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Avantis All International Markets Equity ETF AVNM

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Market datapartial · fetched 2026-10-22T05:16:45.794Z

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 · 2026-10-22T00:00:00.072704632Z

FundamentalsAlpha Vantage · unavailable

Share price$82.21
1D-0.1%
AH$81.86$81.98$82.11$82.23$82.355:30 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$0.61$1.57$2.54$3.50$4.47$76.76$79.40$82.05$84.70$87.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVNM spot · $82.21AVNM PRICE$0.71$0.78$0.85$0.96$1.06$1.15$1.33$1.52$1.82$2.16$2.56$3.00$3.67$0.83$0.91$1.02$1.11$1.22$1.35$1.55$1.76$2.06$2.37$2.78$3.28$4.19
PutsExpensive1.10×
CallsExpensive1.24×
SkewBearish+1.36 pp
Implied moveBearish±$2.88
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.5928.2%8.6%77.0130.3%7.3%
25Δ86.4623.0%6.1%78.7925.3%5.3%
30Δ85.1019.5%4.5%79.9822.2%4.0%
35Δ84.2817.9%3.7%80.8719.6%3.0%
40Δ83.6216.3%3.0%81.5317.8%2.3%
45Δ83.0314.8%2.4%82.1116.5%1.8%
50Δ82.5714.6%2.1%82.5616.1%1.5%
55Δ82.1214.5%1.7%83.0115.8%1.2%
60Δ81.6514.8%1.5%83.5015.9%0.9%
65Δ81.1615.4%1.4%83.9915.9%0.7%
70Δ80.6215.8%1.2%84.5516.0%0.5%
75Δ80.0416.3%1.0%85.2016.5%0.4%
80Δ79.2417.2%0.9%86.2118.1%0.2%

20Δ

Calls
Pseudo strike
88.59
IV
28.2%
B/E move
8.6%
Puts
Pseudo strike
77.01
IV
30.3%
B/E move
7.3%

25Δ

Calls
Pseudo strike
86.46
IV
23.0%
B/E move
6.1%
Puts
Pseudo strike
78.79
IV
25.3%
B/E move
5.3%

30Δ

Calls
Pseudo strike
85.10
IV
19.5%
B/E move
4.5%
Puts
Pseudo strike
79.98
IV
22.2%
B/E move
4.0%

35Δ

Calls
Pseudo strike
84.28
IV
17.9%
B/E move
3.7%
Puts
Pseudo strike
80.87
IV
19.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
83.62
IV
16.3%
B/E move
3.0%
Puts
Pseudo strike
81.53
IV
17.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
83.03
IV
14.8%
B/E move
2.4%
Puts
Pseudo strike
82.11
IV
16.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
82.57
IV
14.6%
B/E move
2.1%
Puts
Pseudo strike
82.56
IV
16.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
82.12
IV
14.5%
B/E move
1.7%
Puts
Pseudo strike
83.01
IV
15.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
81.65
IV
14.8%
B/E move
1.5%
Puts
Pseudo strike
83.50
IV
15.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
81.16
IV
15.4%
B/E move
1.4%
Puts
Pseudo strike
83.99
IV
15.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
80.62
IV
15.8%
B/E move
1.2%
Puts
Pseudo strike
84.55
IV
16.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
80.04
IV
16.3%
B/E move
1.0%
Puts
Pseudo strike
85.20
IV
16.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
79.24
IV
17.2%
B/E move
0.9%
Puts
Pseudo strike
86.21
IV
18.1%
B/E move
0.2%

Options history

No recorded observations