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Avantis U.S. Large Cap Value ETF AVLV

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Market datapartial · fetched 2026-10-23T06:03:37.286Z

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 · 2026-10-23T00:00:00.072510225Z

FundamentalsAlpha Vantage · unavailable

Share price$93.56
1D+0.3%
AH$92.79$93.00$93.21$93.41$93.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVLV
Sold putSold callAH

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$0.89$1.94$2.99$4.03$5.08$87.06$90.21$93.37$96.52$99.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVLV spot · $93.56AVLV PRICE$1.10$1.15$1.24$1.34$1.47$1.62$2.25$2.56$2.57$2.60$3.01$3.61$1.16$1.27$1.37$1.48$1.01$1.46$1.90$2.05$2.21$2.60$3.05$3.54$4.78
PutsExpensive2.09×
CallsExpensive1.77×
SkewBearish+1.48 pp
Implied moveBearish±$3.52
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.3837.7%8.9%
25Δ99.5929.4%7.6%88.8631.1%6.4%
30Δ97.4923.9%5.4%90.5526.4%4.7%
35Δ96.1920.7%4.1%91.7523.1%3.5%
40Δ95.2918.5%3.3%93.0613.2%1.6%
45Δ94.5917.0%2.7%93.5315.4%1.6%
50Δ93.9815.9%2.2%94.0017.6%1.6%
55Δ93.3219.0%2.1%94.4716.5%1.2%
60Δ92.7919.2%1.9%94.9415.3%0.9%
65Δ92.3816.7%1.5%95.5215.5%0.7%
70Δ91.9614.4%1.1%96.1315.9%0.5%
75Δ91.4014.4%0.9%96.7815.9%0.3%
80Δ90.6615.1%0.8%98.1118.5%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.38
IV
37.7%
B/E move
8.9%

25Δ

Calls
Pseudo strike
99.59
IV
29.4%
B/E move
7.6%
Puts
Pseudo strike
88.86
IV
31.1%
B/E move
6.4%

30Δ

Calls
Pseudo strike
97.49
IV
23.9%
B/E move
5.4%
Puts
Pseudo strike
90.55
IV
26.4%
B/E move
4.7%

35Δ

Calls
Pseudo strike
96.19
IV
20.7%
B/E move
4.1%
Puts
Pseudo strike
91.75
IV
23.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
95.29
IV
18.5%
B/E move
3.3%
Puts
Pseudo strike
93.06
IV
13.2%
B/E move
1.6%

45Δ

Calls
Pseudo strike
94.59
IV
17.0%
B/E move
2.7%
Puts
Pseudo strike
93.53
IV
15.4%
B/E move
1.6%

50Δ

Calls
Pseudo strike
93.98
IV
15.9%
B/E move
2.2%
Puts
Pseudo strike
94.00
IV
17.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
93.32
IV
19.0%
B/E move
2.1%
Puts
Pseudo strike
94.47
IV
16.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
92.79
IV
19.2%
B/E move
1.9%
Puts
Pseudo strike
94.94
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
92.38
IV
16.7%
B/E move
1.5%
Puts
Pseudo strike
95.52
IV
15.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
91.96
IV
14.4%
B/E move
1.1%
Puts
Pseudo strike
96.13
IV
15.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
91.40
IV
14.4%
B/E move
0.9%
Puts
Pseudo strike
96.78
IV
15.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
90.66
IV
15.1%
B/E move
0.8%
Puts
Pseudo strike
98.11
IV
18.5%
B/E move
0.2%

Options history

AVLV14.8315.0015.162026-10-20: 14.86%2026-10-21: 15.14%Oct 20Oct 21
Table
DateIV
14.86%
15.14%