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Avantis Moderate Allocation ETF AVMA

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Market dataready · fetched 2026-11-11T13:59:24.092Z

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 · 2026-11-11T01:00:00.053950591Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:59:23.331425+00:00

Share price$72.03
1D+0.3%
AH$71.68$71.78$71.88$71.97$72.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVMA
Sold putSold callAH

Avantis Moderate Allocation ETF options

Live interpolated AVMA call and put midpoint premiums by absolute delta.Avantis Moderate Allocation ETF$0.64$2.77$4.90$7.03$9.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEAVMA PRICE$0.87$0.93$1.04$1.16$1.28$1.39$1.68$1.97$2.27$2.56$3.34$4.81$8.55
PutsExpensive2.11×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.3233.3%9.1%
25Δ68.4826.6%6.2%
30Δ69.6023.4%4.8%
35Δ70.3821.4%3.9%
40Δ71.1719.3%3.0%
45Δ71.9617.3%2.0%
50Δ72.4717.2%1.7%
55Δ72.9817.2%1.4%
60Δ73.4817.3%1.1%
65Δ73.9817.3%0.9%
70Δ74.8519.4%0.7%
75Δ76.3623.9%0.7%
80Δ80.1233.7%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.32
IV
33.3%
B/E move
9.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.48
IV
26.6%
B/E move
6.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.60
IV
23.4%
B/E move
4.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.38
IV
21.4%
B/E move
3.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.17
IV
19.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.96
IV
17.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.47
IV
17.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.98
IV
17.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.48
IV
17.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.98
IV
17.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.85
IV
19.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.36
IV
23.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.12
IV
33.7%
B/E move
0.6%

Options history

IV · four-Friday blend13.07%
Daily close
AVMA9.4%16.5%23.6%2026-08-13: 13.66%2026-08-14: 13.87%2026-08-17: 15.85%2026-08-18: 16.08%2026-08-19: 18.00%2026-08-20: 20.66%2026-08-21: 12.57%2026-08-24: 12.75%2026-08-25: 12.27%2026-08-26: 12.62%2026-08-27: 12.43%2026-08-28: 11.43%2026-08-31: 12.70%2026-09-01: 13.06%2026-09-02: 12.86%2026-09-03: 12.70%2026-09-04: 13.15%2026-09-08: 13.73%2026-09-09: 14.48%2026-09-10: 14.78%2026-09-11: 14.40%2026-09-14: 16.04%2026-09-15: 17.90%2026-09-16: 16.90%2026-09-17: 22.59%2026-09-18: 10.34%2026-09-21: 11.82%2026-09-22: 11.90%2026-09-23: 11.42%2026-09-24: 11.76%2026-09-25: 11.87%2026-09-28: 12.38%2026-09-29: 12.29%2026-09-30: 12.06%2026-10-01: 12.28%2026-10-02: 12.41%2026-10-05: 12.69%2026-10-06: 12.89%2026-10-07: 12.99%2026-10-08: 13.24%2026-10-09: 13.38%2026-10-12: 14.76%2026-10-13: 13.85%2026-10-14: 14.45%2026-10-15: 19.10%2026-10-16: 11.50%2026-10-19: 11.78%2026-10-20: 11.46%2026-10-21: 11.56%2026-10-22: 12.28%2026-10-23: 12.09%2026-10-26: 12.32%2026-10-27: 12.29%2026-10-28: 12.32%2026-10-29: 12.42%2026-10-30: 13.07%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
13.66%
13.87%
15.85%
16.08%
18.00%
20.66%
12.57%
12.75%
12.27%
12.62%
12.43%
11.43%
12.70%
13.06%
12.86%
12.70%
13.15%
13.73%
14.48%
14.78%
14.40%
16.04%
17.90%
16.90%
22.59%
10.34%
11.82%
11.90%
11.42%
11.76%
11.87%
12.38%
12.29%
12.06%
12.28%
12.41%
12.69%
12.89%
12.99%
13.24%
13.38%
14.76%
13.85%
14.45%
19.10%
11.50%
11.78%
11.46%
11.56%
12.28%
12.09%
12.32%
12.29%
12.32%
12.42%
13.07%