IntraAlpha
Create free account Start free

WisdomTree Global ex-U.S. Quality Growth Fund DNL

i

Market dataready · fetched 2026-11-11T15:56:47.011Z

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 · 2026-11-11T15:53:49.7246283Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:56:46.306329+00:00

Share price$43.52
1D+0.7%
$43.19$43.28$43.37$43.45$43.545:30 AM6:30 AM9:00 AM1:00 PMDNL
Sold putSold call

WisdomTree Global ex-U.S. Quality Growth Fund options

Live interpolated DNL call and put midpoint premiums by absolute delta.WisdomTree Global ex-U.S. Quality Growth Fund$2.09$4.69$7.30$9.90$12.50$40.30$41.82$43.35$44.87$46.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive DNL spot · $43.52DNL PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.37$2.44$3.58$5.11$7.53$11.75
Puts——
Calls——
Skew——
Implied moveBalanced±$4.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ36.97200.5%20.7%
30Δ39.34161.8%15.2%
35Δ50.36173.8%21.3%41.06133.3%11.3%
40Δ47.29140.7%14.3%
45Δ45.39116.5%9.9%43.2192.7%6.2%
50Δ44.1197.7%7.0%43.9381.6%4.7%
55Δ43.2783.3%5.1%45.00101.1%4.8%
60Δ42.6971.9%3.7%46.56120.8%4.8%
65Δ42.2261.8%2.7%48.98148.7%4.8%
70Δ53.20188.7%4.8%
75Δ
80Δ

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
36.97
IV
200.5%
B/E move
20.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.34
IV
161.8%
B/E move
15.2%

35Δ

Calls
Pseudo strike
50.36
IV
173.8%
B/E move
21.3%
Puts
Pseudo strike
41.06
IV
133.3%
B/E move
11.3%

40Δ

Calls
Pseudo strike
47.29
IV
140.7%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
45.39
IV
116.5%
B/E move
9.9%
Puts
Pseudo strike
43.21
IV
92.7%
B/E move
6.2%

50Δ

Calls
Pseudo strike
44.11
IV
97.7%
B/E move
7.0%
Puts
Pseudo strike
43.93
IV
81.6%
B/E move
4.7%

55Δ

Calls
Pseudo strike
43.27
IV
83.3%
B/E move
5.1%
Puts
Pseudo strike
45.00
IV
101.1%
B/E move
4.8%

60Δ

Calls
Pseudo strike
42.69
IV
71.9%
B/E move
3.7%
Puts
Pseudo strike
46.56
IV
120.8%
B/E move
4.8%

65Δ

Calls
Pseudo strike
42.22
IV
61.8%
B/E move
2.7%
Puts
Pseudo strike
48.98
IV
148.7%
B/E move
4.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.20
IV
188.7%
B/E move
4.8%

75Δ

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

80Δ

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

Options history

IV · four-Friday blend17.62%
Daily EOD
DNL13.4%35.1%56.8%2026-10-19: 16.40%2026-10-20: 38.05%2026-10-21: 53.77%2026-10-22: 42.39%2026-10-23: 41.73%2026-10-26: 32.68%2026-10-27: 31.17%2026-10-28: 43.11%2026-10-29: 39.27%2026-10-30: 17.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.40%
38.05%
53.77%
42.39%
41.73%
32.68%
31.17%
43.11%
39.27%
17.62%