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Avantis All Equity Markets Value ETF AVGV

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Market dataready · fetched 2026-10-22T03:35:25.456Z

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 · 2026-10-22T00:00:00.146975421Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:35:21.006265+00:00

Share price$85.85
1D-0.4%
AH$85.46$85.65$85.85$86.04$86.235:30 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$0.54$1.42$2.30$3.18$4.05$80.87$83.32$85.77$88.22$90.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGV spot · $85.85AVGV PRICE$0.64$0.68$0.76$0.84$0.91$1.02$1.13$1.31$1.60$1.88$2.20$2.52$3.05$0.75$0.84$0.91$0.98$1.06$1.17$1.32$1.51$1.71$2.00$2.29$2.95$3.80
PutsFair0.96×
CallsCheap0.92×
SkewBearish+1.24 pp
Implied moveBearish±$2.45
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.1525.4%8.1%81.0726.6%6.5%
25Δ89.6319.3%5.2%82.7122.2%4.6%
30Δ88.5616.9%4.0%83.8519.1%3.4%
35Δ87.7114.9%3.1%84.6716.6%2.5%
40Δ87.0813.4%2.5%85.2714.9%1.9%
45Δ86.6512.6%2.1%85.7513.7%1.5%
50Δ86.2411.9%1.8%86.1813.0%1.1%
55Δ85.8311.6%1.5%86.5812.8%0.9%
60Δ85.4112.1%1.3%86.9812.6%0.7%
65Δ84.9912.6%1.2%87.4112.6%0.5%
70Δ84.5312.7%1.0%87.8412.6%0.4%
75Δ84.0812.7%0.9%88.6013.6%0.2%
80Δ83.4413.3%0.7%89.5415.2%0.1%

20Δ

Calls
Pseudo strike
92.15
IV
25.4%
B/E move
8.1%
Puts
Pseudo strike
81.07
IV
26.6%
B/E move
6.5%

25Δ

Calls
Pseudo strike
89.63
IV
19.3%
B/E move
5.2%
Puts
Pseudo strike
82.71
IV
22.2%
B/E move
4.6%

30Δ

Calls
Pseudo strike
88.56
IV
16.9%
B/E move
4.0%
Puts
Pseudo strike
83.85
IV
19.1%
B/E move
3.4%

35Δ

Calls
Pseudo strike
87.71
IV
14.9%
B/E move
3.1%
Puts
Pseudo strike
84.67
IV
16.6%
B/E move
2.5%

40Δ

Calls
Pseudo strike
87.08
IV
13.4%
B/E move
2.5%
Puts
Pseudo strike
85.27
IV
14.9%
B/E move
1.9%

45Δ

Calls
Pseudo strike
86.65
IV
12.6%
B/E move
2.1%
Puts
Pseudo strike
85.75
IV
13.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
86.24
IV
11.9%
B/E move
1.8%
Puts
Pseudo strike
86.18
IV
13.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
85.83
IV
11.6%
B/E move
1.5%
Puts
Pseudo strike
86.58
IV
12.8%
B/E move
0.9%

60Δ

Calls
Pseudo strike
85.41
IV
12.1%
B/E move
1.3%
Puts
Pseudo strike
86.98
IV
12.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
84.99
IV
12.6%
B/E move
1.2%
Puts
Pseudo strike
87.41
IV
12.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
84.53
IV
12.7%
B/E move
1.0%
Puts
Pseudo strike
87.84
IV
12.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
84.08
IV
12.7%
B/E move
0.9%
Puts
Pseudo strike
88.60
IV
13.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
83.44
IV
13.3%
B/E move
0.7%
Puts
Pseudo strike
89.54
IV
15.2%
B/E move
0.1%

Options history

No recorded observations