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Avantis U.S. Small Cap Equity ETF AVSC

i

Market dataready · fetched 2026-10-23T06:39:45.065Z

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 · 2026-10-23T00:00:00.176491862Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:39:44.520027+00:00

Share price$70.94
1D+1.2%
AH$70.02$70.27$70.52$70.76$71.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVSC
Sold putSold callAH

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$0.48$1.73$2.98$4.23$5.48$64.82$67.71$70.61$73.50$76.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVSC spot · $70.94AVSC PRICE$0.61$0.70$0.82$0.94$1.10$1.30$1.54$1.81$2.11$2.49$2.93$3.37$3.93$0.78$0.91$1.00$1.18$1.40$1.65$1.92$2.19$2.57$3.02$3.57$4.18$5.12
PutsExpensive1.64×
CallsExpensive1.33×
SkewBearish+3.34 pp
Implied moveBearish±$3.46
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.4628.8%8.6%66.0633.6%8.0%
25Δ74.7524.5%6.4%67.5529.4%6.0%
30Δ73.7322.3%5.1%68.7225.7%4.6%
35Δ72.9320.8%4.1%69.4824.4%3.7%
40Δ72.3120.1%3.5%70.1224.0%3.1%
45Δ71.7619.9%3.0%70.7223.8%2.6%
50Δ71.2620.2%2.6%71.3023.4%2.2%
55Δ70.7620.5%2.3%71.8622.9%1.8%
60Δ70.2420.6%2.0%72.4823.1%1.5%
65Δ69.6721.1%1.7%73.1323.5%1.2%
70Δ69.0621.8%1.5%73.8624.1%0.9%
75Δ68.4421.7%1.2%74.6524.4%0.7%
80Δ67.7121.9%1.0%75.7425.6%0.4%

20Δ

Calls
Pseudo strike
76.46
IV
28.8%
B/E move
8.6%
Puts
Pseudo strike
66.06
IV
33.6%
B/E move
8.0%

25Δ

Calls
Pseudo strike
74.75
IV
24.5%
B/E move
6.4%
Puts
Pseudo strike
67.55
IV
29.4%
B/E move
6.0%

30Δ

Calls
Pseudo strike
73.73
IV
22.3%
B/E move
5.1%
Puts
Pseudo strike
68.72
IV
25.7%
B/E move
4.6%

35Δ

Calls
Pseudo strike
72.93
IV
20.8%
B/E move
4.1%
Puts
Pseudo strike
69.48
IV
24.4%
B/E move
3.7%

40Δ

Calls
Pseudo strike
72.31
IV
20.1%
B/E move
3.5%
Puts
Pseudo strike
70.12
IV
24.0%
B/E move
3.1%

45Δ

Calls
Pseudo strike
71.76
IV
19.9%
B/E move
3.0%
Puts
Pseudo strike
70.72
IV
23.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
71.26
IV
20.2%
B/E move
2.6%
Puts
Pseudo strike
71.30
IV
23.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
70.76
IV
20.5%
B/E move
2.3%
Puts
Pseudo strike
71.86
IV
22.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
70.24
IV
20.6%
B/E move
2.0%
Puts
Pseudo strike
72.48
IV
23.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
69.67
IV
21.1%
B/E move
1.7%
Puts
Pseudo strike
73.13
IV
23.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
69.06
IV
21.8%
B/E move
1.5%
Puts
Pseudo strike
73.86
IV
24.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
68.44
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
74.65
IV
24.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
67.71
IV
21.9%
B/E move
1.0%
Puts
Pseudo strike
75.74
IV
25.6%
B/E move
0.4%

Options history

AVSC40.5240.7540.982026-10-20: 40.57%2026-10-21: 40.93%Oct 20Oct 21
Table
DateIV
40.57%
40.93%