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Avantis U.S. Large Cap Equity ETF AVLC

i

Market dataready · fetched 2026-11-04T07:28:05.122Z

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 · 2026-11-04T01:00:00.066290397Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:28:03.193895+00:00

Share price$89.83
1D-0.0%
AH$89.68$89.82$89.96$90.10$90.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVLC
Sold putSold callAH

Avantis U.S. Large Cap Equity ETF options

Live interpolated AVLC call and put midpoint premiums by absolute delta.Avantis U.S. Large Cap Equity ETF$0.80$2.06$3.32$4.58$5.84$83.82$86.05$88.29$90.52$92.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AVLC spot · $89.83AVLC PRICE$0.94$1.08$1.23$1.39$1.59$1.83$2.19$2.61$3.14$3.78$4.49$5.48$1.08$1.15$1.27$1.38$1.52$1.66$1.81$2.01$2.23$2.54$2.86$3.20$3.62
PutsExpensive2.00×
Calls——
Skew——
Implied moveBalanced±$3.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.0347.9%8.8%
25Δ94.8134.2%6.6%85.4038.9%6.2%
30Δ93.3730.7%5.1%86.9233.6%4.7%
35Δ92.3128.2%4.1%88.0329.6%3.5%
40Δ91.4726.4%3.4%88.8427.0%2.8%
45Δ90.7625.4%2.8%89.4925.1%2.2%
50Δ90.1225.1%2.4%90.0823.4%1.7%
55Δ89.4925.8%2.1%90.5922.3%1.4%
60Δ88.8526.7%1.8%91.1021.4%1.1%
65Δ88.1227.9%1.6%91.6121.0%0.8%
70Δ87.2829.3%1.4%92.1220.5%0.6%
75Δ86.3730.3%1.1%92.6419.9%0.4%
80Δ85.1932.3%0.9%93.2119.4%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.03
IV
47.9%
B/E move
8.8%

25Δ

Calls
Pseudo strike
94.81
IV
34.2%
B/E move
6.6%
Puts
Pseudo strike
85.40
IV
38.9%
B/E move
6.2%

30Δ

Calls
Pseudo strike
93.37
IV
30.7%
B/E move
5.1%
Puts
Pseudo strike
86.92
IV
33.6%
B/E move
4.7%

35Δ

Calls
Pseudo strike
92.31
IV
28.2%
B/E move
4.1%
Puts
Pseudo strike
88.03
IV
29.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
91.47
IV
26.4%
B/E move
3.4%
Puts
Pseudo strike
88.84
IV
27.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
90.76
IV
25.4%
B/E move
2.8%
Puts
Pseudo strike
89.49
IV
25.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
90.12
IV
25.1%
B/E move
2.4%
Puts
Pseudo strike
90.08
IV
23.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
89.49
IV
25.8%
B/E move
2.1%
Puts
Pseudo strike
90.59
IV
22.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
88.85
IV
26.7%
B/E move
1.8%
Puts
Pseudo strike
91.10
IV
21.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
88.12
IV
27.9%
B/E move
1.6%
Puts
Pseudo strike
91.61
IV
21.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
87.28
IV
29.3%
B/E move
1.4%
Puts
Pseudo strike
92.12
IV
20.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
86.37
IV
30.3%
B/E move
1.1%
Puts
Pseudo strike
92.64
IV
19.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
85.19
IV
32.3%
B/E move
0.9%
Puts
Pseudo strike
93.21
IV
19.4%
B/E move
0.3%

Options history

IV · four-Friday blend20.98%
Daily close
AVLC11.7%21.0%30.3%2026-08-06: 16.10%2026-08-07: 16.06%2026-08-10: 16.63%2026-08-11: 14.25%2026-08-12: 14.08%2026-08-13: 14.07%2026-08-14: 14.08%2026-08-17: 15.08%2026-08-18: 15.92%2026-08-19: 16.17%2026-08-21: 13.67%2026-08-24: 13.87%2026-08-25: 13.88%2026-08-26: 13.67%2026-08-27: 13.19%2026-08-28: 13.03%2026-08-31: 13.37%2026-09-01: 13.55%2026-09-02: 13.36%2026-09-03: 12.99%2026-09-04: 12.95%2026-09-08: 14.00%2026-09-09: 14.43%2026-09-10: 15.37%2026-09-11: 14.30%2026-09-14: 15.57%2026-09-15: 16.90%2026-09-16: 17.63%2026-09-17: 18.41%2026-09-18: 13.91%2026-09-21: 13.58%2026-09-22: 13.59%2026-09-23: 14.05%2026-09-24: 15.59%2026-09-25: 17.42%2026-09-28: 17.77%2026-09-29: 19.53%2026-09-30: 20.38%2026-10-01: 20.32%2026-10-02: 20.22%2026-10-05: 20.28%2026-10-06: 20.67%2026-10-07: 20.64%2026-10-08: 21.11%2026-10-09: 21.19%2026-10-12: 22.94%2026-10-13: 23.17%2026-10-14: 24.89%2026-10-15: 28.99%2026-10-16: 19.05%2026-10-19: 19.04%2026-10-20: 19.22%2026-10-21: 18.87%2026-10-22: 20.22%2026-10-23: 20.26%2026-10-26: 19.69%2026-10-27: 19.57%2026-10-28: 19.17%2026-10-29: 19.10%2026-10-30: 20.98%Aug 6Sep 18Oct 30
60 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
16.10%
16.06%
16.63%
14.25%
14.08%
14.07%
14.08%
15.08%
15.92%
16.17%
13.67%
13.87%
13.88%
13.67%
13.19%
13.03%
13.37%
13.55%
13.36%
12.99%
12.95%
14.00%
14.43%
15.37%
14.30%
15.57%
16.90%
17.63%
18.41%
13.91%
13.58%
13.59%
14.05%
15.59%
17.42%
17.77%
19.53%
20.38%
20.32%
20.22%
20.28%
20.67%
20.64%
21.11%
21.19%
22.94%
23.17%
24.89%
28.99%
19.05%
19.04%
19.22%
18.87%
20.22%
20.26%
19.69%
19.57%
19.17%
19.10%
20.98%