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WisdomTree Emerging Currency Strategy Fund CEW

i

Market dataready · fetched 2026-11-12T01:14:26.624Z

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 · 2026-11-12T01:00:00.139631542Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:14:26.257941+00:00

Share price$19.55
1D+0.0%
AH$19.53$19.53$19.54$19.54$19.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCEW
Sold putSold callAH

WisdomTree Emerging Currency Strategy Fund options

Live interpolated CEW call and put midpoint premiums by absolute delta.WisdomTree Emerging Currency Strategy Fund$0.66$0.83$1.00$1.18$1.35$16.53$18.13$19.73$21.33$22.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CEW spot · $19.55CEW PRICE$0.68$0.68$0.68$0.68$0.68$0.69$0.77$0.85$0.93$1.01$1.10$1.19$1.28$0.68$0.68$0.68$0.68$0.70$0.77$0.84$0.91$0.98$1.06$1.14$1.22$1.30
PutsExpensive12.44×
CallsExpensive10.34×
SkewBullish-12.24 pp
Implied moveBearish±$1.61
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.41234.1%48.8%16.14174.6%20.9%
25Δ24.19169.0%27.2%17.33135.2%14.8%
30Δ22.21129.6%17.1%18.14108.0%10.6%
35Δ21.09103.0%11.4%18.6789.4%7.9%
40Δ20.4985.7%8.3%19.1076.0%5.9%
45Δ19.9770.9%5.7%19.3571.0%4.9%
50Δ19.7267.4%4.8%19.6066.0%4.0%
55Δ19.4863.8%4.0%19.8661.0%3.1%
60Δ19.2360.3%3.1%20.0756.5%2.4%
65Δ18.9956.6%2.3%20.2252.7%2.0%
70Δ18.8352.4%2.0%20.3748.9%1.6%
75Δ18.6848.1%1.6%20.5245.1%1.3%
80Δ18.5243.8%1.3%20.6741.3%0.9%

20Δ

Calls
Pseudo strike
28.41
IV
234.1%
B/E move
48.8%
Puts
Pseudo strike
16.14
IV
174.6%
B/E move
20.9%

25Δ

Calls
Pseudo strike
24.19
IV
169.0%
B/E move
27.2%
Puts
Pseudo strike
17.33
IV
135.2%
B/E move
14.8%

30Δ

Calls
Pseudo strike
22.21
IV
129.6%
B/E move
17.1%
Puts
Pseudo strike
18.14
IV
108.0%
B/E move
10.6%

35Δ

Calls
Pseudo strike
21.09
IV
103.0%
B/E move
11.4%
Puts
Pseudo strike
18.67
IV
89.4%
B/E move
7.9%

40Δ

Calls
Pseudo strike
20.49
IV
85.7%
B/E move
8.3%
Puts
Pseudo strike
19.10
IV
76.0%
B/E move
5.9%

45Δ

Calls
Pseudo strike
19.97
IV
70.9%
B/E move
5.7%
Puts
Pseudo strike
19.35
IV
71.0%
B/E move
4.9%

50Δ

Calls
Pseudo strike
19.72
IV
67.4%
B/E move
4.8%
Puts
Pseudo strike
19.60
IV
66.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
19.48
IV
63.8%
B/E move
4.0%
Puts
Pseudo strike
19.86
IV
61.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
19.23
IV
60.3%
B/E move
3.1%
Puts
Pseudo strike
20.07
IV
56.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
18.99
IV
56.6%
B/E move
2.3%
Puts
Pseudo strike
20.22
IV
52.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
18.83
IV
52.4%
B/E move
2.0%
Puts
Pseudo strike
20.37
IV
48.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
18.68
IV
48.1%
B/E move
1.6%
Puts
Pseudo strike
20.52
IV
45.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
18.52
IV
43.8%
B/E move
1.3%
Puts
Pseudo strike
20.67
IV
41.3%
B/E move
0.9%

Options history

IV · four-Friday blend117.98%
Daily EOD
CEW46.2%114.6%183.0%2026-10-19: 85.35%2026-10-20: 148.41%2026-10-22: 55.61%2026-10-23: 115.89%2026-10-26: 131.83%2026-10-27: 173.60%2026-10-28: 141.47%2026-10-29: 117.98%Oct 19Oct 23Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
85.35%
148.41%
55.61%
115.89%
131.83%
173.60%
141.47%
117.98%