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Avantis Responsible U.S. Equity ETF AVSU

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Market datapartial · fetched 2026-10-23T06:01:01.101Z

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 · 2026-10-23T00:00:00.035714613Z

FundamentalsAlpha Vantage · unavailable

Share price$87.61
1D-0.2%
AH$87.32$87.45$87.58$87.70$87.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVSU
Sold putSold callAH

Avantis Responsible U.S. Equity ETF options

Live interpolated AVSU call and put midpoint premiums by absolute delta.Avantis Responsible U.S. Equity ETF$0.47$1.51$2.56$3.61$4.65$82.01$84.72$87.44$90.15$92.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVSU spot · $87.61AVSU PRICE$0.58$0.66$0.77$0.88$1.01$1.23$1.46$1.77$2.08$2.46$2.91$3.54$4.35$0.78$0.88$0.99$1.12$1.31$1.50$1.69$1.93$2.18$2.52$2.88$3.39$4.08
PutsExpensive1.56×
CallsExpensive1.56×
SkewBearish+1.43 pp
Implied moveBearish±$3.14
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.7621.9%6.5%82.6227.5%6.6%
25Δ91.1918.6%4.8%84.2923.3%4.8%
30Δ90.2516.9%3.9%85.4120.7%3.6%
35Δ89.5415.7%3.2%86.2418.9%2.8%
40Δ88.9214.8%2.6%86.8618.3%2.4%
45Δ88.4315.1%2.3%87.4217.6%1.9%
50Δ87.9515.4%2.1%87.9716.9%1.5%
55Δ87.4615.9%1.8%88.4716.6%1.2%
60Δ86.9616.4%1.6%88.9716.2%0.9%
65Δ86.4016.7%1.4%89.5016.1%0.7%
70Δ85.7817.3%1.2%90.0316.0%0.5%
75Δ85.0118.5%1.1%90.6916.2%0.3%
80Δ84.0619.6%0.9%91.5116.8%0.2%

20Δ

Calls
Pseudo strike
92.76
IV
21.9%
B/E move
6.5%
Puts
Pseudo strike
82.62
IV
27.5%
B/E move
6.6%

25Δ

Calls
Pseudo strike
91.19
IV
18.6%
B/E move
4.8%
Puts
Pseudo strike
84.29
IV
23.3%
B/E move
4.8%

30Δ

Calls
Pseudo strike
90.25
IV
16.9%
B/E move
3.9%
Puts
Pseudo strike
85.41
IV
20.7%
B/E move
3.6%

35Δ

Calls
Pseudo strike
89.54
IV
15.7%
B/E move
3.2%
Puts
Pseudo strike
86.24
IV
18.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
88.92
IV
14.8%
B/E move
2.6%
Puts
Pseudo strike
86.86
IV
18.3%
B/E move
2.4%

45Δ

Calls
Pseudo strike
88.43
IV
15.1%
B/E move
2.3%
Puts
Pseudo strike
87.42
IV
17.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
87.95
IV
15.4%
B/E move
2.1%
Puts
Pseudo strike
87.97
IV
16.9%
B/E move
1.5%

55Δ

Calls
Pseudo strike
87.46
IV
15.9%
B/E move
1.8%
Puts
Pseudo strike
88.47
IV
16.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
86.96
IV
16.4%
B/E move
1.6%
Puts
Pseudo strike
88.97
IV
16.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
86.40
IV
16.7%
B/E move
1.4%
Puts
Pseudo strike
89.50
IV
16.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
85.78
IV
17.3%
B/E move
1.2%
Puts
Pseudo strike
90.03
IV
16.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
85.01
IV
18.5%
B/E move
1.1%
Puts
Pseudo strike
90.69
IV
16.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
84.06
IV
19.6%
B/E move
0.9%
Puts
Pseudo strike
91.51
IV
16.8%
B/E move
0.2%

Options history

AVSU32.1632.2832.402026-10-20: 32.20%2026-10-21: 32.37%Oct 20Oct 21
Table
DateIV
32.20%
32.37%