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Avantis Moderate Allocation ETF AVMA

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Market datapartial · fetched 2026-10-22T11:27:45.998Z

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 · 2026-10-22T00:00:00.153049862Z

FundamentalsAlpha Vantage · unavailable

Share price$72.45
1D+0.2%
AH$72.30$72.37$72.44$72.51$72.585:30 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$0.24$0.68$1.13$1.57$2.01$69.03$70.59$72.15$73.71$75.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVMA spot · $72.45AVMA PRICE$0.29$0.41$0.52$0.62$0.69$0.77$0.85$0.93$1.01$1.09$1.35$1.62$1.88$0.57$0.63$0.70$0.74$0.79$0.87$0.95$1.04$1.20$1.35$1.50$1.83
PutsExpensive1.74×
CallsExpensive1.46×
SkewBearish+2.98 pp
Implied moveBearish±$1.80
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.6511.0%3.4%68.9323.4%5.6%
25Δ74.4112.0%3.3%70.0820.1%4.1%
30Δ74.1613.0%3.1%70.9417.4%3.0%
35Δ73.8613.2%2.8%71.5415.2%2.3%
40Δ73.4612.2%2.3%72.0613.3%1.6%
45Δ73.0611.2%1.9%72.3912.4%1.3%
50Δ72.7810.6%1.6%72.7111.5%1.0%
55Δ72.5310.0%1.4%73.0310.7%0.6%
60Δ72.279.4%1.1%73.2810.4%0.5%
65Δ72.028.8%0.9%73.5410.2%0.4%
70Δ71.699.1%0.8%73.809.9%0.2%
75Δ71.359.5%0.7%74.2110.5%0.1%
80Δ71.029.9%0.6%

20Δ

Calls
Pseudo strike
74.65
IV
11.0%
B/E move
3.4%
Puts
Pseudo strike
68.93
IV
23.4%
B/E move
5.6%

25Δ

Calls
Pseudo strike
74.41
IV
12.0%
B/E move
3.3%
Puts
Pseudo strike
70.08
IV
20.1%
B/E move
4.1%

30Δ

Calls
Pseudo strike
74.16
IV
13.0%
B/E move
3.1%
Puts
Pseudo strike
70.94
IV
17.4%
B/E move
3.0%

35Δ

Calls
Pseudo strike
73.86
IV
13.2%
B/E move
2.8%
Puts
Pseudo strike
71.54
IV
15.2%
B/E move
2.3%

40Δ

Calls
Pseudo strike
73.46
IV
12.2%
B/E move
2.3%
Puts
Pseudo strike
72.06
IV
13.3%
B/E move
1.6%

45Δ

Calls
Pseudo strike
73.06
IV
11.2%
B/E move
1.9%
Puts
Pseudo strike
72.39
IV
12.4%
B/E move
1.3%

50Δ

Calls
Pseudo strike
72.78
IV
10.6%
B/E move
1.6%
Puts
Pseudo strike
72.71
IV
11.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
72.53
IV
10.0%
B/E move
1.4%
Puts
Pseudo strike
73.03
IV
10.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
72.27
IV
9.4%
B/E move
1.1%
Puts
Pseudo strike
73.28
IV
10.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
72.02
IV
8.8%
B/E move
0.9%
Puts
Pseudo strike
73.54
IV
10.2%
B/E move
0.4%

70Δ

Calls
Pseudo strike
71.69
IV
9.1%
B/E move
0.8%
Puts
Pseudo strike
73.80
IV
9.9%
B/E move
0.2%

75Δ

Calls
Pseudo strike
71.35
IV
9.5%
B/E move
0.7%
Puts
Pseudo strike
74.21
IV
10.5%
B/E move
0.1%

80Δ

Calls
Pseudo strike
71.02
IV
9.9%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations