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Avantis All International Markets Equity ETF AVNM

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Market datapartial · fetched 2026-10-22T21:00:48.575Z

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 · 2026-10-22T20:10:00.001611546Z

FundamentalsAlpha Vantage · unavailable

Share price$80.86
1D-0.5%
AH$80.54$80.73$80.93$81.13$81.325:30 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$1.45$2.29$3.13$3.97$75.58$78.18$80.79$83.40$86.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVNM spot · $80.86AVNM PRICE$0.70$0.75$0.85$0.95$1.06$1.19$1.34$1.58$1.90$2.24$2.61$3.12$3.73$0.83$0.93$1.03$1.12$1.21$1.33$1.49$1.70$1.92$2.23$2.54$2.99$3.63
PutsExpensive1.08×
CallsExpensive1.30×
SkewBearish+0.62 pp
Implied moveBearish±$2.83
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.1328.6%8.6%75.6131.4%7.5%
25Δ84.9522.9%6.0%77.3726.4%5.5%
30Δ83.7720.2%4.6%78.5723.1%4.1%
35Δ82.8918.1%3.7%79.4720.4%3.1%
40Δ82.2416.8%3.0%80.1818.2%2.3%
45Δ81.7015.8%2.5%80.7016.8%1.8%
50Δ81.2115.1%2.1%81.1915.9%1.4%
55Δ80.7315.1%1.8%81.6315.5%1.2%
60Δ80.2615.8%1.6%82.0715.2%0.9%
65Δ79.7716.2%1.4%82.5415.1%0.7%
70Δ79.2316.5%1.2%83.0215.1%0.5%
75Δ78.5817.1%1.0%83.6015.2%0.3%
80Δ77.8417.8%0.9%84.3516.0%0.2%

20Δ

Calls
Pseudo strike
87.13
IV
28.6%
B/E move
8.6%
Puts
Pseudo strike
75.61
IV
31.4%
B/E move
7.5%

25Δ

Calls
Pseudo strike
84.95
IV
22.9%
B/E move
6.0%
Puts
Pseudo strike
77.37
IV
26.4%
B/E move
5.5%

30Δ

Calls
Pseudo strike
83.77
IV
20.2%
B/E move
4.6%
Puts
Pseudo strike
78.57
IV
23.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
82.89
IV
18.1%
B/E move
3.7%
Puts
Pseudo strike
79.47
IV
20.4%
B/E move
3.1%

40Δ

Calls
Pseudo strike
82.24
IV
16.8%
B/E move
3.0%
Puts
Pseudo strike
80.18
IV
18.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
81.70
IV
15.8%
B/E move
2.5%
Puts
Pseudo strike
80.70
IV
16.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
81.21
IV
15.1%
B/E move
2.1%
Puts
Pseudo strike
81.19
IV
15.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
80.73
IV
15.1%
B/E move
1.8%
Puts
Pseudo strike
81.63
IV
15.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
80.26
IV
15.8%
B/E move
1.6%
Puts
Pseudo strike
82.07
IV
15.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
79.77
IV
16.2%
B/E move
1.4%
Puts
Pseudo strike
82.54
IV
15.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
79.23
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
83.02
IV
15.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
78.58
IV
17.1%
B/E move
1.0%
Puts
Pseudo strike
83.60
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
77.84
IV
17.8%
B/E move
0.9%
Puts
Pseudo strike
84.35
IV
16.0%
B/E move
0.2%

Options history

AVNM15.3415.3915.442026-10-20: 15.42%2026-10-21: 15.35%Oct 20Oct 21
Table
DateIV
15.42%
15.35%