IntraAlpha
Create free account Start free

WisdomTree U.S. MidCap Dividend Fund DON

i

Market datapartial · fetched 2026-10-22T16:04:02.803Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T16:03:15.349283703Z

FundamentalsAlpha Vantage · unavailable

Share price$56.47
1D+0.4%
$56.10$56.20$56.30$56.40$56.505:30 AM6:30 AM9:00 AM1:00 PMDON
Sold putSold call

WisdomTree U.S. MidCap Dividend Fund options

Live interpolated DON call and put midpoint premiums by absolute delta.WisdomTree U.S. MidCap Dividend Fund$1.33$2.41$3.48$4.56$5.64$51.00$53.64$56.27$58.90$61.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DON spot · $56.47DON PRICE$1.44$1.98$2.51$3.04$3.58$4.11$4.64$1.64$1.92$2.21$2.49$2.78$3.23$4.06$5.33
PutsExpensive1.34×
CallsExpensive1.27×
SkewBearish+1.80 pp
Implied moveBearish±$3.37
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ56.4120.1%3.0%
50Δ56.9016.5%3.3%56.9619.8%2.5%
55Δ56.1617.0%3.0%57.5219.4%2.1%
60Δ55.4317.6%2.6%58.0719.1%1.6%
65Δ54.6918.1%2.2%58.6218.7%1.1%
70Δ53.9518.7%1.9%59.3018.9%0.7%
75Δ53.2119.2%1.5%60.2620.2%0.5%
80Δ52.4719.7%1.1%61.6323.1%0.3%

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.41
IV
20.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
56.90
IV
16.5%
B/E move
3.3%
Puts
Pseudo strike
56.96
IV
19.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
56.16
IV
17.0%
B/E move
3.0%
Puts
Pseudo strike
57.52
IV
19.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
55.43
IV
17.6%
B/E move
2.6%
Puts
Pseudo strike
58.07
IV
19.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
54.69
IV
18.1%
B/E move
2.2%
Puts
Pseudo strike
58.62
IV
18.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
53.95
IV
18.7%
B/E move
1.9%
Puts
Pseudo strike
59.30
IV
18.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
53.21
IV
19.2%
B/E move
1.5%
Puts
Pseudo strike
60.26
IV
20.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
52.47
IV
19.7%
B/E move
1.1%
Puts
Pseudo strike
61.63
IV
23.1%
B/E move
0.3%

Options history

DON33.9438.8943.852026-10-20: 43.17%2026-10-21: 34.62%Oct 20Oct 21
Table
DateIV
43.17%
34.62%