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Avantis All Equity Markets Value ETF AVGV

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Market dataready · fetched 2026-10-22T04:22:47.883Z

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 2026-10-22T04:22:47.097719+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$0.55$1.41$2.28$3.14$4.01$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$1.32$1.60$1.89$2.21$2.53$3.08$0.75$0.84$0.91$0.98$1.06$1.17$1.31$1.51$1.71$1.99$2.28$2.90$3.76
PutsFair0.96×
CallsCheap0.93×
SkewBearish+1.21 pp
Implied moveBearish±$2.45
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.1425.4%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%85.2715.0%1.9%
45Δ86.6512.6%2.1%85.7413.9%1.5%
50Δ86.2411.9%1.8%86.1713.2%1.2%
55Δ85.8311.7%1.5%86.5713.0%0.9%
60Δ85.4012.3%1.3%86.9612.8%0.7%
65Δ84.9712.9%1.2%87.3912.7%0.5%
70Δ84.5213.0%1.0%87.8212.7%0.4%
75Δ84.0613.1%0.9%88.5513.7%0.2%
80Δ83.4013.7%0.7%89.4915.3%0.1%

20Δ

Calls
Pseudo strike
92.14
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
15.0%
B/E move
1.9%

45Δ

Calls
Pseudo strike
86.65
IV
12.6%
B/E move
2.1%
Puts
Pseudo strike
85.74
IV
13.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
86.24
IV
11.9%
B/E move
1.8%
Puts
Pseudo strike
86.17
IV
13.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
85.83
IV
11.7%
B/E move
1.5%
Puts
Pseudo strike
86.57
IV
13.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
85.40
IV
12.3%
B/E move
1.3%
Puts
Pseudo strike
86.96
IV
12.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
84.97
IV
12.9%
B/E move
1.2%
Puts
Pseudo strike
87.39
IV
12.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
84.52
IV
13.0%
B/E move
1.0%
Puts
Pseudo strike
87.82
IV
12.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
84.06
IV
13.1%
B/E move
0.9%
Puts
Pseudo strike
88.55
IV
13.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
83.40
IV
13.7%
B/E move
0.7%
Puts
Pseudo strike
89.49
IV
15.3%
B/E move
0.1%

Options history

No recorded observations