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Avantis U.S. Small Cap Value ETF AVUV

i

Market datapartial · fetched 2026-11-06T20:57:37.870Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T20:57:38.041269184Z

FundamentalsAlpha Vantage · unavailable

Share price$119.71
1D-0.4%
$119.39$120.25$121.12$121.98$122.845:30 AM6:30 AM9:00 AM1:00 PMAVUV
Sold putSold call

Avantis U.S. Small Cap Value ETF options

Live interpolated AVUV call and put midpoint premiums by absolute delta.Avantis U.S. Small Cap Value ETF$0.00$0.27$0.54$0.81$1.08$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAVUV PRICE
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
70Δ
75Δ
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
IV
B/E move

75Δ

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

80Δ

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

Options history

IV · four-Friday blend16.01%
Daily close
AVUV14.1%17.8%21.5%2026-08-10: 16.01%2026-08-11: 16.47%2026-08-12: 15.48%2026-08-13: 14.64%2026-08-14: 15.53%2026-08-17: 17.21%2026-08-18: 16.45%2026-08-19: 15.94%2026-08-20: 16.89%2026-08-21: 16.07%2026-08-24: 16.08%2026-08-25: 15.35%2026-08-26: 15.19%2026-08-28: 15.29%2026-08-31: 15.71%2026-09-01: 15.78%2026-09-09: 16.08%2026-09-11: 16.63%2026-09-18: 15.45%2026-09-21: 15.97%2026-09-22: 17.62%2026-09-23: 16.80%2026-09-24: 16.27%2026-09-25: 16.46%2026-09-28: 16.40%2026-09-29: 15.77%2026-09-30: 17.39%2026-10-01: 17.52%2026-10-02: 15.90%2026-10-05: 15.61%2026-10-06: 15.03%2026-10-07: 14.73%2026-10-08: 16.23%2026-10-09: 15.79%2026-10-12: 17.07%2026-10-13: 15.72%2026-10-14: 18.31%2026-10-15: 20.95%2026-10-16: 15.75%2026-10-19: 15.84%2026-10-20: 15.64%2026-10-21: 15.09%2026-10-22: 16.83%2026-10-23: 16.64%2026-10-26: 15.80%2026-10-27: 16.44%2026-10-28: 15.57%2026-10-29: 15.59%2026-10-30: 16.01%Aug 10Sep 28Oct 30
49 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
16.01%
16.47%
15.48%
14.64%
15.53%
17.21%
16.45%
15.94%
16.89%
16.07%
16.08%
15.35%
15.19%
15.29%
15.71%
15.78%
16.08%
16.63%
15.45%
15.97%
17.62%
16.80%
16.27%
16.46%
16.40%
15.77%
17.39%
17.52%
15.90%
15.61%
15.03%
14.73%
16.23%
15.79%
17.07%
15.72%
18.31%
20.95%
15.75%
15.84%
15.64%
15.09%
16.83%
16.64%
15.80%
16.44%
15.57%
15.59%
16.01%