IntraAlpha
Create free account Start free

Avantis U.S. Mid Cap Value ETF AVMV

i

Market datapartial · fetched 2026-10-22T05:19:48.368Z

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 · unavailable

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$1.55$2.39$3.22$4.06$73.71$76.43$79.15$81.86$84.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$2.68$3.24$3.82$0.93$1.01$1.08$1.18$1.28$1.38$1.50$1.63$1.84$2.09$2.37$2.72$3.13
PutsExpensive1.43×
CallsExpensive1.48×
SkewBullish-0.33 pp
Implied moveBearish±$2.92
TiltBalanced1.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.3933.3%10.2%73.3035.4%8.5%
25Δ83.7126.0%6.9%75.3528.9%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%79.4316.4%1.5%
55Δ79.0415.6%1.9%79.8515.3%1.1%
60Δ78.5515.8%1.7%80.2714.8%0.9%
65Δ78.0616.1%1.4%80.6914.5%0.6%
70Δ77.4217.2%1.2%81.1314.4%0.4%
75Δ76.7418.2%1.1%81.6114.2%0.3%
80Δ76.0018.8%0.9%82.1514.2%0.1%

20Δ

Calls
Pseudo strike
86.39
IV
33.3%
B/E move
10.2%
Puts
Pseudo strike
73.30
IV
35.4%
B/E move
8.5%

25Δ

Calls
Pseudo strike
83.71
IV
26.0%
B/E move
6.9%
Puts
Pseudo strike
75.35
IV
28.9%
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
16.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
79.04
IV
15.6%
B/E move
1.9%
Puts
Pseudo strike
79.85
IV
15.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
78.55
IV
15.8%
B/E move
1.7%
Puts
Pseudo strike
80.27
IV
14.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
78.06
IV
16.1%
B/E move
1.4%
Puts
Pseudo strike
80.69
IV
14.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
77.42
IV
17.2%
B/E move
1.2%
Puts
Pseudo strike
81.13
IV
14.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
76.74
IV
18.2%
B/E move
1.1%
Puts
Pseudo strike
81.61
IV
14.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
76.00
IV
18.8%
B/E move
0.9%
Puts
Pseudo strike
82.15
IV
14.2%
B/E move
0.1%

Options history

No recorded observations