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

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Market datapartial · fetched 2026-10-22T14:05:24.903Z

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 · 2026-10-22T13:30:00.104814982Z

FundamentalsAlpha Vantage · unavailable

Share price$43.88
1D+0.0%
$43.86$43.87$43.88$43.89$43.905:30 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$0.32$0.93$1.55$2.16$2.77$40.95$42.48$44.01$45.54$47.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DNL spot · $43.88DNL PRICE$0.39$0.44$0.50$0.56$0.66$0.75$0.85$1.03$1.24$1.45$1.76$2.15$2.59$0.45$0.52$0.57$0.62$0.69$0.75$0.83$0.96$1.08$1.21$1.34$1.55$1.76
PutsExpensive1.09×
CallsExpensive1.44×
SkewBullish-2.09 pp
Implied moveBalanced±$1.68
TiltBullish7.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.4229.3%9.0%41.0331.3%7.5%
25Δ46.2924.5%6.5%41.9427.0%5.6%
30Δ45.6221.9%5.1%42.5823.5%4.3%
35Δ45.0919.9%4.0%43.1020.7%3.2%
40Δ44.7319.0%3.4%43.4319.1%2.6%
45Δ44.4118.4%2.9%43.7617.6%2.0%
50Δ44.0817.7%2.4%44.0616.3%1.5%
55Δ43.7718.1%2.1%44.3015.9%1.2%
60Δ43.4618.7%1.9%44.5415.5%1.0%
65Δ43.1519.4%1.6%44.7815.1%0.7%
70Δ42.7520.4%1.4%45.0214.7%0.5%
75Δ42.2821.7%1.2%45.3014.3%0.3%
80Δ41.7522.9%1.0%45.5713.9%0.1%

20Δ

Calls
Pseudo strike
47.42
IV
29.3%
B/E move
9.0%
Puts
Pseudo strike
41.03
IV
31.3%
B/E move
7.5%

25Δ

Calls
Pseudo strike
46.29
IV
24.5%
B/E move
6.5%
Puts
Pseudo strike
41.94
IV
27.0%
B/E move
5.6%

30Δ

Calls
Pseudo strike
45.62
IV
21.9%
B/E move
5.1%
Puts
Pseudo strike
42.58
IV
23.5%
B/E move
4.3%

35Δ

Calls
Pseudo strike
45.09
IV
19.9%
B/E move
4.0%
Puts
Pseudo strike
43.10
IV
20.7%
B/E move
3.2%

40Δ

Calls
Pseudo strike
44.73
IV
19.0%
B/E move
3.4%
Puts
Pseudo strike
43.43
IV
19.1%
B/E move
2.6%

45Δ

Calls
Pseudo strike
44.41
IV
18.4%
B/E move
2.9%
Puts
Pseudo strike
43.76
IV
17.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
44.08
IV
17.7%
B/E move
2.4%
Puts
Pseudo strike
44.06
IV
16.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
43.77
IV
18.1%
B/E move
2.1%
Puts
Pseudo strike
44.30
IV
15.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
43.46
IV
18.7%
B/E move
1.9%
Puts
Pseudo strike
44.54
IV
15.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
43.15
IV
19.4%
B/E move
1.6%
Puts
Pseudo strike
44.78
IV
15.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
42.75
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
45.02
IV
14.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
42.28
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
45.30
IV
14.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
41.75
IV
22.9%
B/E move
1.0%
Puts
Pseudo strike
45.57
IV
13.9%
B/E move
0.1%

Options history

No recorded observations