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Avantis U.S. Mid Cap Equity ETF AVMC

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Market dataready · fetched 2026-10-23T06:40:35.579Z

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 · 2026-10-23T00:00:00.05966368Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:40:35.247312+00:00

Share price$78.70
1D+0.2%
AH$77.86$78.09$78.31$78.54$78.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVMC
Sold putSold callAH

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$0.44$1.56$2.69$3.81$4.94$73.51$75.89$78.27$80.65$83.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVMC spot · $78.70AVMC PRICE$0.56$0.60$0.68$0.77$0.87$1.00$1.13$1.36$1.59$1.88$2.24$2.63$3.05$0.73$0.82$0.90$1.01$1.14$1.31$1.49$1.79$2.09$2.42$2.76$3.50$4.61
PutsExpensive1.42×
CallsExpensive1.14×
SkewBearish+3.93 pp
Implied moveBearish±$2.62
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.6723.5%7.0%74.0728.6%6.8%
25Δ81.9618.9%4.9%75.6224.1%5.0%
30Δ81.0016.5%3.8%76.7120.8%3.7%
35Δ80.3915.2%3.1%77.4319.1%2.9%
40Δ79.8514.2%2.6%78.0517.8%2.3%
45Δ79.4213.7%2.2%78.5317.2%1.9%
50Δ78.9913.3%1.8%79.0216.6%1.5%
55Δ78.6113.5%1.6%79.5116.9%1.3%
60Δ78.2213.8%1.4%79.9917.3%1.0%
65Δ77.8014.1%1.2%80.5017.2%0.8%
70Δ77.3114.6%1.1%81.0117.1%0.6%
75Δ76.8115.0%0.9%81.8618.6%0.4%
80Δ76.2515.1%0.8%83.0621.1%0.3%

20Δ

Calls
Pseudo strike
83.67
IV
23.5%
B/E move
7.0%
Puts
Pseudo strike
74.07
IV
28.6%
B/E move
6.8%

25Δ

Calls
Pseudo strike
81.96
IV
18.9%
B/E move
4.9%
Puts
Pseudo strike
75.62
IV
24.1%
B/E move
5.0%

30Δ

Calls
Pseudo strike
81.00
IV
16.5%
B/E move
3.8%
Puts
Pseudo strike
76.71
IV
20.8%
B/E move
3.7%

35Δ

Calls
Pseudo strike
80.39
IV
15.2%
B/E move
3.1%
Puts
Pseudo strike
77.43
IV
19.1%
B/E move
2.9%

40Δ

Calls
Pseudo strike
79.85
IV
14.2%
B/E move
2.6%
Puts
Pseudo strike
78.05
IV
17.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
79.42
IV
13.7%
B/E move
2.2%
Puts
Pseudo strike
78.53
IV
17.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
78.99
IV
13.3%
B/E move
1.8%
Puts
Pseudo strike
79.02
IV
16.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
78.61
IV
13.5%
B/E move
1.6%
Puts
Pseudo strike
79.51
IV
16.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
78.22
IV
13.8%
B/E move
1.4%
Puts
Pseudo strike
79.99
IV
17.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
77.80
IV
14.1%
B/E move
1.2%
Puts
Pseudo strike
80.50
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
77.31
IV
14.6%
B/E move
1.1%
Puts
Pseudo strike
81.01
IV
17.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
76.81
IV
15.0%
B/E move
0.9%
Puts
Pseudo strike
81.86
IV
18.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
76.25
IV
15.1%
B/E move
0.8%
Puts
Pseudo strike
83.06
IV
21.1%
B/E move
0.3%

Options history

AVMC14.0314.2714.522026-10-20: 14.06%2026-10-21: 14.49%Oct 20Oct 21
Table
DateIV
14.06%
14.49%