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Avantis U.S. Mid Cap Value ETF AVMV

i

Market dataready · fetched 2026-10-22T03:36:54.026Z

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 · 2026-10-22T00:00:00.04052503Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:36:51.726597+00:00

Share price$79.11
1D-0.2%
AH$78.93$79.04$79.16$79.27$79.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVMV
Sold putSold callAH

Avantis U.S. Mid Cap Value ETF options

Live interpolated AVMV call and put midpoint premiums by absolute delta.Avantis U.S. Mid Cap Value ETF$0.71$1.54$2.38$3.21$4.04$73.74$76.44$79.14$81.84$84.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVMV spot · $79.11AVMV PRICE$0.80$0.84$0.93$1.03$1.14$1.26$1.42$1.59$1.87$2.16$2.66$3.22$3.80$0.93$1.01$1.08$1.18$1.28$1.38$1.50$1.63$1.85$2.10$2.39$2.74$3.17
PutsExpensive1.40×
CallsExpensive1.47×
SkewBullish-0.28 pp
Implied moveBearish±$2.93
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.3933.2%10.2%73.3035.3%8.5%
25Δ83.7125.9%6.9%75.3528.8%6.0%
30Δ82.2922.4%5.2%76.7324.3%4.4%
35Δ81.3320.1%4.1%77.6621.6%3.3%
40Δ80.6118.4%3.3%78.3819.4%2.5%
45Δ79.9816.9%2.7%79.0017.4%1.9%
50Δ79.5116.2%2.3%79.4316.3%1.5%
55Δ79.0415.5%1.9%79.8615.1%1.1%
60Δ78.5615.6%1.7%80.2814.6%0.8%
65Δ78.0715.8%1.4%80.7114.4%0.6%
70Δ77.4416.8%1.3%81.1514.2%0.4%
75Δ76.7617.8%1.1%81.6414.0%0.3%
80Δ76.0318.3%0.9%82.2014.1%0.1%

20Δ

Calls
Pseudo strike
86.39
IV
33.2%
B/E move
10.2%
Puts
Pseudo strike
73.30
IV
35.3%
B/E move
8.5%

25Δ

Calls
Pseudo strike
83.71
IV
25.9%
B/E move
6.9%
Puts
Pseudo strike
75.35
IV
28.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
82.29
IV
22.4%
B/E move
5.2%
Puts
Pseudo strike
76.73
IV
24.3%
B/E move
4.4%

35Δ

Calls
Pseudo strike
81.33
IV
20.1%
B/E move
4.1%
Puts
Pseudo strike
77.66
IV
21.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
80.61
IV
18.4%
B/E move
3.3%
Puts
Pseudo strike
78.38
IV
19.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
79.98
IV
16.9%
B/E move
2.7%
Puts
Pseudo strike
79.00
IV
17.4%
B/E move
1.9%

50Δ

Calls
Pseudo strike
79.51
IV
16.2%
B/E move
2.3%
Puts
Pseudo strike
79.43
IV
16.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
79.04
IV
15.5%
B/E move
1.9%
Puts
Pseudo strike
79.86
IV
15.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
78.56
IV
15.6%
B/E move
1.7%
Puts
Pseudo strike
80.28
IV
14.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
78.07
IV
15.8%
B/E move
1.4%
Puts
Pseudo strike
80.71
IV
14.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
77.44
IV
16.8%
B/E move
1.3%
Puts
Pseudo strike
81.15
IV
14.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
76.76
IV
17.8%
B/E move
1.1%
Puts
Pseudo strike
81.64
IV
14.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
76.03
IV
18.3%
B/E move
0.9%
Puts
Pseudo strike
82.20
IV
14.1%
B/E move
0.1%

Options history

No recorded observations