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Avantis All International Markets Equity ETF AVNM

i

Market dataready · fetched 2026-11-11T14:29:39.878Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T01:00:00.070757432Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:29:39.299827+00:00

Share price$80.41
1D+0.0%
AH$79.87$80.10$80.33$80.55$80.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVNM
Sold putSold callAH

Avantis All International Markets Equity ETF options

Live interpolated AVNM call and put midpoint premiums by absolute delta.Avantis All International Markets Equity ETF$3.10$5.65$8.19$10.74$13.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —OPTION PRICEAVNM PRICE$3.38$4.00$4.04$6.16$8.29$10.42$12.55
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ83.1524.4%1.6%
65Δ85.4129.3%1.4%
70Δ87.6834.1%1.3%
75Δ78.0016.7%1.2%89.9438.9%1.1%
80Δ77.2217.1%1.0%92.2043.7%0.9%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.15
IV
24.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.41
IV
29.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.68
IV
34.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
78.00
IV
16.7%
B/E move
1.2%
Puts
Pseudo strike
89.94
IV
38.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
77.22
IV
17.1%
B/E move
1.0%
Puts
Pseudo strike
92.20
IV
43.7%
B/E move
0.9%

Options history

IV · four-Friday blend16.07%
Daily close
AVNM13.5%19.7%26.0%2026-08-13: 16.36%2026-08-14: 16.52%2026-08-17: 18.34%2026-08-18: 19.58%2026-08-19: 20.46%2026-08-20: 23.71%2026-08-21: 14.94%2026-08-24: 15.17%2026-08-25: 15.22%2026-08-26: 14.86%2026-08-27: 14.79%2026-08-28: 14.36%2026-08-31: 14.81%2026-09-01: 15.11%2026-09-02: 15.46%2026-09-03: 14.88%2026-09-04: 14.79%2026-09-08: 15.64%2026-09-09: 16.30%2026-09-10: 17.32%2026-09-11: 16.77%2026-09-14: 18.71%2026-09-15: 20.59%2026-09-16: 21.17%2026-09-17: 25.12%2026-09-18: 15.02%2026-09-21: 15.06%2026-09-22: 14.95%2026-09-23: 15.60%2026-09-24: 15.35%2026-09-25: 15.04%2026-09-28: 15.10%2026-09-29: 15.48%2026-09-30: 15.64%2026-10-01: 15.85%2026-10-02: 16.00%2026-10-05: 16.12%2026-10-06: 16.11%2026-10-07: 16.58%2026-10-08: 16.82%2026-10-09: 17.12%2026-10-12: 18.66%2026-10-13: 19.02%2026-10-14: 20.35%2026-10-15: 24.86%2026-10-16: 14.80%2026-10-19: 15.07%2026-10-20: 15.40%2026-10-21: 15.35%2026-10-22: 15.52%2026-10-23: 15.85%2026-10-26: 15.83%2026-10-27: 15.89%2026-10-28: 15.66%2026-10-29: 15.48%2026-10-30: 16.07%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
16.36%
16.52%
18.34%
19.58%
20.46%
23.71%
14.94%
15.17%
15.22%
14.86%
14.79%
14.36%
14.81%
15.11%
15.46%
14.88%
14.79%
15.64%
16.30%
17.32%
16.77%
18.71%
20.59%
21.17%
25.12%
15.02%
15.06%
14.95%
15.60%
15.35%
15.04%
15.10%
15.48%
15.64%
15.85%
16.00%
16.12%
16.11%
16.58%
16.82%
17.12%
18.66%
19.02%
20.35%
24.86%
14.80%
15.07%
15.40%
15.35%
15.52%
15.85%
15.83%
15.89%
15.66%
15.48%
16.07%