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WisdomTree Yield Enhanced U.S. Aggregate Bond Fund AGGY

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Market datapartial · fetched 2026-10-22T11:20:50.987Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.147321321Z

FundamentalsAlpha Vantage · unavailable

Share price$41.68
1D-0.1%
AH$41.56$41.62$41.67$41.73$41.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGGY
Sold putSold callAH

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund options

Live interpolated AGGY call and put midpoint premiums by absolute delta.WisdomTree Yield Enhanced U.S. Aggregate Bond Fund$0.46$0.56$0.66$0.75$0.85$38.55$39.97$41.38$42.79$44.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGGY spot · $41.68AGGY PRICE$0.47$0.47$0.47$0.49$0.52$0.54$0.58$0.63$0.68$0.72$0.77$0.82$0.47$0.50$0.51$0.53$0.61$0.68$0.76
PutsExpensive3.27×
CallsExpensive2.69×
SkewBearish+5.10 pp
Implied moveBearish±$1.34
TiltBullish27.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.0637.8%11.6%38.6934.5%8.3%
25Δ44.3228.2%7.5%39.8127.2%5.7%
30Δ43.3622.1%5.2%40.4822.5%4.1%
35Δ42.8018.5%3.9%41.0418.7%2.8%
40Δ42.4516.2%3.1%41.3017.7%2.4%
45Δ42.1114.0%2.3%41.5716.7%1.9%
50Δ41.8812.8%1.9%41.8415.7%1.4%
55Δ41.7111.9%1.6%
60Δ41.5411.1%1.3%
65Δ41.3710.2%1.0%
70Δ41.209.4%0.7%
75Δ41.038.6%0.4%
80Δ

20Δ

Calls
Pseudo strike
46.06
IV
37.8%
B/E move
11.6%
Puts
Pseudo strike
38.69
IV
34.5%
B/E move
8.3%

25Δ

Calls
Pseudo strike
44.32
IV
28.2%
B/E move
7.5%
Puts
Pseudo strike
39.81
IV
27.2%
B/E move
5.7%

30Δ

Calls
Pseudo strike
43.36
IV
22.1%
B/E move
5.2%
Puts
Pseudo strike
40.48
IV
22.5%
B/E move
4.1%

35Δ

Calls
Pseudo strike
42.80
IV
18.5%
B/E move
3.9%
Puts
Pseudo strike
41.04
IV
18.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
42.45
IV
16.2%
B/E move
3.1%
Puts
Pseudo strike
41.30
IV
17.7%
B/E move
2.4%

45Δ

Calls
Pseudo strike
42.11
IV
14.0%
B/E move
2.3%
Puts
Pseudo strike
41.57
IV
16.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
41.88
IV
12.8%
B/E move
1.9%
Puts
Pseudo strike
41.84
IV
15.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
41.71
IV
11.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
41.54
IV
11.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
41.37
IV
10.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.20
IV
9.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.03
IV
8.6%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations