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WisdomTree U.S. AI Enhanced Value Fund AIVL

i

Market dataready · fetched 2026-11-11T15:45:08.630Z

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 · 2026-11-11T14:46:56.278745898Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:45:07.547662+00:00

Share price$135.98
1D+0.0%
$135.91$135.95$135.98$136.01$136.055:30 AM6:30 AM9:00 AM1:00 PMAIVL
Sold putSold call

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$2.30$3.96$5.63$7.30$8.97$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAIVL PRICE$2.89$3.50$4.12$4.74$5.54$6.60$7.69$8.48$2.48$2.51$2.55
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
25Δ126.8523.5%8.5%
30Δ130.3619.1%6.0%
35Δ133.8714.6%3.4%
40Δ
45Δ138.9312.4%4.3%
50Δ137.7812.5%3.9%
55Δ136.6312.7%3.5%
60Δ135.4812.8%3.1%
65Δ134.2313.1%2.8%
70Δ132.7713.5%2.5%
75Δ131.2813.8%2.2%
80Δ130.0613.2%1.9%

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
126.85
IV
23.5%
B/E move
8.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
130.36
IV
19.1%
B/E move
6.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.87
IV
14.6%
B/E move
3.4%

40Δ

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

45Δ

Calls
Pseudo strike
138.93
IV
12.4%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
137.78
IV
12.5%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
136.63
IV
12.7%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
135.48
IV
12.8%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
134.23
IV
13.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
132.77
IV
13.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
131.28
IV
13.8%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
130.06
IV
13.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend13.40%
Daily close
AIVL10.6%19.8%28.9%2026-08-13: 14.95%2026-08-14: 14.25%2026-08-17: 16.89%2026-08-18: 16.21%2026-08-19: 20.72%2026-08-20: 23.86%2026-08-21: 12.07%2026-08-24: 14.43%2026-08-25: 13.53%2026-08-26: 12.74%2026-08-27: 12.80%2026-08-28: 11.90%2026-08-31: 13.10%2026-09-01: 13.68%2026-09-02: 14.18%2026-09-03: 14.28%2026-09-04: 12.65%2026-09-08: 15.74%2026-09-09: 15.47%2026-09-10: 16.90%2026-09-11: 17.18%2026-09-14: 19.68%2026-09-15: 20.09%2026-09-16: 21.51%2026-09-17: 27.60%2026-09-18: 14.53%2026-09-21: 13.59%2026-09-22: 14.34%2026-09-23: 13.86%2026-09-24: 13.39%2026-09-25: 12.61%2026-09-28: 13.18%2026-09-29: 12.68%2026-09-30: 11.99%2026-10-01: 12.92%2026-10-02: 13.33%2026-10-05: 13.91%2026-10-06: 14.48%2026-10-07: 14.57%2026-10-08: 13.65%2026-10-09: 14.56%2026-10-12: 16.57%2026-10-13: 17.55%2026-10-14: 18.95%2026-10-15: 19.15%2026-10-16: 13.19%2026-10-19: 13.25%2026-10-20: 12.86%2026-10-21: 13.08%2026-10-22: 12.08%2026-10-23: 13.21%2026-10-26: 13.77%2026-10-27: 13.35%2026-10-28: 13.46%2026-10-29: 13.44%2026-10-30: 13.40%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
14.95%
14.25%
16.89%
16.21%
20.72%
23.86%
12.07%
14.43%
13.53%
12.74%
12.80%
11.90%
13.10%
13.68%
14.18%
14.28%
12.65%
15.74%
15.47%
16.90%
17.18%
19.68%
20.09%
21.51%
27.60%
14.53%
13.59%
14.34%
13.86%
13.39%
12.61%
13.18%
12.68%
11.99%
12.92%
13.33%
13.91%
14.48%
14.57%
13.65%
14.56%
16.57%
17.55%
18.95%
19.15%
13.19%
13.25%
12.86%
13.08%
12.08%
13.21%
13.77%
13.35%
13.46%
13.44%
13.40%