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Avantis U.S. Mid Cap Value ETF AVMV

i

Market dataready · fetched 2026-11-11T04:21:59.880Z

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 · 2026-11-11T01:00:00.082425336Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T04:21:59.492441+00:00

Share price$80.70
1D+0.6%
AH$79.95$80.15$80.36$80.56$80.765:30 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$0.90$1.82$2.73$3.65$4.56$77.88$79.48$81.08$82.67$84.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AVMV spot · $80.70AVMV PRICE$1.00$1.00$1.07$1.13$1.22$1.31$1.44$1.56$1.65$1.72$1.79$1.86$1.06$1.15$1.23$1.28$1.41$1.56$1.67$1.77$1.87$2.34$2.96$4.30
Puts——
Calls——
Skew——
Implied moveBearish±$2.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ85.9953.2%7.8%76.5652.1%6.5%
30Δ83.9241.6%5.2%78.0044.2%4.8%
35Δ82.7935.7%3.9%79.0338.3%3.6%
40Δ81.9531.1%3.0%79.7833.4%2.7%
45Δ81.3928.2%2.4%80.3630.7%2.2%
50Δ80.8825.7%1.9%80.8728.9%1.7%
55Δ80.5024.2%1.5%81.2726.7%1.4%
60Δ80.1122.7%1.2%81.6224.3%1.1%
65Δ79.8520.9%1.0%81.9722.0%0.7%
70Δ79.6418.9%0.8%82.5523.4%0.6%
75Δ79.4217.0%0.6%83.2525.8%0.5%
80Δ79.2115.1%0.5%84.6232.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
85.99
IV
53.2%
B/E move
7.8%
Puts
Pseudo strike
76.56
IV
52.1%
B/E move
6.5%

30Δ

Calls
Pseudo strike
83.92
IV
41.6%
B/E move
5.2%
Puts
Pseudo strike
78.00
IV
44.2%
B/E move
4.8%

35Δ

Calls
Pseudo strike
82.79
IV
35.7%
B/E move
3.9%
Puts
Pseudo strike
79.03
IV
38.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
81.95
IV
31.1%
B/E move
3.0%
Puts
Pseudo strike
79.78
IV
33.4%
B/E move
2.7%

45Δ

Calls
Pseudo strike
81.39
IV
28.2%
B/E move
2.4%
Puts
Pseudo strike
80.36
IV
30.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
80.88
IV
25.7%
B/E move
1.9%
Puts
Pseudo strike
80.87
IV
28.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
80.50
IV
24.2%
B/E move
1.5%
Puts
Pseudo strike
81.27
IV
26.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
80.11
IV
22.7%
B/E move
1.2%
Puts
Pseudo strike
81.62
IV
24.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
79.85
IV
20.9%
B/E move
1.0%
Puts
Pseudo strike
81.97
IV
22.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
79.64
IV
18.9%
B/E move
0.8%
Puts
Pseudo strike
82.55
IV
23.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
79.42
IV
17.0%
B/E move
0.6%
Puts
Pseudo strike
83.25
IV
25.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
79.21
IV
15.1%
B/E move
0.5%
Puts
Pseudo strike
84.62
IV
32.1%
B/E move
0.5%

Options history

IV · four-Friday blend19.12%
Daily close
AVMV15.8%24.0%32.2%2026-08-12: 20.46%2026-08-13: 20.98%2026-08-14: 21.14%2026-08-17: 23.53%2026-08-18: 24.79%2026-08-19: 26.15%2026-08-20: 31.07%2026-08-21: 18.88%2026-08-24: 18.68%2026-08-25: 18.98%2026-08-26: 18.94%2026-08-27: 18.00%2026-08-28: 17.75%2026-08-31: 18.16%2026-09-01: 18.58%2026-09-02: 20.17%2026-09-03: 19.22%2026-09-04: 17.92%2026-09-08: 19.48%2026-09-09: 20.00%2026-09-10: 21.26%2026-09-11: 20.36%2026-09-14: 22.90%2026-09-15: 24.51%2026-09-16: 24.04%2026-09-17: 29.05%2026-09-18: 18.98%2026-09-21: 17.67%2026-09-22: 17.69%2026-09-23: 17.65%2026-09-24: 17.94%2026-09-25: 17.93%2026-09-28: 18.25%2026-09-29: 18.16%2026-09-30: 18.56%2026-10-01: 18.13%2026-10-02: 18.39%2026-10-05: 18.24%2026-10-06: 18.78%2026-10-07: 18.98%2026-10-08: 18.93%2026-10-09: 19.30%2026-10-12: 21.25%2026-10-13: 20.95%2026-10-14: 22.99%2026-10-15: 25.67%2026-10-16: 16.98%2026-10-19: 17.03%2026-10-20: 16.89%2026-10-21: 17.02%2026-10-22: 17.57%2026-10-23: 17.77%2026-10-26: 18.23%2026-10-27: 18.12%2026-10-28: 17.91%2026-10-29: 18.15%2026-10-30: 19.12%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
20.46%
20.98%
21.14%
23.53%
24.79%
26.15%
31.07%
18.88%
18.68%
18.98%
18.94%
18.00%
17.75%
18.16%
18.58%
20.17%
19.22%
17.92%
19.48%
20.00%
21.26%
20.36%
22.90%
24.51%
24.04%
29.05%
18.98%
17.67%
17.69%
17.65%
17.94%
17.93%
18.25%
18.16%
18.56%
18.13%
18.39%
18.24%
18.78%
18.98%
18.93%
19.30%
21.25%
20.95%
22.99%
25.67%
16.98%
17.03%
16.89%
17.02%
17.57%
17.77%
18.23%
18.12%
17.91%
18.15%
19.12%