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Avantis U.S. Large Cap Equity ETF AVLC

i

Market dataready · fetched 2026-10-22T12:28:21.294Z

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 · 2026-10-22T00:00:00.153008142Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:28:18.336641+00:00

Share price$91.58
1D+0.5%
AH$91.08$91.26$91.45$91.63$91.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVLC
Sold putSold callAH

Avantis U.S. Large Cap Equity ETF options

Live interpolated AVLC call and put midpoint premiums by absolute delta.Avantis U.S. Large Cap Equity ETF$1.05$2.05$3.05$4.06$5.06$84.41$87.80$91.19$94.59$97.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVLC spot · $91.58AVLC PRICE$1.16$1.28$1.45$1.63$1.79$2.07$2.40$2.80$3.37$4.03$4.77$1.20$1.30$1.42$1.56$1.69$1.85$2.02$2.29$2.58$2.96$3.51$4.11$4.62
PutsExpensive1.28×
CallsExpensive1.09×
SkewBearish+2.99 pp
Implied moveBearish±$3.82
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.1839.4%9.4%
25Δ86.8132.0%6.6%
30Δ95.5524.3%5.6%88.4627.6%5.0%
35Δ94.3221.8%4.4%89.6724.6%3.8%
40Δ93.4420.3%3.6%90.6222.1%2.9%
45Δ92.7019.1%3.0%91.3620.3%2.3%
50Δ92.0317.8%2.5%92.0019.0%1.8%
55Δ91.4217.7%2.1%92.5818.4%1.4%
60Δ90.8117.8%1.8%93.1717.9%1.1%
65Δ90.1918.0%1.5%93.7817.8%0.8%
70Δ89.4418.9%1.3%94.5218.2%0.6%
75Δ88.6119.7%1.2%95.2918.5%0.4%
80Δ87.6820.2%1.0%95.9918.0%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.18
IV
39.4%
B/E move
9.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.81
IV
32.0%
B/E move
6.6%

30Δ

Calls
Pseudo strike
95.55
IV
24.3%
B/E move
5.6%
Puts
Pseudo strike
88.46
IV
27.6%
B/E move
5.0%

35Δ

Calls
Pseudo strike
94.32
IV
21.8%
B/E move
4.4%
Puts
Pseudo strike
89.67
IV
24.6%
B/E move
3.8%

40Δ

Calls
Pseudo strike
93.44
IV
20.3%
B/E move
3.6%
Puts
Pseudo strike
90.62
IV
22.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
92.70
IV
19.1%
B/E move
3.0%
Puts
Pseudo strike
91.36
IV
20.3%
B/E move
2.3%

50Δ

Calls
Pseudo strike
92.03
IV
17.8%
B/E move
2.5%
Puts
Pseudo strike
92.00
IV
19.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
91.42
IV
17.7%
B/E move
2.1%
Puts
Pseudo strike
92.58
IV
18.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
90.81
IV
17.8%
B/E move
1.8%
Puts
Pseudo strike
93.17
IV
17.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
90.19
IV
18.0%
B/E move
1.5%
Puts
Pseudo strike
93.78
IV
17.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
89.44
IV
18.9%
B/E move
1.3%
Puts
Pseudo strike
94.52
IV
18.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
88.61
IV
19.7%
B/E move
1.2%
Puts
Pseudo strike
95.29
IV
18.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
87.68
IV
20.2%
B/E move
1.0%
Puts
Pseudo strike
95.99
IV
18.0%
B/E move
0.2%

Options history

AVLC19.9823.6927.392026-10-20: 26.88%2026-10-21: 20.49%Oct 20Oct 21
Table
DateIV
26.88%
20.49%