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Avantis U.S. Large Cap Equity ETF AVLC

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Market datapartial · fetched 2026-10-22T21:15:11.693Z

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 · 2026-10-22T20:10:00.002158758Z

FundamentalsAlpha Vantage · unavailable

Share price$90.52
1D-0.1%
AH$90.13$90.34$90.55$90.76$90.975:30 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$1.06$2.26$3.47$4.67$5.88$82.83$86.51$90.19$93.87$97.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVLC spot · $90.52AVLC PRICE$1.19$1.35$1.54$1.73$1.91$2.30$2.74$3.23$3.82$4.66$5.53$1.25$1.38$1.52$1.67$1.80$1.97$2.26$2.53$2.84$3.20$3.75$4.42$5.20
PutsExpensive1.39×
CallsExpensive1.21×
SkewBearish+2.57 pp
Implied moveBearish±$4.17
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.9141.4%9.8%
25Δ85.4534.7%7.1%
30Δ94.5925.5%5.8%87.2130.0%5.3%
35Δ93.4023.4%4.7%88.4726.7%4.1%
40Δ92.4822.0%3.9%89.4823.9%3.1%
45Δ91.6920.7%3.2%90.2921.9%2.4%
50Δ90.9819.4%2.6%90.9721.4%2.0%
55Δ90.3120.0%2.3%91.6120.5%1.6%
60Δ89.6120.6%2.0%92.2419.8%1.2%
65Δ88.8821.3%1.8%92.8819.4%0.9%
70Δ88.0721.9%1.5%93.6319.6%0.7%
75Δ87.0523.3%1.3%94.4920.0%0.5%
80Δ85.9724.0%1.1%95.4520.3%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.91
IV
41.4%
B/E move
9.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.45
IV
34.7%
B/E move
7.1%

30Δ

Calls
Pseudo strike
94.59
IV
25.5%
B/E move
5.8%
Puts
Pseudo strike
87.21
IV
30.0%
B/E move
5.3%

35Δ

Calls
Pseudo strike
93.40
IV
23.4%
B/E move
4.7%
Puts
Pseudo strike
88.47
IV
26.7%
B/E move
4.1%

40Δ

Calls
Pseudo strike
92.48
IV
22.0%
B/E move
3.9%
Puts
Pseudo strike
89.48
IV
23.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
91.69
IV
20.7%
B/E move
3.2%
Puts
Pseudo strike
90.29
IV
21.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
90.98
IV
19.4%
B/E move
2.6%
Puts
Pseudo strike
90.97
IV
21.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
90.31
IV
20.0%
B/E move
2.3%
Puts
Pseudo strike
91.61
IV
20.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
89.61
IV
20.6%
B/E move
2.0%
Puts
Pseudo strike
92.24
IV
19.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
88.88
IV
21.3%
B/E move
1.8%
Puts
Pseudo strike
92.88
IV
19.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
88.07
IV
21.9%
B/E move
1.5%
Puts
Pseudo strike
93.63
IV
19.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
87.05
IV
23.3%
B/E move
1.3%
Puts
Pseudo strike
94.49
IV
20.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
85.97
IV
24.0%
B/E move
1.1%
Puts
Pseudo strike
95.45
IV
20.3%
B/E move
0.3%

Options history

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