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Avantis U.S. Large Cap Equity ETF AVLC

i

Market dataready · fetched 2026-11-11T13:54:50.045Z

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 · 2026-11-11T01:00:00.05303331Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:54:49.628179+00:00

Share price$89.30
1D+0.3%
AH$88.74$88.92$89.09$89.26$89.445:30 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$0.78$1.48$2.19$2.89$3.59$83.99$86.39$88.78$91.17$93.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AVLC spot · $89.30AVLC PRICE$0.86$0.90$1.00$1.11$1.24$1.35$1.46$1.76$2.09$2.41$2.73$3.25$0.91$0.99$1.06$1.16$1.25$1.33$1.52$1.71$1.92$2.14$2.42$2.81$3.39
PutsExpensive1.64×
Calls——
Skew——
Implied moveBearish±$2.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.3654.9%7.7%
25Δ93.7341.7%5.9%85.3645.2%5.5%
30Δ92.1434.1%4.2%86.7438.0%4.1%
35Δ91.2330.6%3.3%87.6733.7%3.1%
40Δ90.5528.2%2.7%88.3830.1%2.4%
45Δ89.9626.2%2.1%89.0026.7%1.8%
50Δ89.5124.4%1.7%89.4526.1%1.5%
55Δ89.0722.6%1.4%89.9025.5%1.2%
60Δ88.6023.3%1.2%90.3324.7%1.0%
65Δ88.1324.4%1.0%90.7423.8%0.8%
70Δ87.6524.5%0.9%91.1923.3%0.6%
75Δ87.1724.3%0.7%91.7123.4%0.4%
80Δ86.5324.9%0.5%92.4024.3%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.36
IV
54.9%
B/E move
7.7%

25Δ

Calls
Pseudo strike
93.73
IV
41.7%
B/E move
5.9%
Puts
Pseudo strike
85.36
IV
45.2%
B/E move
5.5%

30Δ

Calls
Pseudo strike
92.14
IV
34.1%
B/E move
4.2%
Puts
Pseudo strike
86.74
IV
38.0%
B/E move
4.1%

35Δ

Calls
Pseudo strike
91.23
IV
30.6%
B/E move
3.3%
Puts
Pseudo strike
87.67
IV
33.7%
B/E move
3.1%

40Δ

Calls
Pseudo strike
90.55
IV
28.2%
B/E move
2.7%
Puts
Pseudo strike
88.38
IV
30.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
89.96
IV
26.2%
B/E move
2.1%
Puts
Pseudo strike
89.00
IV
26.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
89.51
IV
24.4%
B/E move
1.7%
Puts
Pseudo strike
89.45
IV
26.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
89.07
IV
22.6%
B/E move
1.4%
Puts
Pseudo strike
89.90
IV
25.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
88.60
IV
23.3%
B/E move
1.2%
Puts
Pseudo strike
90.33
IV
24.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
88.13
IV
24.4%
B/E move
1.0%
Puts
Pseudo strike
90.74
IV
23.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
87.65
IV
24.5%
B/E move
0.9%
Puts
Pseudo strike
91.19
IV
23.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
87.17
IV
24.3%
B/E move
0.7%
Puts
Pseudo strike
91.71
IV
23.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
86.53
IV
24.9%
B/E move
0.5%
Puts
Pseudo strike
92.40
IV
24.3%
B/E move
0.3%

Options history

IV · four-Friday blend20.98%
Daily close
AVLC11.7%21.0%30.3%2026-08-13: 14.07%2026-08-14: 14.08%2026-08-17: 15.08%2026-08-18: 15.92%2026-08-19: 16.17%2026-08-21: 13.67%2026-08-24: 13.87%2026-08-25: 13.88%2026-08-26: 13.67%2026-08-27: 13.19%2026-08-28: 13.03%2026-08-31: 13.37%2026-09-01: 13.55%2026-09-02: 13.36%2026-09-03: 12.99%2026-09-04: 12.95%2026-09-08: 14.00%2026-09-09: 14.43%2026-09-10: 15.37%2026-09-11: 14.30%2026-09-14: 15.57%2026-09-15: 16.90%2026-09-16: 17.63%2026-09-17: 18.41%2026-09-18: 13.91%2026-09-21: 13.58%2026-09-22: 13.59%2026-09-23: 14.05%2026-09-24: 15.59%2026-09-25: 17.42%2026-09-28: 17.77%2026-09-29: 19.53%2026-09-30: 20.38%2026-10-01: 20.32%2026-10-02: 20.22%2026-10-05: 20.28%2026-10-06: 20.67%2026-10-07: 20.64%2026-10-08: 21.11%2026-10-09: 21.19%2026-10-12: 22.94%2026-10-13: 23.17%2026-10-14: 24.89%2026-10-15: 28.99%2026-10-16: 19.05%2026-10-19: 19.04%2026-10-20: 19.22%2026-10-21: 18.87%2026-10-22: 20.22%2026-10-23: 20.26%2026-10-26: 19.69%2026-10-27: 19.57%2026-10-28: 19.17%2026-10-29: 19.10%2026-10-30: 20.98%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
14.07%
14.08%
15.08%
15.92%
16.17%
13.67%
13.87%
13.88%
13.67%
13.19%
13.03%
13.37%
13.55%
13.36%
12.99%
12.95%
14.00%
14.43%
15.37%
14.30%
15.57%
16.90%
17.63%
18.41%
13.91%
13.58%
13.59%
14.05%
15.59%
17.42%
17.77%
19.53%
20.38%
20.32%
20.22%
20.28%
20.67%
20.64%
21.11%
21.19%
22.94%
23.17%
24.89%
28.99%
19.05%
19.04%
19.22%
18.87%
20.22%
20.26%
19.69%
19.57%
19.17%
19.10%
20.98%