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WisdomTree U.S. MidCap Dividend Fund DON

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Market datapartial · fetched 2026-10-22T21:16:00.530Z

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 · 2026-10-22T20:10:00.000967784Z

FundamentalsAlpha Vantage · unavailable

Share price$56.92
1D+1.2%
AH$56.07$56.30$56.53$56.75$56.985:30 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$0.56$1.86$3.16$4.47$5.77$51.76$54.03$56.30$58.58$60.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DON spot · $56.92DON PRICE$0.70$0.70$0.74$0.79$0.85$0.93$1.01$1.08$1.15$1.22$1.28$1.36$1.79$0.78$0.86$0.92$1.01$1.11$1.22$1.39$1.64$1.93$2.50$3.19$3.96$5.39
PutsExpensive1.60×
CallsExpensive1.12×
SkewBearish+7.69 pp
Implied moveBearish±$2.40
TiltBearish31.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.4541.3%12.7%52.1541.2%9.7%
25Δ60.8130.8%8.1%53.7634.2%7.1%
30Δ59.4825.2%5.8%54.9128.9%5.2%
35Δ58.6421.7%4.4%55.6625.8%4.0%
40Δ58.0019.2%3.4%56.2623.4%3.1%
45Δ57.6017.8%2.8%56.7421.6%2.5%
50Δ57.1916.3%2.3%57.2020.7%1.9%
55Δ56.8915.1%1.8%57.6320.9%1.6%
60Δ56.6613.9%1.6%58.0921.3%1.3%
65Δ56.4412.8%1.3%58.7523.7%1.2%
70Δ56.2211.6%1.0%59.5326.1%1.0%
75Δ55.9910.5%0.8%60.4328.0%0.8%
80Δ55.4611.0%0.6%61.9831.3%0.6%

20Δ

Calls
Pseudo strike
63.45
IV
41.3%
B/E move
12.7%
Puts
Pseudo strike
52.15
IV
41.2%
B/E move
9.7%

25Δ

Calls
Pseudo strike
60.81
IV
30.8%
B/E move
8.1%
Puts
Pseudo strike
53.76
IV
34.2%
B/E move
7.1%

30Δ

Calls
Pseudo strike
59.48
IV
25.2%
B/E move
5.8%
Puts
Pseudo strike
54.91
IV
28.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
58.64
IV
21.7%
B/E move
4.4%
Puts
Pseudo strike
55.66
IV
25.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
58.00
IV
19.2%
B/E move
3.4%
Puts
Pseudo strike
56.26
IV
23.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
57.60
IV
17.8%
B/E move
2.8%
Puts
Pseudo strike
56.74
IV
21.6%
B/E move
2.5%

50Δ

Calls
Pseudo strike
57.19
IV
16.3%
B/E move
2.3%
Puts
Pseudo strike
57.20
IV
20.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
56.89
IV
15.1%
B/E move
1.8%
Puts
Pseudo strike
57.63
IV
20.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
56.66
IV
13.9%
B/E move
1.6%
Puts
Pseudo strike
58.09
IV
21.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
56.44
IV
12.8%
B/E move
1.3%
Puts
Pseudo strike
58.75
IV
23.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
56.22
IV
11.6%
B/E move
1.0%
Puts
Pseudo strike
59.53
IV
26.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
55.99
IV
10.5%
B/E move
0.8%
Puts
Pseudo strike
60.43
IV
28.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
55.46
IV
11.0%
B/E move
0.6%
Puts
Pseudo strike
61.98
IV
31.3%
B/E move
0.6%

Options history

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