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Avantis Inflation Focused Equity ETF AVIE

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Market dataready · fetched 2026-10-23T06:52:43.580Z

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 · 2026-10-23T00:00:00.06253545Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:52:43.185548+00:00

Share price$83.05
1D+0.9%
AH$82.22$82.43$82.65$82.86$83.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVIE
Sold putSold callAH

Avantis Inflation Focused Equity ETF options

Live interpolated AVIE call and put midpoint premiums by absolute delta.Avantis Inflation Focused Equity ETF$0.89$1.86$2.82$3.78$4.75$75.89$79.20$82.51$85.82$89.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVIE spot · $83.05AVIE PRICE$1.50$1.50$1.76$2.07$2.48$2.86$3.23$3.67$4.47$1.00$1.08$1.16$1.24$1.33$1.46$1.56$1.66$1.83$2.03$2.24
PutsExpensive3.10×
CallsExpensive1.67×
SkewBullish-0.29 pp
Implied moveBullish±$3.33
TiltBullish17.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.8636.6%8.7%
25Δ79.0629.8%6.1%
30Δ80.4825.4%4.5%
35Δ81.5222.0%3.3%
40Δ84.9423.6%4.1%82.2919.6%2.5%
45Δ84.0619.7%3.0%82.9218.0%1.9%
50Δ83.4719.6%2.6%83.3916.5%1.5%
55Δ82.8919.8%2.3%83.8415.0%1.1%
60Δ82.2420.6%2.0%84.2414.2%0.8%
65Δ81.6120.8%1.7%84.6113.7%0.6%
70Δ80.9920.5%1.4%84.9813.2%0.4%
75Δ80.3520.1%1.2%
80Δ79.3821.3%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.86
IV
36.6%
B/E move
8.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.06
IV
29.8%
B/E move
6.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.48
IV
25.4%
B/E move
4.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.52
IV
22.0%
B/E move
3.3%

40Δ

Calls
Pseudo strike
84.94
IV
23.6%
B/E move
4.1%
Puts
Pseudo strike
82.29
IV
19.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
84.06
IV
19.7%
B/E move
3.0%
Puts
Pseudo strike
82.92
IV
18.0%
B/E move
1.9%

50Δ

Calls
Pseudo strike
83.47
IV
19.6%
B/E move
2.6%
Puts
Pseudo strike
83.39
IV
16.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
82.89
IV
19.8%
B/E move
2.3%
Puts
Pseudo strike
83.84
IV
15.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
82.24
IV
20.6%
B/E move
2.0%
Puts
Pseudo strike
84.24
IV
14.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
81.61
IV
20.8%
B/E move
1.7%
Puts
Pseudo strike
84.61
IV
13.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
80.99
IV
20.5%
B/E move
1.4%
Puts
Pseudo strike
84.98
IV
13.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
80.35
IV
20.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
79.38
IV
21.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations