IntraAlpha
Create free account Start free

Avantis All Equity Markets ETF AVGE

i

Market datapartial · fetched 2026-10-22T21:12:11.995Z

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 · 2026-10-22T20:13:14.574777981Z

FundamentalsAlpha Vantage · unavailable

Share price$100.00
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$0.31$2.59$4.86$7.14$9.42$91.67$94.95$98.23$101.50$104.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGE spot · $100.00AVGE PRICE$0.55$0.61$0.66$0.71$0.76$0.82$0.87$0.92$0.97$1.02$1.07$1.12$1.17$0.83$0.96$1.13$1.37$1.67$2.01$2.85$3.95$5.05$6.15$8.76
PutsExpensive2.22×
CallsCheap0.80×
SkewBearish+15.04 pp
Implied moveBearish±$3.72
TiltBearish51.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.9618.2%5.5%94.6725.6%6.2%
25Δ104.3016.7%4.9%96.4022.1%4.6%
30Δ103.6515.2%4.3%97.5020.3%3.6%
35Δ102.9913.6%3.7%98.3120.0%3.1%
40Δ102.3412.1%3.1%99.0420.1%2.6%
45Δ101.6810.6%2.5%99.7620.2%2.3%
50Δ101.039.1%1.9%100.8122.4%2.0%
55Δ100.377.6%1.3%102.0425.5%1.9%
60Δ99.946.5%0.9%103.2728.7%1.8%
65Δ99.816.0%0.8%104.4931.9%1.7%
70Δ99.675.5%0.7%107.1638.9%1.6%
75Δ99.544.9%0.7%
80Δ99.404.4%0.6%

20Δ

Calls
Pseudo strike
104.96
IV
18.2%
B/E move
5.5%
Puts
Pseudo strike
94.67
IV
25.6%
B/E move
6.2%

25Δ

Calls
Pseudo strike
104.30
IV
16.7%
B/E move
4.9%
Puts
Pseudo strike
96.40
IV
22.1%
B/E move
4.6%

30Δ

Calls
Pseudo strike
103.65
IV
15.2%
B/E move
4.3%
Puts
Pseudo strike
97.50
IV
20.3%
B/E move
3.6%

35Δ

Calls
Pseudo strike
102.99
IV
13.6%
B/E move
3.7%
Puts
Pseudo strike
98.31
IV
20.0%
B/E move
3.1%

40Δ

Calls
Pseudo strike
102.34
IV
12.1%
B/E move
3.1%
Puts
Pseudo strike
99.04
IV
20.1%
B/E move
2.6%

45Δ

Calls
Pseudo strike
101.68
IV
10.6%
B/E move
2.5%
Puts
Pseudo strike
99.76
IV
20.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
101.03
IV
9.1%
B/E move
1.9%
Puts
Pseudo strike
100.81
IV
22.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
100.37
IV
7.6%
B/E move
1.3%
Puts
Pseudo strike
102.04
IV
25.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
99.94
IV
6.5%
B/E move
0.9%
Puts
Pseudo strike
103.27
IV
28.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
99.81
IV
6.0%
B/E move
0.8%
Puts
Pseudo strike
104.49
IV
31.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
99.67
IV
5.5%
B/E move
0.7%
Puts
Pseudo strike
107.16
IV
38.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
99.54
IV
4.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
99.40
IV
4.4%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

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