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Avantis International Small Cap Value ETF AVDV

i

Market dataready · fetched 2026-11-04T10:02:03.373Z

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 · 2026-11-04T01:00:00.082059505Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T10:02:02.609294+00:00

Share price$104.65
1D-0.7%
AH$104.41$104.66$104.92$105.18$105.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVDV
Sold putSold callAH

Avantis International Small Cap Value ETF options

Live interpolated AVDV call and put midpoint premiums by absolute delta.Avantis International Small Cap Value ETF$0.74$1.77$2.81$3.85$4.88$98.43$101.47$104.50$107.54$110.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AVDV spot · $104.65AVDV PRICE$0.90$1.00$1.06$1.33$1.61$1.97$2.42$3.04$3.64$4.07$4.58$0.85$1.10$1.20$1.30$1.58$1.94$1.86$2.30
Puts——
Calls——
Skew——
Implied moveBearish±$3.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ109.1627.1%5.2%101.3325.0%4.0%
30Δ107.9024.3%4.1%102.0525.8%3.5%
35Δ103.0322.7%2.7%
40Δ105.8517.2%2.2%103.7720.3%2.1%
45Δ105.3818.0%2.0%104.3920.4%1.8%
50Δ104.9018.8%1.8%104.9421.5%1.6%
55Δ104.3619.6%1.6%
60Δ103.7520.9%1.4%
65Δ103.0123.1%1.3%
70Δ102.2224.0%1.2%106.2211.5%0.3%
75Δ101.5523.4%0.9%106.7412.3%0.2%
80Δ100.8122.8%0.7%

20Δ

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

25Δ

Calls
Pseudo strike
109.16
IV
27.1%
B/E move
5.2%
Puts
Pseudo strike
101.33
IV
25.0%
B/E move
4.0%

30Δ

Calls
Pseudo strike
107.90
IV
24.3%
B/E move
4.1%
Puts
Pseudo strike
102.05
IV
25.8%
B/E move
3.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.03
IV
22.7%
B/E move
2.7%

40Δ

Calls
Pseudo strike
105.85
IV
17.2%
B/E move
2.2%
Puts
Pseudo strike
103.77
IV
20.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
105.38
IV
18.0%
B/E move
2.0%
Puts
Pseudo strike
104.39
IV
20.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
104.90
IV
18.8%
B/E move
1.8%
Puts
Pseudo strike
104.94
IV
21.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
104.36
IV
19.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
103.75
IV
20.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
103.01
IV
23.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
102.22
IV
24.0%
B/E move
1.2%
Puts
Pseudo strike
106.22
IV
11.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
101.55
IV
23.4%
B/E move
0.9%
Puts
Pseudo strike
106.74
IV
12.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
100.81
IV
22.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.26%
Daily EOD
AVDV14.8%15.7%16.6%2026-10-19: 14.88%2026-10-20: 15.76%2026-10-21: 15.31%2026-10-22: 15.63%2026-10-23: 15.86%2026-10-26: 15.18%2026-10-27: 16.48%2026-10-28: 15.00%2026-10-29: 15.03%2026-10-30: 16.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.88%
15.76%
15.31%
15.63%
15.86%
15.18%
16.48%
15.00%
15.03%
16.26%