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Avantis Responsible U.S. Equity ETF AVSU

i

Market datapartial · fetched 2026-11-13T19:10:50.367Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T19:05:28.282683738Z

FundamentalsAlpha Vantage · unavailable

Share price$87.07
1D-0.5%
$86.53$86.78$87.04$87.29$87.545:30 AM6:30 AM9:00 AM1:00 PMAVSU
Sold putSold call

Avantis Responsible U.S. Equity ETF options

Live interpolated AVSU call and put midpoint premiums by absolute delta.Avantis Responsible U.S. Equity ETF$4.50$4.52$4.53$4.55$4.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAVSU PRICE$4.52
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ83.4418.3%1.0%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

Calls
Pseudo strike
83.44
IV
18.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.36%
Daily close
AVSU13.1%16.7%20.4%2026-08-17: 15.81%2026-08-18: 16.35%2026-08-19: 16.60%2026-08-20: 19.06%2026-08-21: 14.29%2026-08-24: 14.53%2026-08-25: 14.54%2026-08-26: 14.54%2026-08-27: 14.02%2026-08-28: 13.78%2026-08-31: 14.14%2026-09-01: 14.28%2026-09-02: 14.15%2026-09-03: 13.72%2026-09-04: 13.61%2026-09-08: 14.71%2026-09-09: 15.32%2026-09-10: 16.02%2026-09-11: 15.22%2026-09-14: 16.38%2026-09-15: 17.96%2026-09-16: 19.11%2026-09-17: 19.37%2026-09-18: 14.69%2026-09-21: 14.29%2026-09-22: 14.74%2026-09-23: 14.76%2026-09-24: 14.90%2026-09-25: 14.98%2026-09-28: 15.14%2026-09-29: 15.16%2026-09-30: 15.38%2026-10-01: 15.51%2026-10-02: 15.06%2026-10-05: 15.09%2026-10-06: 15.25%2026-10-07: 15.26%2026-10-08: 15.45%2026-10-09: 15.21%2026-10-12: 16.41%2026-10-13: 16.76%2026-10-14: 17.64%2026-10-15: 19.87%2026-10-16: 15.95%2026-10-19: 15.24%2026-10-20: 15.21%2026-10-21: 14.94%2026-10-22: 16.29%2026-10-23: 16.42%2026-10-26: 15.79%2026-10-27: 15.35%2026-10-28: 15.11%2026-10-29: 14.88%2026-10-30: 17.36%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
15.81%
16.35%
16.60%
19.06%
14.29%
14.53%
14.54%
14.54%
14.02%
13.78%
14.14%
14.28%
14.15%
13.72%
13.61%
14.71%
15.32%
16.02%
15.22%
16.38%
17.96%
19.11%
19.37%
14.69%
14.29%
14.74%
14.76%
14.90%
14.98%
15.14%
15.16%
15.38%
15.51%
15.06%
15.09%
15.25%
15.26%
15.45%
15.21%
16.41%
16.76%
17.64%
19.87%
15.95%
15.24%
15.21%
14.94%
16.29%
16.42%
15.79%
15.35%
15.11%
14.88%
17.36%