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Avantis U.S. Large Cap Value ETF AVLV

i

Market datapartial · fetched 2026-11-13T17:10:49.149Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T17:10:18.198321855Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T17:10:46.978602+00:00

Share price$94.20
1D-0.9%
$93.72$94.08$94.44$94.79$95.155:30 AM6:30 AM9:00 AM1:00 PMAVLV
Sold putSold call

Avantis U.S. Large Cap Value ETF options

Live interpolated AVLV call and put midpoint premiums by absolute delta.Avantis U.S. Large Cap Value ETF$2.65$3.39$4.13$4.87$5.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAVLV PRICE$2.73$3.61$4.50$5.39
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ92.9115.4%1.5%
70Δ91.8515.9%1.3%
75Δ90.8016.5%1.2%
80Δ89.7417.1%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
92.91
IV
15.4%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
91.85
IV
15.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
90.80
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
89.74
IV
17.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.01%
Daily close
AVLV13.4%22.6%31.9%2026-08-17: 20.51%2026-08-18: 22.36%2026-08-19: 24.41%2026-08-20: 28.54%2026-08-21: 16.04%2026-08-24: 16.55%2026-08-25: 16.49%2026-08-26: 16.55%2026-08-27: 15.68%2026-08-28: 15.58%2026-08-31: 15.55%2026-09-01: 16.73%2026-09-02: 17.08%2026-09-03: 17.05%2026-09-04: 17.29%2026-09-08: 18.26%2026-09-09: 16.50%2026-09-10: 19.94%2026-09-11: 19.85%2026-09-14: 22.08%2026-09-15: 23.49%2026-09-16: 25.42%2026-09-17: 30.58%2026-09-18: 15.06%2026-09-21: 14.94%2026-09-22: 14.99%2026-09-23: 14.70%2026-09-24: 15.05%2026-09-25: 15.17%2026-09-28: 15.25%2026-09-29: 15.80%2026-09-30: 16.17%2026-10-01: 15.98%2026-10-02: 15.42%2026-10-05: 14.75%2026-10-06: 16.33%2026-10-07: 15.32%2026-10-08: 17.21%2026-10-09: 17.69%2026-10-12: 19.36%2026-10-13: 20.15%2026-10-14: 22.32%2026-10-15: 27.30%2026-10-16: 14.64%2026-10-19: 15.23%2026-10-20: 14.86%2026-10-21: 15.14%2026-10-22: 15.34%2026-10-23: 15.55%2026-10-26: 16.20%2026-10-27: 15.59%2026-10-28: 15.67%2026-10-29: 15.87%2026-10-30: 16.01%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
20.51%
22.36%
24.41%
28.54%
16.04%
16.55%
16.49%
16.55%
15.68%
15.58%
15.55%
16.73%
17.08%
17.05%
17.29%
18.26%
16.50%
19.94%
19.85%
22.08%
23.49%
25.42%
30.58%
15.06%
14.94%
14.99%
14.70%
15.05%
15.17%
15.25%
15.80%
16.17%
15.98%
15.42%
14.75%
16.33%
15.32%
17.21%
17.69%
19.36%
20.15%
22.32%
27.30%
14.64%
15.23%
14.86%
15.14%
15.34%
15.55%
16.20%
15.59%
15.67%
15.87%
16.01%