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Avantis International Equity ETF AVDE

i

Market dataready · fetched 2026-11-07T21:28:31.663Z

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 · 2026-11-07T01:00:00.08428691Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:28:30.323848+00:00

Share price$87.71
1D-0.1%
AH$87.23$87.49$87.75$88.01$88.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVDE
Sold putSold callAH

Avantis International Equity ETF options

Live interpolated AVDE call and put midpoint premiums by absolute delta.Avantis International Equity ETF$0.65$1.54$2.42$3.31$4.19$82.73$85.29$87.85$90.40$92.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVDE spot · $87.71AVDE PRICE$0.75$0.77$0.86$0.98$1.09$1.20$1.35$1.61$1.88$2.29$2.74$3.29$3.94$0.82$0.89$0.96$1.04$1.14$1.26$1.37$1.54$1.74$1.96$2.30$2.64$3.22
PutsExpensive1.16×
CallsExpensive1.06×
SkewBullish-1.65 pp
Implied moveBalanced±$2.72
TiltBullish4.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.2041.9%8.2%82.3143.1%7.1%
25Δ91.6932.1%5.4%84.2134.8%5.0%
30Δ90.5028.3%4.2%85.4229.6%3.7%
35Δ89.6525.8%3.3%86.2726.1%2.8%
40Δ88.9523.7%2.6%86.9423.6%2.2%
45Δ88.4222.1%2.2%87.4221.9%1.8%
50Δ87.9120.9%1.8%87.8820.3%1.4%
55Δ87.4621.2%1.5%88.2919.5%1.1%
60Δ87.0021.6%1.3%88.6818.9%0.9%
65Δ86.4422.7%1.2%89.0818.5%0.7%
70Δ85.8623.8%1.0%89.5518.7%0.5%
75Δ85.1724.9%0.9%90.0218.8%0.4%
80Δ84.3825.8%0.7%90.7019.6%0.3%

20Δ

Calls
Pseudo strike
94.20
IV
41.9%
B/E move
8.2%
Puts
Pseudo strike
82.31
IV
43.1%
B/E move
7.1%

25Δ

Calls
Pseudo strike
91.69
IV
32.1%
B/E move
5.4%
Puts
Pseudo strike
84.21
IV
34.8%
B/E move
5.0%

30Δ

Calls
Pseudo strike
90.50
IV
28.3%
B/E move
4.2%
Puts
Pseudo strike
85.42
IV
29.6%
B/E move
3.7%

35Δ

Calls
Pseudo strike
89.65
IV
25.8%
B/E move
3.3%
Puts
Pseudo strike
86.27
IV
26.1%
B/E move
2.8%

40Δ

Calls
Pseudo strike
88.95
IV
23.7%
B/E move
2.6%
Puts
Pseudo strike
86.94
IV
23.6%
B/E move
2.2%

45Δ

Calls
Pseudo strike
88.42
IV
22.1%
B/E move
2.2%
Puts
Pseudo strike
87.42
IV
21.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
87.91
IV
20.9%
B/E move
1.8%
Puts
Pseudo strike
87.88
IV
20.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
87.46
IV
21.2%
B/E move
1.5%
Puts
Pseudo strike
88.29
IV
19.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
87.00
IV
21.6%
B/E move
1.3%
Puts
Pseudo strike
88.68
IV
18.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
86.44
IV
22.7%
B/E move
1.2%
Puts
Pseudo strike
89.08
IV
18.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
85.86
IV
23.8%
B/E move
1.0%
Puts
Pseudo strike
89.55
IV
18.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
85.17
IV
24.9%
B/E move
0.9%
Puts
Pseudo strike
90.02
IV
18.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
84.38
IV
25.8%
B/E move
0.7%
Puts
Pseudo strike
90.70
IV
19.6%
B/E move
0.3%

Options history

IV · four-Friday blend15.58%
Daily EOD
AVDE14.5%15.4%16.3%2026-10-19: 15.19%2026-10-20: 14.60%2026-10-21: 14.59%2026-10-22: 15.40%2026-10-23: 15.76%2026-10-26: 15.74%2026-10-27: 15.63%2026-10-28: 15.09%2026-10-29: 16.13%2026-10-30: 15.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.19%
14.60%
14.59%
15.40%
15.76%
15.74%
15.63%
15.09%
16.13%
15.58%