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Avantis U.S. Equity ETF AVUS

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Market datapartial · fetched 2026-10-22T16:53:50.899Z

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 · 2026-10-22T16:53:30.396302756Z

FundamentalsAlpha Vantage · unavailable

Share price$128.52
1D-0.5%
$128.22$128.48$128.74$129.00$129.265:30 AM6:30 AM9:00 AM1:00 PMAVUS
Sold putSold call

Avantis U.S. Equity ETF options

Live interpolated AVUS call and put midpoint premiums by absolute delta.Avantis U.S. Equity ETF$0.35$1.76$3.17$4.59$6.00$121.68$124.96$128.23$131.50$134.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVUS spot · $128.52AVUS PRICE$0.50$0.60$0.75$0.98$1.22$1.57$1.94$2.20$2.63$3.46$4.24$4.86$5.59$0.87$1.02$1.19$1.40$1.70$1.95$2.11$2.37$2.79$3.40$3.68$4.04$4.50
PutsExpensive1.12×
CallsExpensive1.24×
SkewBearish+1.60 pp
Implied moveBearish±$4.05
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ132.9512.7%3.8%122.9820.8%5.0%
25Δ131.8611.3%3.1%124.5918.5%3.9%
30Δ131.1211.0%2.6%125.8916.8%3.0%
35Δ130.5911.5%2.4%126.8116.0%2.4%
40Δ130.1012.0%2.2%127.5916.0%2.0%
45Δ129.5612.8%2.0%128.3115.5%1.7%
50Δ129.0213.7%1.9%129.0214.2%1.3%
55Δ128.4113.4%1.6%129.6313.7%1.0%
60Δ127.7313.8%1.4%130.3213.8%0.8%
65Δ126.8415.8%1.4%131.1014.7%0.6%
70Δ125.8716.9%1.2%131.6613.8%0.4%
75Δ124.9816.9%1.0%132.2713.1%0.2%
80Δ124.0116.8%0.8%132.9312.6%0.1%

20Δ

Calls
Pseudo strike
132.95
IV
12.7%
B/E move
3.8%
Puts
Pseudo strike
122.98
IV
20.8%
B/E move
5.0%

25Δ

Calls
Pseudo strike
131.86
IV
11.3%
B/E move
3.1%
Puts
Pseudo strike
124.59
IV
18.5%
B/E move
3.9%

30Δ

Calls
Pseudo strike
131.12
IV
11.0%
B/E move
2.6%
Puts
Pseudo strike
125.89
IV
16.8%
B/E move
3.0%

35Δ

Calls
Pseudo strike
130.59
IV
11.5%
B/E move
2.4%
Puts
Pseudo strike
126.81
IV
16.0%
B/E move
2.4%

40Δ

Calls
Pseudo strike
130.10
IV
12.0%
B/E move
2.2%
Puts
Pseudo strike
127.59
IV
16.0%
B/E move
2.0%

45Δ

Calls
Pseudo strike
129.56
IV
12.8%
B/E move
2.0%
Puts
Pseudo strike
128.31
IV
15.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
129.02
IV
13.7%
B/E move
1.9%
Puts
Pseudo strike
129.02
IV
14.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
128.41
IV
13.4%
B/E move
1.6%
Puts
Pseudo strike
129.63
IV
13.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
127.73
IV
13.8%
B/E move
1.4%
Puts
Pseudo strike
130.32
IV
13.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
126.84
IV
15.8%
B/E move
1.4%
Puts
Pseudo strike
131.10
IV
14.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
125.87
IV
16.9%
B/E move
1.2%
Puts
Pseudo strike
131.66
IV
13.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
124.98
IV
16.9%
B/E move
1.0%
Puts
Pseudo strike
132.27
IV
13.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
124.01
IV
16.8%
B/E move
0.8%
Puts
Pseudo strike
132.93
IV
12.6%
B/E move
0.1%

Options history

AVUS13.3913.5313.662026-10-20: 13.41%2026-10-21: 13.64%Oct 20Oct 21
Table
DateIV
13.41%
13.64%