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Avantis U.S. Mid Cap Equity ETF AVMC

i

Market dataready · fetched 2026-11-03T15:50:15.254Z

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 · 2026-11-03T15:38:44.065298591Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:50:12.886025+00:00

Share price$79.51
1D-0.3%
$79.33$79.44$79.54$79.65$79.765:30 AM6:30 AM9:00 AM1:00 PMAVMC
Sold putSold call

Avantis U.S. Mid Cap Equity ETF options

Live interpolated AVMC call and put midpoint premiums by absolute delta.Avantis U.S. Mid Cap Equity ETF$0.88$1.49$2.09$2.70$3.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEAVMC PRICE$1.55$1.83$2.11$2.53$3.02$0.95$1.03$1.14$1.24$1.35$1.49$1.71$1.94$2.27$2.63$3.13
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ77.3028.0%4.0%
35Δ78.1524.6%3.0%
40Δ78.7722.5%2.4%
45Δ79.2720.8%1.9%
50Δ79.7019.3%1.5%
55Δ80.1118.1%1.1%
60Δ78.9717.1%1.3%80.5017.9%0.9%
65Δ78.5517.4%1.1%80.9017.7%0.7%
70Δ78.1317.6%0.9%81.3617.7%0.5%
75Δ77.6018.2%0.8%81.8417.9%0.4%
80Δ77.0119.1%0.6%82.4518.3%0.2%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.30
IV
28.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.15
IV
24.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.77
IV
22.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.27
IV
20.8%
B/E move
1.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.70
IV
19.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.11
IV
18.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
78.97
IV
17.1%
B/E move
1.3%
Puts
Pseudo strike
80.50
IV
17.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
78.55
IV
17.4%
B/E move
1.1%
Puts
Pseudo strike
80.90
IV
17.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
78.13
IV
17.6%
B/E move
0.9%
Puts
Pseudo strike
81.36
IV
17.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
77.60
IV
18.2%
B/E move
0.8%
Puts
Pseudo strike
81.84
IV
17.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
77.01
IV
19.1%
B/E move
0.6%
Puts
Pseudo strike
82.45
IV
18.3%
B/E move
0.2%

Options history

IV · four-Friday blend16.81%
Daily close
AVMC13.7%18.9%24.0%2026-08-05: 17.17%2026-08-06: 16.98%2026-08-07: 16.81%2026-08-10: 17.81%2026-08-11: 16.22%2026-08-12: 16.27%2026-08-13: 16.69%2026-08-14: 17.07%2026-08-17: 18.79%2026-08-18: 18.71%2026-08-19: 20.45%2026-08-20: 22.10%2026-08-21: 15.54%2026-08-24: 15.96%2026-08-25: 15.89%2026-08-26: 15.56%2026-08-27: 15.12%2026-08-28: 14.55%2026-08-31: 15.42%2026-09-01: 15.17%2026-09-02: 15.09%2026-09-03: 14.65%2026-09-04: 14.63%2026-09-08: 15.91%2026-09-09: 16.32%2026-09-10: 17.26%2026-09-11: 16.53%2026-09-14: 18.37%2026-09-15: 19.52%2026-09-16: 19.34%2026-09-17: 23.26%2026-09-18: 15.97%2026-09-21: 14.84%2026-09-22: 14.66%2026-09-23: 14.44%2026-09-24: 14.71%2026-09-25: 14.74%2026-09-28: 14.74%2026-09-29: 14.64%2026-09-30: 15.13%2026-10-01: 15.11%2026-10-02: 15.01%2026-10-05: 14.58%2026-10-06: 15.07%2026-10-07: 15.23%2026-10-08: 15.16%2026-10-09: 15.27%2026-10-12: 16.40%2026-10-13: 16.62%2026-10-14: 18.18%2026-10-15: 20.38%2026-10-16: 14.96%2026-10-19: 14.64%2026-10-20: 14.47%2026-10-21: 14.47%2026-10-22: 15.23%2026-10-23: 15.65%2026-10-26: 15.90%2026-10-27: 15.48%2026-10-28: 15.45%2026-10-29: 15.32%2026-10-30: 16.81%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
17.17%
16.98%
16.81%
17.81%
16.22%
16.27%
16.69%
17.07%
18.79%
18.71%
20.45%
22.10%
15.54%
15.96%
15.89%
15.56%
15.12%
14.55%
15.42%
15.17%
15.09%
14.65%
14.63%
15.91%
16.32%
17.26%
16.53%
18.37%
19.52%
19.34%
23.26%
15.97%
14.84%
14.66%
14.44%
14.71%
14.74%
14.74%
14.64%
15.13%
15.11%
15.01%
14.58%
15.07%
15.23%
15.16%
15.27%
16.40%
16.62%
18.18%
20.38%
14.96%
14.64%
14.47%
14.47%
15.23%
15.65%
15.90%
15.48%
15.45%
15.32%
16.81%