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Avantis U.S. Mid Cap Equity ETF AVMC

i

Market datapartial · fetched 2026-11-12T16:05:50.472Z

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: 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 · 2026-11-12T15:13:56.219260182Z

FundamentalsAlpha Vantage · unavailable

Share price$79.53
1D-0.6%
$79.49$79.63$79.76$79.89$80.035:30 AM6:30 AM9:00 AM1:00 PMAVMC
Sold putSold call

Avantis U.S. Mid Cap Equity ETF options

Live interpolated AVMC call and put midpoint premiums by absolute delta.Avantis U.S. Mid Cap Equity ETF$0.86$1.46$2.07$2.67$3.28$-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 PRICEAVMC PRICE$0.92$1.10$1.29$1.47$1.65$1.83$2.01$2.19$2.38$2.56$2.74$2.92$3.10
PutsExpensive2.69×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.1475.8%11.7%
25Δ71.9871.9%10.9%
30Δ72.8168.1%10.1%
35Δ73.6564.2%9.2%
40Δ74.4860.3%8.4%
45Δ75.3256.5%7.6%
50Δ76.1652.6%6.8%
55Δ76.9948.7%6.0%
60Δ77.8344.8%5.1%
65Δ78.6641.0%4.3%
70Δ79.5037.1%3.5%
75Δ80.3333.2%2.7%
80Δ81.1729.4%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.14
IV
75.8%
B/E move
11.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.98
IV
71.9%
B/E move
10.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.81
IV
68.1%
B/E move
10.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.65
IV
64.2%
B/E move
9.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.48
IV
60.3%
B/E move
8.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.32
IV
56.5%
B/E move
7.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.16
IV
52.6%
B/E move
6.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.99
IV
48.7%
B/E move
6.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.83
IV
44.8%
B/E move
5.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.66
IV
41.0%
B/E move
4.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.50
IV
37.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.33
IV
33.2%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.17
IV
29.4%
B/E move
1.8%

Options history

IV · four-Friday blend16.81%
Daily close
AVMC13.7%18.9%24.0%2026-08-14: 17.07%2026-08-17: 18.79%2026-08-18: 18.71%2026-08-19: 20.45%2026-08-20: 22.10%2026-08-21: 15.54%2026-08-24: 15.96%2026-08-25: 15.89%2026-08-26: 15.56%2026-08-27: 15.12%2026-08-28: 14.55%2026-08-31: 15.42%2026-09-01: 15.17%2026-09-02: 15.09%2026-09-03: 14.65%2026-09-04: 14.63%2026-09-08: 15.91%2026-09-09: 16.32%2026-09-10: 17.26%2026-09-11: 16.53%2026-09-14: 18.37%2026-09-15: 19.52%2026-09-16: 19.34%2026-09-17: 23.26%2026-09-18: 15.97%2026-09-21: 14.84%2026-09-22: 14.66%2026-09-23: 14.44%2026-09-24: 14.71%2026-09-25: 14.74%2026-09-28: 14.74%2026-09-29: 14.64%2026-09-30: 15.13%2026-10-01: 15.11%2026-10-02: 15.01%2026-10-05: 14.58%2026-10-06: 15.07%2026-10-07: 15.23%2026-10-08: 15.16%2026-10-09: 15.27%2026-10-12: 16.40%2026-10-13: 16.62%2026-10-14: 18.18%2026-10-15: 20.38%2026-10-16: 14.96%2026-10-19: 14.64%2026-10-20: 14.47%2026-10-21: 14.47%2026-10-22: 15.23%2026-10-23: 15.65%2026-10-26: 15.90%2026-10-27: 15.48%2026-10-28: 15.45%2026-10-29: 15.32%2026-10-30: 16.81%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
17.07%
18.79%
18.71%
20.45%
22.10%
15.54%
15.96%
15.89%
15.56%
15.12%
14.55%
15.42%
15.17%
15.09%
14.65%
14.63%
15.91%
16.32%
17.26%
16.53%
18.37%
19.52%
19.34%
23.26%
15.97%
14.84%
14.66%
14.44%
14.71%
14.74%
14.74%
14.64%
15.13%
15.11%
15.01%
14.58%
15.07%
15.23%
15.16%
15.27%
16.40%
16.62%
18.18%
20.38%
14.96%
14.64%
14.47%
14.47%
15.23%
15.65%
15.90%
15.48%
15.45%
15.32%
16.81%