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Avantis U.S. Small Cap Equity ETF AVSC

i

Market datapartial · fetched 2026-11-12T14:55:39.989Z

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 · 2026-11-12T14:52:34.634791957Z

FundamentalsAlpha Vantage · unavailable

Share price$71.81
1D-0.3%
$71.77$71.85$71.93$72.01$72.095:30 AM6:30 AM9:00 AM1:00 PMAVSC
Sold putSold call

Avantis U.S. Small Cap Equity ETF options

Live interpolated AVSC call and put midpoint premiums by absolute delta.Avantis U.S. Small Cap Equity ETF$0.66$0.87$1.07$1.27$1.48$64.53$68.18$71.83$75.48$79.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AVSC spot · $71.81AVSC PRICE$0.94$1.10$1.26$1.42$0.69$0.75$0.82$0.89$0.95$1.02$1.09$1.15$1.22$1.28$1.35
Puts——
Calls——
Skew——
Implied moveBearish±$2.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.13105.8%18.6%
25Δ60.4297.5%16.9%
30Δ61.7189.1%15.2%
35Δ63.0080.8%13.5%
40Δ64.3072.5%11.8%
45Δ65.5964.1%10.1%
50Δ71.9222.2%1.5%66.8855.8%8.4%
55Δ71.6222.1%1.3%68.1747.4%6.7%
60Δ71.3222.0%1.1%69.4739.1%5.0%
65Δ71.0221.9%0.9%70.7630.8%3.3%
70Δ72.0522.4%1.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.13
IV
105.8%
B/E move
18.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.42
IV
97.5%
B/E move
16.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.71
IV
89.1%
B/E move
15.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.00
IV
80.8%
B/E move
13.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.30
IV
72.5%
B/E move
11.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.59
IV
64.1%
B/E move
10.1%

50Δ

Calls
Pseudo strike
71.92
IV
22.2%
B/E move
1.5%
Puts
Pseudo strike
66.88
IV
55.8%
B/E move
8.4%

55Δ

Calls
Pseudo strike
71.62
IV
22.1%
B/E move
1.3%
Puts
Pseudo strike
68.17
IV
47.4%
B/E move
6.7%

60Δ

Calls
Pseudo strike
71.32
IV
22.0%
B/E move
1.1%
Puts
Pseudo strike
69.47
IV
39.1%
B/E move
5.0%

65Δ

Calls
Pseudo strike
71.02
IV
21.9%
B/E move
0.9%
Puts
Pseudo strike
70.76
IV
30.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.05
IV
22.4%
B/E move
1.5%

75Δ

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

80Δ

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

Options history

IV · four-Friday blend21.50%
Daily close
AVSC17.9%22.8%27.6%2026-08-14: 20.05%2026-08-17: 21.63%2026-08-18: 22.42%2026-08-20: 26.94%2026-08-21: 19.43%2026-08-24: 19.69%2026-08-25: 19.63%2026-08-26: 19.26%2026-08-27: 18.68%2026-08-28: 18.65%2026-08-31: 18.89%2026-09-01: 19.37%2026-09-02: 19.20%2026-09-03: 18.72%2026-09-04: 18.61%2026-09-08: 19.91%2026-09-09: 20.44%2026-09-10: 21.59%2026-09-11: 20.85%2026-09-14: 22.12%2026-09-15: 24.14%2026-09-16: 24.26%2026-09-17: 25.11%2026-09-18: 19.52%2026-09-21: 19.18%2026-09-22: 19.25%2026-09-23: 19.69%2026-09-24: 20.20%2026-09-25: 20.07%2026-09-28: 20.39%2026-09-29: 20.41%2026-09-30: 20.77%2026-10-01: 21.01%2026-10-02: 20.24%2026-10-05: 20.27%2026-10-06: 20.55%2026-10-07: 20.90%2026-10-08: 20.90%2026-10-09: 20.79%2026-10-12: 22.27%2026-10-13: 22.83%2026-10-14: 24.61%2026-10-16: 20.80%2026-10-19: 20.48%2026-10-20: 20.66%2026-10-21: 20.68%2026-10-22: 21.38%2026-10-23: 21.67%2026-10-26: 21.21%2026-10-27: 20.63%2026-10-28: 20.40%2026-10-29: 19.93%2026-10-30: 21.50%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
20.05%
21.63%
22.42%
26.94%
19.43%
19.69%
19.63%
19.26%
18.68%
18.65%
18.89%
19.37%
19.20%
18.72%
18.61%
19.91%
20.44%
21.59%
20.85%
22.12%
24.14%
24.26%
25.11%
19.52%
19.18%
19.25%
19.69%
20.20%
20.07%
20.39%
20.41%
20.77%
21.01%
20.24%
20.27%
20.55%
20.90%
20.90%
20.79%
22.27%
22.83%
24.61%
20.80%
20.48%
20.66%
20.68%
21.38%
21.67%
21.21%
20.63%
20.40%
19.93%
21.50%