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WisdomTree U.S. MidCap Dividend Fund DON

i

Market dataready · fetched 2026-11-11T13:49:21.851Z

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 · 2026-11-11T01:00:00.177018532Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:49:21.484746+00:00

Share price$58.34
1D+0.7%
AH$57.80$57.97$58.14$58.32$58.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDON
Sold putSold callAH

WisdomTree U.S. MidCap Dividend Fund options

Live interpolated DON call and put midpoint premiums by absolute delta.WisdomTree U.S. MidCap Dividend Fund$0.83$1.48$2.13$2.78$3.43$53.92$55.66$57.41$59.15$60.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DON spot · $58.34DON PRICE$0.90$0.90$0.92$0.96$1.02$1.12$1.21$1.29$1.36$1.43$1.50$1.57$0.90$0.93$0.96$1.02$1.08$1.14$1.23$1.32$1.44$1.61$1.79$2.04$3.24
PutsExpensive2.36×
Calls——
Skew——
Implied moveBearish±$2.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.7981.4%11.1%
25Δ63.2668.5%10.0%54.8263.4%7.6%
30Δ61.3153.3%6.6%56.1151.8%5.5%
35Δ60.1743.8%4.7%56.9644.8%4.1%
40Δ59.4738.0%3.6%57.5440.0%3.2%
45Δ58.9033.6%2.7%58.0635.6%2.4%
50Δ58.5231.5%2.2%58.4232.9%2.0%
55Δ58.1429.4%1.7%58.7730.2%1.5%
60Δ57.8727.2%1.4%59.1128.1%1.1%
65Δ57.6625.0%1.2%59.4127.2%0.9%
70Δ57.4522.8%0.9%59.7226.2%0.7%
75Δ57.2420.6%0.7%60.0926.1%0.5%
80Δ57.0318.4%0.4%61.2935.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.79
IV
81.4%
B/E move
11.1%

25Δ

Calls
Pseudo strike
63.26
IV
68.5%
B/E move
10.0%
Puts
Pseudo strike
54.82
IV
63.4%
B/E move
7.6%

30Δ

Calls
Pseudo strike
61.31
IV
53.3%
B/E move
6.6%
Puts
Pseudo strike
56.11
IV
51.8%
B/E move
5.5%

35Δ

Calls
Pseudo strike
60.17
IV
43.8%
B/E move
4.7%
Puts
Pseudo strike
56.96
IV
44.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
59.47
IV
38.0%
B/E move
3.6%
Puts
Pseudo strike
57.54
IV
40.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
58.90
IV
33.6%
B/E move
2.7%
Puts
Pseudo strike
58.06
IV
35.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
58.52
IV
31.5%
B/E move
2.2%
Puts
Pseudo strike
58.42
IV
32.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
58.14
IV
29.4%
B/E move
1.7%
Puts
Pseudo strike
58.77
IV
30.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
57.87
IV
27.2%
B/E move
1.4%
Puts
Pseudo strike
59.11
IV
28.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
57.66
IV
25.0%
B/E move
1.2%
Puts
Pseudo strike
59.41
IV
27.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
57.45
IV
22.8%
B/E move
0.9%
Puts
Pseudo strike
59.72
IV
26.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
57.24
IV
20.6%
B/E move
0.7%
Puts
Pseudo strike
60.09
IV
26.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
57.03
IV
18.4%
B/E move
0.4%
Puts
Pseudo strike
61.29
IV
35.2%
B/E move
0.5%

Options history

IV · four-Friday blend37.03%
Daily EOD
DON17.2%38.0%58.8%2026-10-19: 27.37%2026-10-20: 43.17%2026-10-21: 34.62%2026-10-22: 53.93%2026-10-23: 55.98%2026-10-26: 36.88%2026-10-27: 20.11%2026-10-28: 29.22%2026-10-29: 20.58%2026-10-30: 37.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.37%
43.17%
34.62%
53.93%
55.98%
36.88%
20.11%
29.22%
20.58%
37.03%