B/E move
0.9%

60Δ

Calls
Pseudo strike
97.65
IV
14.8%
B/E move
0.8%
Puts
Pseudo strike
98.88
IV
16.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
97.35
IV
14.6%
B/E move
0.7%
Puts
Pseudo strike
99.29
IV
17.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
97.06
IV
14.4%
B/E move
0.5%
Puts
Pseudo strike
99.74
IV
18.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
96.68
IV
14.6%
B/E move
0.4%
Puts
Pseudo strike
100.75
IV
21.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
96.27
IV
14.9%
B/E move
0.4%
Puts
Pseudo strike
102.49
IV
27.6%
B/E move
0.3%

Options history

IV · four-Friday blend14.62%
Daily EOD
AVGE12.5%13.7%14.8%2026-10-19: 13.43%2026-10-20: 13.11%2026-10-21: 12.69%2026-10-22: 13.62%2026-10-23: 13.91%2026-10-26: 13.80%2026-10-27: 13.24%2026-10-28: 13.59%2026-10-29: 12.76%2026-10-30: 14.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.43%
13.11%
12.69%
13.62%
13.91%
13.80%
13.24%
13.59%
12.76%
14.62%