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WisdomTree U.S. AI Enhanced Value Fund AIVL

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Market dataready · fetched 2026-10-22T04:24:47.788Z

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 · 2026-10-22T00:00:00.011575174Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T04:24:44.821829+00:00

Share price$134.54
1D-0.0%
AH$134.40$134.45$134.49$134.53$134.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIVL
Sold putSold callAH

WisdomTree U.S. AI Enhanced Value Fund options

Live interpolated AIVL call and put midpoint premiums by absolute delta.WisdomTree U.S. AI Enhanced Value Fund$0.89$2.32$3.75$5.18$6.62$125.49$129.94$134.40$138.85$143.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIVL spot · $134.54AIVL PRICE$1.05$1.20$1.35$1.51$1.66$1.82$1.97$2.69$3.54$4.39$5.25$6.10$6.20$1.05$1.37$1.51$1.65$1.80$1.94$2.10$2.42$2.73$3.05$3.37$3.68$4.00
PutsExpensive1.70×
CallsExpensive1.77×
SkewBullish-3.12 pp
Implied moveBearish±$4.07
TiltBullish11.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.5426.1%8.2%128.3122.6%5.4%
25Δ143.0024.0%7.2%129.3623.2%4.9%
30Δ141.4621.8%6.2%130.7920.8%3.9%
35Δ139.9219.7%5.1%131.8618.9%3.2%
40Δ138.3817.6%4.1%132.9417.1%2.5%
45Δ136.8415.5%3.1%134.0215.3%1.8%
50Δ135.3013.4%2.0%135.0513.5%1.2%
55Δ134.1514.0%1.7%135.5912.8%1.0%
60Δ133.0915.3%1.6%136.1312.2%0.8%
65Δ132.0416.5%1.4%136.6711.5%0.7%
70Δ130.9917.8%1.3%137.2110.8%0.5%
75Δ129.9319.1%1.1%137.7510.1%0.3%
80Δ129.5217.9%0.9%138.299.4%0.2%

20Δ

Calls
Pseudo strike
144.54
IV
26.1%
B/E move
8.2%
Puts
Pseudo strike
128.31
IV
22.6%
B/E move
5.4%

25Δ

Calls
Pseudo strike
143.00
IV
24.0%
B/E move
7.2%
Puts
Pseudo strike
129.36
IV
23.2%
B/E move
4.9%

30Δ

Calls
Pseudo strike
141.46
IV
21.8%
B/E move
6.2%
Puts
Pseudo strike
130.79
IV
20.8%
B/E move
3.9%

35Δ

Calls
Pseudo strike
139.92
IV
19.7%
B/E move
5.1%
Puts
Pseudo strike
131.86
IV
18.9%
B/E move
3.2%

40Δ

Calls
Pseudo strike
138.38
IV
17.6%
B/E move
4.1%
Puts
Pseudo strike
132.94
IV
17.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
136.84
IV
15.5%
B/E move
3.1%
Puts
Pseudo strike
134.02
IV
15.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
135.30
IV
13.4%
B/E move
2.0%
Puts
Pseudo strike
135.05
IV
13.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
134.15
IV
14.0%
B/E move
1.7%
Puts
Pseudo strike
135.59
IV
12.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
133.09
IV
15.3%
B/E move
1.6%
Puts
Pseudo strike
136.13
IV
12.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
132.04
IV
16.5%
B/E move
1.4%
Puts
Pseudo strike
136.67
IV
11.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
130.99
IV
17.8%
B/E move
1.3%
Puts
Pseudo strike
137.21
IV
10.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
129.93
IV
19.1%
B/E move
1.1%
Puts
Pseudo strike
137.75
IV
10.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
129.52
IV
17.9%
B/E move
0.9%
Puts
Pseudo strike
138.29
IV
9.4%
B/E move
0.2%

Options history

No recorded observations