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Avantis U.S. Small Cap Value ETF AVUV

i

Market dataready · fetched 2026-11-12T02:55:47.101Z

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: 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 · 2026-11-12T01:00:00.103473418Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:55:46.628755+00:00

Share price$122.93
1D+0.4%
AH$122.01$122.30$122.59$122.89$123.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVUV
Sold putSold callAH

Avantis U.S. Small Cap Value ETF options

Live interpolated AVUV call and put midpoint premiums by absolute delta.Avantis U.S. Small Cap Value ETF$0.28$1.12$1.96$2.80$3.63$114.58$118.76$122.93$127.10$131.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AVUV spot · $122.93AVUV PRICE$0.38$0.47$0.60$0.75$0.91$1.10$1.28$1.49$1.70$1.94$2.23$2.53$0.44$0.61$0.79$0.89$1.03$1.23$1.39$1.44$1.50$3.11$3.25$3.39
Puts——
Calls——
Skew——
Implied moveBearish±$2.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.0117.9%2.8%119.8520.3%2.9%
25Δ125.3317.0%2.3%120.4620.5%2.5%
30Δ124.7816.6%2.0%120.9821.2%2.2%
35Δ124.3516.7%1.8%121.6319.5%1.8%
40Δ123.9216.8%1.5%122.2018.4%1.4%
45Δ123.5116.8%1.4%122.6518.3%1.2%
50Δ123.0916.9%1.2%123.0717.8%1.0%
55Δ122.6916.7%1.0%123.4016.1%0.8%
60Δ122.2816.5%0.9%123.7214.4%0.6%
65Δ121.8716.4%0.7%125.0425.2%0.8%
70Δ121.4316.3%0.6%125.4323.0%0.6%
75Δ120.9916.2%0.5%125.8320.8%0.4%
80Δ

20Δ

Calls
Pseudo strike
126.01
IV
17.9%
B/E move
2.8%
Puts
Pseudo strike
119.85
IV
20.3%
B/E move
2.9%

25Δ

Calls
Pseudo strike
125.33
IV
17.0%
B/E move
2.3%
Puts
Pseudo strike
120.46
IV
20.5%
B/E move
2.5%

30Δ

Calls
Pseudo strike
124.78
IV
16.6%
B/E move
2.0%
Puts
Pseudo strike
120.98
IV
21.2%
B/E move
2.2%

35Δ

Calls
Pseudo strike
124.35
IV
16.7%
B/E move
1.8%
Puts
Pseudo strike
121.63
IV
19.5%
B/E move
1.8%

40Δ

Calls
Pseudo strike
123.92
IV
16.8%
B/E move
1.5%
Puts
Pseudo strike
122.20
IV
18.4%
B/E move
1.4%

45Δ

Calls
Pseudo strike
123.51
IV
16.8%
B/E move
1.4%
Puts
Pseudo strike
122.65
IV
18.3%
B/E move
1.2%

50Δ

Calls
Pseudo strike
123.09
IV
16.9%
B/E move
1.2%
Puts
Pseudo strike
123.07
IV
17.8%
B/E move
1.0%

55Δ

Calls
Pseudo strike
122.69
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
123.40
IV
16.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
122.28
IV
16.5%
B/E move
0.9%
Puts
Pseudo strike
123.72
IV
14.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
121.87
IV
16.4%
B/E move
0.7%
Puts
Pseudo strike
125.04
IV
25.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
121.43
IV
16.3%
B/E move
0.6%
Puts
Pseudo strike
125.43
IV
23.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
120.99
IV
16.2%
B/E move
0.5%
Puts
Pseudo strike
125.83
IV
20.8%
B/E move
0.4%

80Δ

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

Options history

IV · four-Friday blend16.01%
Daily close
AVUV14.1%17.8%21.5%2026-08-13: 14.64%2026-08-14: 15.53%2026-08-17: 17.21%2026-08-18: 16.45%2026-08-19: 15.94%2026-08-20: 16.89%2026-08-21: 16.07%2026-08-24: 16.08%2026-08-25: 15.35%2026-08-26: 15.19%2026-08-28: 15.29%2026-08-31: 15.71%2026-09-01: 15.78%2026-09-09: 16.08%2026-09-11: 16.63%2026-09-18: 15.45%2026-09-21: 15.97%2026-09-22: 17.62%2026-09-23: 16.80%2026-09-24: 16.27%2026-09-25: 16.46%2026-09-28: 16.40%2026-09-29: 15.77%2026-09-30: 17.39%2026-10-01: 17.52%2026-10-02: 15.90%2026-10-05: 15.61%2026-10-06: 15.03%2026-10-07: 14.73%2026-10-08: 16.23%2026-10-09: 15.79%2026-10-12: 17.07%2026-10-13: 15.72%2026-10-14: 18.31%2026-10-15: 20.95%2026-10-16: 15.75%2026-10-19: 15.84%2026-10-20: 15.64%2026-10-21: 15.09%2026-10-22: 16.83%2026-10-23: 16.64%2026-10-26: 15.80%2026-10-27: 16.44%2026-10-28: 15.57%2026-10-29: 15.59%2026-10-30: 16.01%Aug 13Sep 29Oct 30
46 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
14.64%
15.53%
17.21%
16.45%
15.94%
16.89%
16.07%
16.08%
15.35%
15.19%
15.29%
15.71%
15.78%
16.08%
16.63%
15.45%
15.97%
17.62%
16.80%
16.27%
16.46%
16.40%
15.77%
17.39%
17.52%
15.90%
15.61%
15.03%
14.73%
16.23%
15.79%
17.07%
15.72%
18.31%
20.95%
15.75%
15.84%
15.64%
15.09%
16.83%
16.64%
15.80%
16.44%
15.57%
15.59%
16.01%