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Avantis U.S. Equity ETF AVUS

i

Market dataready · fetched 2026-11-12T00:58:14.396Z

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 · 2026-11-11T23:30:00.003180691Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:58:13.904305+00:00

Share price$128.62
1D+0.4%
AH$127.77$128.09$128.41$128.72$129.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVUS
Sold putSold callAH

Avantis U.S. Equity ETF options

Live interpolated AVUS call and put midpoint premiums by absolute delta.Avantis U.S. Equity ETF$0.38$1.13$1.89$2.64$3.40$122.88$125.78$128.68$131.59$134.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AVUS spot · $128.62AVUS PRICE$0.46$0.64$0.81$0.97$1.13$1.33$1.60$1.82$1.91$1.99$2.08$3.18$0.59$0.80$0.97$1.07$1.19$1.31$1.51$1.80$2.06$2.14$2.22$2.30
Puts——
Calls——
Skew——
Implied moveBalanced±$2.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ130.8315.0%2.1%126.3018.9%2.3%
30Δ130.4816.1%1.9%126.7420.2%2.1%
35Δ130.1317.2%1.8%127.2420.2%1.8%
40Δ129.7017.2%1.6%127.8418.4%1.4%
45Δ129.2316.7%1.3%128.3217.1%1.2%
50Δ128.7816.6%1.2%128.7616.0%0.9%
55Δ128.3417.1%1.0%129.1915.6%0.7%
60Δ127.9417.1%0.9%129.6316.0%0.6%
65Δ127.6415.6%0.7%130.0416.2%0.5%
70Δ127.3514.2%0.6%130.2714.8%0.4%
75Δ127.0612.7%0.4%130.4913.3%0.3%
80Δ125.9516.9%0.4%130.7211.9%0.2%

20Δ

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

25Δ

Calls
Pseudo strike
130.83
IV
15.0%
B/E move
2.1%
Puts
Pseudo strike
126.30
IV
18.9%
B/E move
2.3%

30Δ

Calls
Pseudo strike
130.48
IV
16.1%
B/E move
1.9%
Puts
Pseudo strike
126.74
IV
20.2%
B/E move
2.1%

35Δ

Calls
Pseudo strike
130.13
IV
17.2%
B/E move
1.8%
Puts
Pseudo strike
127.24
IV
20.2%
B/E move
1.8%

40Δ

Calls
Pseudo strike
129.70
IV
17.2%
B/E move
1.6%
Puts
Pseudo strike
127.84
IV
18.4%
B/E move
1.4%

45Δ

Calls
Pseudo strike
129.23
IV
16.7%
B/E move
1.3%
Puts
Pseudo strike
128.32
IV
17.1%
B/E move
1.2%

50Δ

Calls
Pseudo strike
128.78
IV
16.6%
B/E move
1.2%
Puts
Pseudo strike
128.76
IV
16.0%
B/E move
0.9%

55Δ

Calls
Pseudo strike
128.34
IV
17.1%
B/E move
1.0%
Puts
Pseudo strike
129.19
IV
15.6%
B/E move
0.7%

60Δ

Calls
Pseudo strike
127.94
IV
17.1%
B/E move
0.9%
Puts
Pseudo strike
129.63
IV
16.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
127.64
IV
15.6%
B/E move
0.7%
Puts
Pseudo strike
130.04
IV
16.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
127.35
IV
14.2%
B/E move
0.6%
Puts
Pseudo strike
130.27
IV
14.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
127.06
IV
12.7%
B/E move
0.4%
Puts
Pseudo strike
130.49
IV
13.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
125.95
IV
16.9%
B/E move
0.4%
Puts
Pseudo strike
130.72
IV
11.9%
B/E move
0.2%

Options history

IV · four-Friday blend15.55%
Daily close
AVUS11.4%16.3%21.3%2026-08-13: 14.18%2026-08-17: 15.12%2026-08-18: 18.30%2026-08-20: 20.61%2026-08-21: 14.48%2026-08-24: 13.16%2026-08-25: 14.25%2026-08-26: 14.18%2026-08-31: 14.48%2026-09-01: 13.60%2026-09-02: 13.98%2026-09-09: 14.84%2026-09-10: 15.15%2026-09-11: 14.79%2026-09-18: 13.49%2026-09-21: 12.98%2026-09-22: 13.58%2026-09-23: 13.31%2026-09-24: 13.55%2026-09-25: 13.10%2026-09-28: 13.68%2026-09-29: 13.31%2026-09-30: 13.87%2026-10-01: 13.32%2026-10-02: 12.49%2026-10-05: 12.86%2026-10-06: 13.09%2026-10-07: 12.87%2026-10-08: 12.06%2026-10-09: 12.70%2026-10-12: 13.57%2026-10-13: 12.95%2026-10-14: 15.23%2026-10-15: 15.28%2026-10-16: 14.28%2026-10-19: 13.58%2026-10-20: 13.44%2026-10-21: 13.64%2026-10-22: 14.86%2026-10-23: 15.07%2026-10-26: 14.24%2026-10-27: 14.50%2026-10-28: 13.84%2026-10-29: 13.15%2026-10-30: 15.55%Aug 13Sep 30Oct 30
45 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
14.18%
15.12%
18.30%
20.61%
14.48%
13.16%
14.25%
14.18%
14.48%
13.60%
13.98%
14.84%
15.15%
14.79%
13.49%
12.98%
13.58%
13.31%
13.55%
13.10%
13.68%
13.31%
13.87%
13.32%
12.49%
12.86%
13.09%
12.87%
12.06%
12.70%
13.57%
12.95%
15.23%
15.28%
14.28%
13.58%
13.44%
13.64%
14.86%
15.07%
14.24%
14.50%
13.84%
13.15%
15.55%