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Avantis Real Estate ETF AVRE

i

Market dataready · fetched 2026-11-11T14:05:14.446Z

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: 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 · 2026-11-11T01:00:00.073966161Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:05:13.816388+00:00

Share price$47.47
1D+0.5%
AH$47.05$47.16$47.28$47.39$47.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVRE
Sold putSold callAH

Avantis Real Estate ETF options

Live interpolated AVRE call and put midpoint premiums by absolute delta.Avantis Real Estate ETF$1.20$1.65$2.11$2.56$3.02$45.80$46.67$47.54$48.42$49.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AVRE spot · $47.47AVRE PRICE$1.25$1.32$1.42$1.54$1.65$1.76$1.87$1.25$1.27$1.30$1.32$1.38$1.47$1.60$1.73$1.85$1.97$2.27$2.89
Puts——
Calls——
Skew——
Implied moveBearish±$3.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.05152.7%20.4%
25Δ41.22126.0%15.9%
30Δ43.3999.3%11.3%
35Δ45.5672.6%6.8%
40Δ48.9661.5%5.8%46.5560.9%4.8%
45Δ48.2654.5%4.5%47.1754.4%3.7%
50Δ47.7149.6%3.5%47.6550.6%3.0%
55Δ47.2546.0%2.8%48.0946.9%2.3%
60Δ46.8542.5%2.2%48.4443.6%1.9%
65Δ46.5439.4%1.7%48.7840.2%1.4%
70Δ46.2236.2%1.3%49.2539.7%1.0%
75Δ49.9344.3%0.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.05
IV
152.7%
B/E move
20.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.22
IV
126.0%
B/E move
15.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.39
IV
99.3%
B/E move
11.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.56
IV
72.6%
B/E move
6.8%

40Δ

Calls
Pseudo strike
48.96
IV
61.5%
B/E move
5.8%
Puts
Pseudo strike
46.55
IV
60.9%
B/E move
4.8%

45Δ

Calls
Pseudo strike
48.26
IV
54.5%
B/E move
4.5%
Puts
Pseudo strike
47.17
IV
54.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
47.71
IV
49.6%
B/E move
3.5%
Puts
Pseudo strike
47.65
IV
50.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
47.25
IV
46.0%
B/E move
2.8%
Puts
Pseudo strike
48.09
IV
46.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
46.85
IV
42.5%
B/E move
2.2%
Puts
Pseudo strike
48.44
IV
43.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
46.54
IV
39.4%
B/E move
1.7%
Puts
Pseudo strike
48.78
IV
40.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
46.22
IV
36.2%
B/E move
1.3%
Puts
Pseudo strike
49.25
IV
39.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.93
IV
44.3%
B/E move
0.9%

80Δ

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

Options history

IV · four-Friday blend26.98%
Daily close
AVRE22.2%41.5%60.9%2026-08-13: 30.92%2026-08-14: 31.90%2026-08-17: 36.34%2026-08-18: 38.69%2026-08-19: 43.80%2026-08-20: 54.74%2026-08-21: 25.71%2026-08-24: 26.53%2026-08-25: 26.73%2026-08-26: 27.26%2026-08-27: 27.66%2026-08-28: 27.51%2026-08-31: 29.03%2026-09-01: 29.44%2026-09-02: 29.80%2026-09-03: 29.90%2026-09-04: 30.45%2026-09-08: 31.45%2026-09-09: 32.70%2026-09-10: 33.84%2026-09-11: 35.10%2026-09-14: 39.34%2026-09-15: 42.90%2026-09-16: 47.12%2026-09-17: 58.19%2026-09-18: 25.70%2026-09-21: 24.84%2026-09-22: 24.90%2026-09-23: 25.11%2026-09-24: 25.74%2026-09-25: 25.96%2026-09-28: 26.51%2026-09-29: 27.18%2026-09-30: 27.09%2026-10-01: 28.07%2026-10-02: 28.44%2026-10-05: 29.73%2026-10-06: 30.12%2026-10-07: 30.95%2026-10-08: 31.69%2026-10-09: 32.35%2026-10-12: 36.52%2026-10-13: 38.63%2026-10-14: 43.89%2026-10-15: 55.50%2026-10-16: 25.15%2026-10-19: 25.73%2026-10-20: 25.83%2026-10-21: 25.95%2026-10-22: 25.80%2026-10-23: 26.40%2026-10-26: 26.94%2026-10-27: 26.73%2026-10-28: 27.54%2026-10-29: 26.99%2026-10-30: 26.98%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
30.92%
31.90%
36.34%
38.69%
43.80%
54.74%
25.71%
26.53%
26.73%
27.26%
27.66%
27.51%
29.03%
29.44%
29.80%
29.90%
30.45%
31.45%
32.70%
33.84%
35.10%
39.34%
42.90%
47.12%
58.19%
25.70%
24.84%
24.90%
25.11%
25.74%
25.96%
26.51%
27.18%
27.09%
28.07%
28.44%
29.73%
30.12%
30.95%
31.69%
32.35%
36.52%
38.63%
43.89%
55.50%
25.15%
25.73%
25.83%
25.95%
25.80%
26.40%
26.94%
26.73%
27.54%
26.99%
26.98%