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Avantis Real Estate ETF AVRE

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Market datapartial · fetched 2026-10-22T08:09:33.065Z

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 · 2026-10-22T00:00:00.065403247Z

FundamentalsAlpha Vantage · unavailable

Share price$44.94
1D-1.0%
AH$44.87$45.01$45.14$45.27$45.415:30 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$1.19$1.52$1.86$2.20$2.53$39.32$42.15$44.99$47.82$50.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVRE spot · $44.94AVRE PRICE$1.23$1.23$1.26$1.33$1.43$1.60$1.76$1.89$2.03$2.15$2.28$2.44$1.23$1.24$1.27$1.34$1.42$1.51$1.61$1.71$1.81$1.90$1.99$2.08$2.19
PutsExpensive1.21×
CallsExpensive1.25×
SkewBullish-0.77 pp
Implied moveBalanced±$3.21
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.4077.2%17.3%
25Δ52.7470.9%20.1%40.7859.9%12.0%
30Δ49.5454.6%13.0%42.3348.5%8.6%
35Δ47.7944.9%9.1%43.3641.7%6.5%
40Δ46.7039.0%6.9%44.1436.8%4.9%
45Δ45.9034.9%5.3%44.7433.1%3.8%
50Δ45.3233.3%4.4%45.2330.0%2.9%
55Δ44.8031.4%3.6%45.6427.5%2.2%
60Δ44.3529.2%2.9%46.0325.1%1.6%
65Δ43.9327.0%2.3%46.2823.1%1.2%
70Δ43.6224.9%1.9%46.5421.1%0.9%
75Δ43.3122.8%1.4%46.7919.0%0.5%
80Δ42.9621.0%1.0%47.0517.1%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.40
IV
77.2%
B/E move
17.3%

25Δ

Calls
Pseudo strike
52.74
IV
70.9%
B/E move
20.1%
Puts
Pseudo strike
40.78
IV
59.9%
B/E move
12.0%

30Δ

Calls
Pseudo strike
49.54
IV
54.6%
B/E move
13.0%
Puts
Pseudo strike
42.33
IV
48.5%
B/E move
8.6%

35Δ

Calls
Pseudo strike
47.79
IV
44.9%
B/E move
9.1%
Puts
Pseudo strike
43.36
IV
41.7%
B/E move
6.5%

40Δ

Calls
Pseudo strike
46.70
IV
39.0%
B/E move
6.9%
Puts
Pseudo strike
44.14
IV
36.8%
B/E move
4.9%

45Δ

Calls
Pseudo strike
45.90
IV
34.9%
B/E move
5.3%
Puts
Pseudo strike
44.74
IV
33.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
45.32
IV
33.3%
B/E move
4.4%
Puts
Pseudo strike
45.23
IV
30.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
44.80
IV
31.4%
B/E move
3.6%
Puts
Pseudo strike
45.64
IV
27.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
44.35
IV
29.2%
B/E move
2.9%
Puts
Pseudo strike
46.03
IV
25.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
43.93
IV
27.0%
B/E move
2.3%
Puts
Pseudo strike
46.28
IV
23.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
43.62
IV
24.9%
B/E move
1.9%
Puts
Pseudo strike
46.54
IV
21.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
43.31
IV
22.8%
B/E move
1.4%
Puts
Pseudo strike
46.79
IV
19.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
42.96
IV
21.0%
B/E move
1.0%
Puts
Pseudo strike
47.05
IV
17.1%
B/E move
0.2%

Options history

No recorded observations