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Avantis All Equity Markets Value ETF AVGV

i

Market dataready · fetched 2026-11-06T17:19:00.846Z

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 · 2026-11-06T17:08:22.375825613Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T17:18:58.459515+00:00

Share price$84.00
1D-0.1%
$83.50$83.66$83.83$83.99$84.155:30 AM6:30 AM9:00 AM1:00 PMAVGV
Sold putSold call

Avantis All Equity Markets Value ETF options

Live interpolated AVGV call and put midpoint premiums by absolute delta.Avantis All Equity Markets Value ETF$0.68$1.31$1.95$2.58$3.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAVGV PRICE$0.75$0.75$0.81$0.94$1.14$1.35$1.55$1.76$1.97$2.17$2.38$2.58$3.03$2.83
Puts——
CallsExpensive1.42×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.8042.9%9.0%
25Δ87.9231.5%5.6%
30Δ86.6426.6%4.1%
35Δ85.8524.3%3.3%
40Δ85.3823.8%3.0%
45Δ84.9023.2%2.7%
50Δ84.4222.6%2.4%
55Δ83.9522.0%2.0%
60Δ83.4721.4%1.7%
65Δ82.9920.8%1.4%
70Δ82.5220.2%1.1%
75Δ82.0419.6%0.7%86.4820.0%0.4%
80Δ81.4719.7%0.6%

20Δ

Calls
Pseudo strike
90.80
IV
42.9%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
87.92
IV
31.5%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
86.64
IV
26.6%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
85.85
IV
24.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
85.38
IV
23.8%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
84.90
IV
23.2%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
84.42
IV
22.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
83.95
IV
22.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
83.47
IV
21.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
82.99
IV
20.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
82.52
IV
20.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
82.04
IV
19.6%
B/E move
0.7%
Puts
Pseudo strike
86.48
IV
20.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
81.47
IV
19.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.19%
Daily EOD
AVGV12.7%14.0%15.4%2026-10-19: 13.30%2026-10-20: 12.90%2026-10-21: 13.08%2026-10-22: 13.84%2026-10-23: 14.35%2026-10-26: 13.98%2026-10-27: 13.93%2026-10-28: 13.90%2026-10-29: 13.74%2026-10-30: 15.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.30%
12.90%
13.08%
13.84%
14.35%
13.98%
13.93%
13.90%
13.74%
15.19%