Share price$19.65
1D-0.3%
Sold putSold callAH
WisdomTree Emerging Currency Strategy Fund CEW
i
Market dataready · fetched 2026-10-22T20:44:17.151Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.00425479Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:44:16.798673+00:00
WisdomTree Emerging Currency Strategy Fund options
PutsExpensive7.51×
CallsExpensive7.47×
SkewNeutral-0.01 pp
Implied moveBearish±$1.64
TiltBearish5.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.20 | 99.0% | 21.1% | |||
| 25Δ | 24.61 | 96.6% | 28.8% | 17.41 | 76.7% | 14.9% |
| 30Δ | 22.52 | 74.1% | 18.2% | 18.24 | 61.5% | 10.7% |
| 35Δ | 21.36 | 59.1% | 12.3% | 18.83 | 50.2% | 7.7% |
| 40Δ | 20.68 | 48.9% | 8.8% | 19.20 | 44.5% | 6.0% |
| 45Δ | 20.17 | 40.4% | 6.3% | 19.49 | 41.0% | 4.9% |
| 50Δ | 19.84 | 36.6% | 4.9% | 19.78 | 37.5% | 3.8% |
| 55Δ | 19.61 | 35.1% | 4.2% | 20.04 | 34.4% | 2.8% |
| 60Δ | 19.37 | 33.7% | 3.4% | 20.23 | 32.6% | 2.3% |
| 65Δ | 19.13 | 32.3% | 2.7% | 20.42 | 30.8% | 1.8% |
| 70Δ | 18.90 | 30.8% | 2.1% | 20.61 | 28.9% | 1.4% |
| 75Δ | 18.69 | 29.1% | 1.7% | 20.80 | 27.1% | 0.9% |
| 80Δ | 18.48 | 27.3% | 1.2% | 20.98 | 25.2% | 0.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 16.20
- IV
- 99.0%
- B/E move
- 21.1%
25Δ
- Pseudo strike
- 24.61
- IV
- 96.6%
- B/E move
- 28.8%
- Pseudo strike
- 17.41
- IV
- 76.7%
- B/E move
- 14.9%
30Δ
- Pseudo strike
- 22.52
- IV
- 74.1%
- B/E move
- 18.2%
- Pseudo strike
- 18.24
- IV
- 61.5%
- B/E move
- 10.7%
35Δ
- Pseudo strike
- 21.36
- IV
- 59.1%
- B/E move
- 12.3%
- Pseudo strike
- 18.83
- IV
- 50.2%
- B/E move
- 7.7%
40Δ
- Pseudo strike
- 20.68
- IV
- 48.9%
- B/E move
- 8.8%
- Pseudo strike
- 19.20
- IV
- 44.5%
- B/E move
- 6.0%
45Δ
- Pseudo strike
- 20.17
- IV
- 40.4%
- B/E move
- 6.3%
- Pseudo strike
- 19.49
- IV
- 41.0%
- B/E move
- 4.9%
50Δ
- Pseudo strike
- 19.84
- IV
- 36.6%
- B/E move
- 4.9%
- Pseudo strike
- 19.78
- IV
- 37.5%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 19.61
- IV
- 35.1%
- B/E move
- 4.2%
- Pseudo strike
- 20.04
- IV
- 34.4%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 19.37
- IV
- 33.7%
- B/E move
- 3.4%
- Pseudo strike
- 20.23
- IV
- 32.6%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 19.13
- IV
- 32.3%
- B/E move
- 2.7%
- Pseudo strike
- 20.42
- IV
- 30.8%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 18.90
- IV
- 30.8%
- B/E move
- 2.1%
- Pseudo strike
- 20.61
- IV
- 28.9%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 18.69
- IV
- 29.1%
- B/E move
- 1.7%
- Pseudo strike
- 20.80
- IV
- 27.1%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 18.48
- IV
- 27.3%
- B/E move
- 1.2%
- Pseudo strike
- 20.98
- IV
- 25.2%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 148.41% |