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Avantis All International Markets Value ETF AVNV

i

Market datapartial · fetched 2026-11-04T02:49:03.720Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-04T01:00:00.184399509Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T02:49:02.282368+00:00

Share price$81.10
1D-0.6%
AH$81.06$81.21$81.37$81.53$81.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVNV
Sold putSold callAH

Avantis All International Markets Value ETF options

Live interpolated AVNV call and put midpoint premiums by absolute delta.Avantis All International Markets Value ETF$7.02$7.56$8.10$8.64$9.18$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAVNV PRICE$7.07$9.02
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
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ87.6420.1%0.7%
75Δ89.8022.4%0.4%
80Δ

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
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.64
IV
20.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.80
IV
22.4%
B/E move
0.4%

80Δ

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

Options history

IV · four-Friday blend16.19%
Daily close
AVNV13.2%19.8%26.4%2026-08-05: 17.00%2026-08-06: 16.72%2026-08-07: 16.17%2026-08-10: 17.16%2026-08-11: 15.77%2026-08-12: 15.58%2026-08-13: 16.28%2026-08-14: 16.16%2026-08-17: 17.73%2026-08-18: 18.82%2026-08-19: 20.63%2026-08-20: 23.87%2026-08-21: 14.73%2026-08-24: 14.82%2026-08-25: 14.72%2026-08-26: 14.40%2026-08-27: 14.72%2026-08-28: 14.12%2026-08-31: 14.52%2026-09-01: 14.53%2026-09-02: 15.16%2026-09-03: 14.52%2026-09-04: 14.33%2026-09-08: 15.18%2026-09-09: 15.99%2026-09-10: 16.95%2026-09-11: 16.29%2026-09-14: 18.30%2026-09-15: 20.08%2026-09-16: 20.76%2026-09-17: 24.35%2026-09-18: 15.06%2026-09-21: 14.87%2026-09-22: 15.03%2026-09-23: 15.33%2026-09-24: 15.33%2026-09-25: 14.98%2026-09-28: 15.16%2026-09-29: 15.71%2026-09-30: 15.72%2026-10-01: 16.01%2026-10-02: 16.08%2026-10-05: 16.42%2026-10-06: 16.09%2026-10-07: 16.78%2026-10-08: 17.07%2026-10-09: 17.61%2026-10-12: 18.86%2026-10-13: 19.46%2026-10-14: 20.88%2026-10-15: 25.49%2026-10-16: 14.78%2026-10-19: 15.14%2026-10-20: 15.20%2026-10-21: 15.39%2026-10-22: 15.82%2026-10-23: 16.16%2026-10-26: 15.87%2026-10-27: 15.93%2026-10-28: 15.52%2026-10-29: 15.40%2026-10-30: 16.19%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
17.00%
16.72%
16.17%
17.16%
15.77%
15.58%
16.28%
16.16%
17.73%
18.82%
20.63%
23.87%
14.73%
14.82%
14.72%
14.40%
14.72%
14.12%
14.52%
14.53%
15.16%
14.52%
14.33%
15.18%
15.99%
16.95%
16.29%
18.30%
20.08%
20.76%
24.35%
15.06%
14.87%
15.03%
15.33%
15.33%
14.98%
15.16%
15.71%
15.72%
16.01%
16.08%
16.42%
16.09%
16.78%
17.07%
17.61%
18.86%
19.46%
20.88%
25.49%
14.78%
15.14%
15.20%
15.39%
15.82%
16.16%
15.87%
15.93%
15.52%
15.40%
16.19%