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Avantis All International Markets Value ETF AVNV

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Market datapartial · fetched 2026-10-22T22:29:33.251Z

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 · 2026-10-22T20:10:00.003028067Z

FundamentalsAlpha Vantage · unavailable

Share price$82.50
1D-0.4%
AH$82.36$82.51$82.65$82.80$82.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVNV
Sold putSold callAH

Avantis All International Markets Value ETF options

Live interpolated AVNV call and put midpoint premiums by absolute delta.Avantis All International Markets Value ETF$0.66$1.53$2.41$3.28$4.16$77.06$79.77$82.47$85.18$87.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVNV spot · $82.50AVNV PRICE$0.75$0.81$0.89$1.00$1.12$1.25$1.41$1.65$1.92$2.31$2.72$3.15$3.90$0.86$0.97$1.07$1.18$1.29$1.43$1.58$1.74$1.92$2.17$2.61$3.04$3.45
PutsExpensive1.28×
CallsExpensive1.97×
SkewNeutral+0.25 pp
Implied moveBearish±$2.99
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.2530.1%9.1%77.1131.6%7.6%
25Δ86.8824.1%6.3%78.8926.9%5.5%
30Δ85.5720.9%4.8%80.1523.4%4.1%
35Δ84.6618.9%3.8%81.0721.0%3.2%
40Δ83.9417.3%3.1%81.7819.0%2.4%
45Δ83.3916.3%2.6%82.3417.6%1.9%
50Δ82.8715.6%2.2%82.8416.5%1.5%
55Δ82.4015.6%1.9%83.2815.7%1.2%
60Δ81.9115.7%1.6%83.7014.9%0.9%
65Δ81.3616.4%1.4%84.1614.5%0.6%
70Δ80.8016.8%1.2%84.7215.1%0.5%
75Δ80.2117.0%1.0%85.2815.2%0.3%
80Δ79.3318.3%0.9%85.8415.0%0.1%

20Δ

Calls
Pseudo strike
89.25
IV
30.1%
B/E move
9.1%
Puts
Pseudo strike
77.11
IV
31.6%
B/E move
7.6%

25Δ

Calls
Pseudo strike
86.88
IV
24.1%
B/E move
6.3%
Puts
Pseudo strike
78.89
IV
26.9%
B/E move
5.5%

30Δ

Calls
Pseudo strike
85.57
IV
20.9%
B/E move
4.8%
Puts
Pseudo strike
80.15
IV
23.4%
B/E move
4.1%

35Δ

Calls
Pseudo strike
84.66
IV
18.9%
B/E move
3.8%
Puts
Pseudo strike
81.07
IV
21.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
83.94
IV
17.3%
B/E move
3.1%
Puts
Pseudo strike
81.78
IV
19.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
83.39
IV
16.3%
B/E move
2.6%
Puts
Pseudo strike
82.34
IV
17.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
82.87
IV
15.6%
B/E move
2.2%
Puts
Pseudo strike
82.84
IV
16.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
82.40
IV
15.6%
B/E move
1.9%
Puts
Pseudo strike
83.28
IV
15.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
81.91
IV
15.7%
B/E move
1.6%
Puts
Pseudo strike
83.70
IV
14.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
81.36
IV
16.4%
B/E move
1.4%
Puts
Pseudo strike
84.16
IV
14.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
80.80
IV
16.8%
B/E move
1.2%
Puts
Pseudo strike
84.72
IV
15.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
80.21
IV
17.0%
B/E move
1.0%
Puts
Pseudo strike
85.28
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
79.33
IV
18.3%
B/E move
0.9%
Puts
Pseudo strike
85.84
IV
15.0%
B/E move
0.1%

Options history

AVNV15.2415.3215.412026-10-20: 15.26%2026-10-21: 15.39%Oct 20Oct 21
Table
DateIV
15.26%
15.39%