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Avantis U.S. Equity ETF AVUS

i

Market dataready · fetched 2026-10-22T23:06:25.580Z

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 · 2026-10-22T22:30:00.003713594Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:57:32.951622+00:00

Share price$128.79
1D-0.2%
AH$128.22$128.48$128.74$129.00$129.265:30 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$0.31$1.97$3.64$5.30$6.97$121.54$124.80$128.06$131.31$134.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVUS spot · $128.79AVUS PRICE$0.49$0.58$0.71$0.91$1.14$1.43$1.78$2.07$2.30$2.96$3.76$4.43$5.00$0.88$1.02$1.22$1.46$1.79$2.03$2.28$2.57$3.20$3.60$3.97$4.50$6.49
PutsExpensive1.21×
CallsExpensive1.12×
SkewBearish+4.04 pp
Implied moveBearish±$4.06
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.0912.2%3.7%123.1221.3%5.1%
25Δ131.9910.8%2.9%124.9318.4%3.8%
30Δ131.3010.5%2.5%126.0917.2%3.0%
35Δ130.7410.6%2.2%127.0216.6%2.5%
40Δ130.2711.1%2.0%127.8016.8%2.2%
45Δ129.7811.7%1.9%128.5716.1%1.7%
50Δ129.2512.4%1.7%129.3015.3%1.4%
55Δ128.7112.5%1.5%129.9814.8%1.1%
60Δ128.1712.1%1.3%130.8015.8%0.9%
65Δ127.3913.4%1.2%131.4915.4%0.7%
70Δ126.4714.9%1.1%132.1614.8%0.5%
75Δ125.6015.3%1.0%132.9314.6%0.3%
80Δ124.8014.9%0.8%134.9917.9%0.2%

20Δ

Calls
Pseudo strike
133.09
IV
12.2%
B/E move
3.7%
Puts
Pseudo strike
123.12
IV
21.3%
B/E move
5.1%

25Δ

Calls
Pseudo strike
131.99
IV
10.8%
B/E move
2.9%
Puts
Pseudo strike
124.93
IV
18.4%
B/E move
3.8%

30Δ

Calls
Pseudo strike
131.30
IV
10.5%
B/E move
2.5%
Puts
Pseudo strike
126.09
IV
17.2%
B/E move
3.0%

35Δ

Calls
Pseudo strike
130.74
IV
10.6%
B/E move
2.2%
Puts
Pseudo strike
127.02
IV
16.6%
B/E move
2.5%

40Δ

Calls
Pseudo strike
130.27
IV
11.1%
B/E move
2.0%
Puts
Pseudo strike
127.80
IV
16.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
129.78
IV
11.7%
B/E move
1.9%
Puts
Pseudo strike
128.57
IV
16.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
129.25
IV
12.4%
B/E move
1.7%
Puts
Pseudo strike
129.30
IV
15.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
128.71
IV
12.5%
B/E move
1.5%
Puts
Pseudo strike
129.98
IV
14.8%
B/E move
1.1%

60Δ

Calls
Pseudo strike
128.17
IV
12.1%
B/E move
1.3%
Puts
Pseudo strike
130.80
IV
15.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
127.39
IV
13.4%
B/E move
1.2%
Puts
Pseudo strike
131.49
IV
15.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
126.47
IV
14.9%
B/E move
1.1%
Puts
Pseudo strike
132.16
IV
14.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
125.60
IV
15.3%
B/E move
1.0%
Puts
Pseudo strike
132.93
IV
14.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
124.80
IV
14.9%
B/E move
0.8%
Puts
Pseudo strike
134.99
IV
17.9%
B/E move
0.2%

Options history

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