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Avantis All Equity Markets Value ETF AVGV

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Market datapartial · fetched 2026-11-11T03:50:10.623Z

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 · 2026-11-11T01:00:00.168541312Z

FundamentalsAlpha Vantage · unavailable

Share price$85.52
1D+0.0%
AH$84.94$85.10$85.25$85.41$85.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVGV
Sold putSold callAH

Avantis All Equity Markets Value ETF options

Live interpolated AVGV call and put midpoint premiums by absolute delta.Avantis All Equity Markets Value ETF$0.68$1.56$2.43$3.31$4.19$80.94$83.12$85.30$87.48$89.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGV spot · $85.52AVGV PRICE$0.78$0.78$0.80$0.84$0.91$0.99$1.07$1.15$1.23$1.34$1.46$1.59$1.71$0.82$0.85$0.90$0.97$1.04$1.13$1.23$1.34$1.50$1.67$1.84$2.53$3.94
PutsExpensive1.50×
CallsFair1.01×
SkewBearish+3.14 pp
Implied moveBearish±$2.30
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.8453.8%9.5%80.1150.9%7.3%
25Δ89.6339.1%5.7%82.1239.8%5.0%
30Δ88.0430.9%3.9%83.3233.1%3.6%
35Δ87.1526.3%2.9%84.1528.9%2.7%
40Δ86.5823.7%2.3%84.7625.8%2.1%
45Δ86.0621.4%1.8%85.2423.5%1.7%
50Δ85.7219.8%1.5%85.6321.8%1.3%
55Δ85.4018.3%1.2%86.0220.1%1.0%
60Δ85.0816.7%0.9%86.3419.3%0.8%
65Δ84.8315.6%0.8%86.6618.6%0.6%
70Δ84.5914.7%0.6%86.9817.8%0.4%
75Δ84.3613.8%0.5%87.7120.8%0.4%
80Δ84.1212.9%0.4%89.1427.5%0.4%

20Δ

Calls
Pseudo strike
92.84
IV
53.8%
B/E move
9.5%
Puts
Pseudo strike
80.11
IV
50.9%
B/E move
7.3%

25Δ

Calls
Pseudo strike
89.63
IV
39.1%
B/E move
5.7%
Puts
Pseudo strike
82.12
IV
39.8%
B/E move
5.0%

30Δ

Calls
Pseudo strike
88.04
IV
30.9%
B/E move
3.9%
Puts
Pseudo strike
83.32
IV
33.1%
B/E move
3.6%

35Δ

Calls
Pseudo strike
87.15
IV
26.3%
B/E move
2.9%
Puts
Pseudo strike
84.15
IV
28.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
86.58
IV
23.7%
B/E move
2.3%
Puts
Pseudo strike
84.76
IV
25.8%
B/E move
2.1%

45Δ

Calls
Pseudo strike
86.06
IV
21.4%
B/E move
1.8%
Puts
Pseudo strike
85.24
IV
23.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
85.72
IV
19.8%
B/E move
1.5%
Puts
Pseudo strike
85.63
IV
21.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
85.40
IV
18.3%
B/E move
1.2%
Puts
Pseudo strike
86.02
IV
20.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
85.08
IV
16.7%
B/E move
0.9%
Puts
Pseudo strike
86.34
IV
19.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
84.83
IV
15.6%
B/E move
0.8%
Puts
Pseudo strike
86.66
IV
18.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
84.59
IV
14.7%
B/E move
0.6%
Puts
Pseudo strike
86.98
IV
17.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
84.36
IV
13.8%
B/E move
0.5%
Puts
Pseudo strike
87.71
IV
20.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
84.12
IV
12.9%
B/E move
0.4%
Puts
Pseudo strike
89.14
IV
27.5%
B/E move
0.4%

Options history

IV · four-Friday blend15.19%
Daily EOD
AVGV12.7%14.0%15.4%2026-10-19: 13.30%2026-10-20: 12.90%2026-10-21: 13.08%2026-10-22: 13.84%2026-10-23: 14.35%2026-10-26: 13.98%2026-10-27: 13.93%2026-10-28: 13.90%2026-10-29: 13.74%2026-10-30: 15.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.30%
12.90%
13.08%
13.84%
14.35%
13.98%
13.93%
13.90%
13.74%
15.19%