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Avantis All Equity Markets ETF AVGE

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Market datapartial · fetched 2026-10-23T02:31:30.320Z

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 · 2026-10-23T00:00:00.176290327Z

FundamentalsAlpha Vantage · unavailable

Share price$98.63
1D+1.5%
AH$97.98$98.52$99.07$99.61$100.155:30 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$0.43$1.96$3.49$5.01$6.54$92.78$95.52$98.27$101.01$103.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGE spot · $98.63AVGE PRICE$0.60$0.69$0.78$0.87$0.98$1.15$1.33$1.61$1.90$2.32$2.77$3.25$3.93$0.78$0.87$0.96$1.08$1.24$1.45$1.66$1.89$2.12$3.11$4.11$5.10$6.10
PutsExpensive1.53×
CallsExpensive1.17×
SkewBearish+2.63 pp
Implied moveBearish±$2.99
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.4220.7%6.5%93.6224.5%5.9%
25Δ103.2718.6%5.4%95.3320.6%4.2%
30Δ102.1316.5%4.3%96.5017.9%3.1%
35Δ100.9814.4%3.3%97.3216.2%2.4%
40Δ99.9312.6%2.3%97.9515.3%1.9%
45Δ99.4612.4%2.0%98.4914.9%1.6%
50Δ99.0012.2%1.7%99.0214.6%1.3%
55Δ98.5412.6%1.5%99.5114.2%1.0%
60Δ98.0912.9%1.4%99.9913.8%0.8%
65Δ97.5313.6%1.2%101.1015.6%0.6%
70Δ96.9314.4%1.1%102.2117.4%0.5%
75Δ96.3014.6%0.9%103.3319.2%0.4%
80Δ95.4815.3%0.8%104.4421.0%0.3%

20Δ

Calls
Pseudo strike
104.42
IV
20.7%
B/E move
6.5%
Puts
Pseudo strike
93.62
IV
24.5%
B/E move
5.9%

25Δ

Calls
Pseudo strike
103.27
IV
18.6%
B/E move
5.4%
Puts
Pseudo strike
95.33
IV
20.6%
B/E move
4.2%

30Δ

Calls
Pseudo strike
102.13
IV
16.5%
B/E move
4.3%
Puts
Pseudo strike
96.50
IV
17.9%
B/E move
3.1%

35Δ

Calls
Pseudo strike
100.98
IV
14.4%
B/E move
3.3%
Puts
Pseudo strike
97.32
IV
16.2%
B/E move
2.4%

40Δ

Calls
Pseudo strike
99.93
IV
12.6%
B/E move
2.3%
Puts
Pseudo strike
97.95
IV
15.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
99.46
IV
12.4%
B/E move
2.0%
Puts
Pseudo strike
98.49
IV
14.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
99.00
IV
12.2%
B/E move
1.7%
Puts
Pseudo strike
99.02
IV
14.6%
B/E move
1.3%

55Δ

Calls
Pseudo strike
98.54
IV
12.6%
B/E move
1.5%
Puts
Pseudo strike
99.51
IV
14.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
98.09
IV
12.9%
B/E move
1.4%
Puts
Pseudo strike
99.99
IV
13.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
97.53
IV
13.6%
B/E move
1.2%
Puts
Pseudo strike
101.10
IV
15.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
96.93
IV
14.4%
B/E move
1.1%
Puts
Pseudo strike
102.21
IV
17.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
96.30
IV
14.6%
B/E move
0.9%
Puts
Pseudo strike
103.33
IV
19.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
95.48
IV
15.3%
B/E move
0.8%
Puts
Pseudo strike
104.44
IV
21.0%
B/E move
0.3%

Options history

AVGE12.6612.9013.142026-10-20: 13.11%2026-10-21: 12.69%Oct 20Oct 21
Table
DateIV
13.11%
12.69%