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Avantis U.S. Small Cap Equity ETF AVSC

i

Market dataready · fetched 2026-11-03T15:44:50.037Z

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 · 2026-11-03T15:43:57.98337595Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:44:46.980000+00:00

Share price$72.07
1D+0.5%
$71.65$71.77$71.88$71.99$72.115:30 AM6:30 AM9:00 AM1:00 PMAVSC
Sold putSold call

Avantis U.S. Small Cap Equity ETF options

Live interpolated AVSC call and put midpoint premiums by absolute delta.Avantis U.S. Small Cap Equity ETF$0.80$1.69$2.57$3.45$4.33$-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 —OPTION PRICEAVSC PRICE$1.57$1.86$2.17$2.53$2.93$3.41$0.90$1.02$1.20$1.42$1.65$1.90$2.24$2.64$3.08$3.54$4.07
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
30Δ70.0029.2%4.1%
35Δ70.6927.0%3.3%
40Δ71.2926.0%2.7%
45Δ71.8025.9%2.3%
50Δ72.3125.6%2.0%
55Δ71.8422.3%1.9%72.8025.3%1.6%
60Δ71.3822.7%1.6%73.3425.5%1.3%
65Δ70.9123.1%1.4%73.9126.2%1.1%
70Δ70.3823.4%1.2%74.5226.3%0.9%
75Δ69.8323.7%1.0%75.1526.3%0.6%
80Δ69.2123.9%0.8%75.8426.1%0.4%

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
70.00
IV
29.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.69
IV
27.0%
B/E move
3.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.29
IV
26.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.80
IV
25.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.31
IV
25.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
71.84
IV
22.3%
B/E move
1.9%
Puts
Pseudo strike
72.80
IV
25.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
71.38
IV
22.7%
B/E move
1.6%
Puts
Pseudo strike
73.34
IV
25.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
70.91
IV
23.1%
B/E move
1.4%
Puts
Pseudo strike
73.91
IV
26.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
70.38
IV
23.4%
B/E move
1.2%
Puts
Pseudo strike
74.52
IV
26.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
69.83
IV
23.7%
B/E move
1.0%
Puts
Pseudo strike
75.15
IV
26.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
69.21
IV
23.9%
B/E move
0.8%
Puts
Pseudo strike
75.84
IV
26.1%
B/E move
0.4%

Options history

IV · four-Friday blend21.50%
Daily close
AVSC17.9%22.8%27.6%2026-08-05: 21.58%2026-08-06: 21.40%2026-08-07: 21.49%2026-08-10: 22.18%2026-08-11: 20.53%2026-08-12: 20.04%2026-08-13: 19.86%2026-08-14: 20.05%2026-08-17: 21.63%2026-08-18: 22.42%2026-08-20: 26.94%2026-08-21: 19.43%2026-08-24: 19.69%2026-08-25: 19.63%2026-08-26: 19.26%2026-08-27: 18.68%2026-08-28: 18.65%2026-08-31: 18.89%2026-09-01: 19.37%2026-09-02: 19.20%2026-09-03: 18.72%2026-09-04: 18.61%2026-09-08: 19.91%2026-09-09: 20.44%2026-09-10: 21.59%2026-09-11: 20.85%2026-09-14: 22.12%2026-09-15: 24.14%2026-09-16: 24.26%2026-09-17: 25.11%2026-09-18: 19.52%2026-09-21: 19.18%2026-09-22: 19.25%2026-09-23: 19.69%2026-09-24: 20.20%2026-09-25: 20.07%2026-09-28: 20.39%2026-09-29: 20.41%2026-09-30: 20.77%2026-10-01: 21.01%2026-10-02: 20.24%2026-10-05: 20.27%2026-10-06: 20.55%2026-10-07: 20.90%2026-10-08: 20.90%2026-10-09: 20.79%2026-10-12: 22.27%2026-10-13: 22.83%2026-10-14: 24.61%2026-10-16: 20.80%2026-10-19: 20.48%2026-10-20: 20.66%2026-10-21: 20.68%2026-10-22: 21.38%2026-10-23: 21.67%2026-10-26: 21.21%2026-10-27: 20.63%2026-10-28: 20.40%2026-10-29: 19.93%2026-10-30: 21.50%Aug 5Sep 17Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
21.58%
21.40%
21.49%
22.18%
20.53%
20.04%
19.86%
20.05%
21.63%
22.42%
26.94%
19.43%
19.69%
19.63%
19.26%
18.68%
18.65%
18.89%
19.37%
19.20%
18.72%
18.61%
19.91%
20.44%
21.59%
20.85%
22.12%
24.14%
24.26%
25.11%
19.52%
19.18%
19.25%
19.69%
20.20%
20.07%
20.39%
20.41%
20.77%
21.01%
20.24%
20.27%
20.55%
20.90%
20.90%
20.79%
22.27%
22.83%
24.61%
20.80%
20.48%
20.66%
20.68%
21.38%
21.67%
21.21%
20.63%
20.40%
19.93%
21.50%