Share price$66.12
1D+1.1%
Sold putSold callAH
WisdomTree U.S. SmallCap Fund EES
i
Market datapartial · fetched 2026-10-22T21:16:59.016Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.003885634Z
FundamentalsAlpha Vantage · unavailable
WisdomTree U.S. SmallCap Fund options
PutsExpensive1.88×
CallsExpensive1.49×
SkewBearish+4.60 pp
Implied moveBearish±$3.42
TiltBearish14.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.51 | 50.0% | 11.7% | |||
| 25Δ | 71.91 | 39.0% | 10.3% | 61.83 | 40.5% | 8.3% |
| 30Δ | 69.94 | 32.7% | 7.4% | 63.31 | 34.8% | 6.2% |
| 35Δ | 68.71 | 28.8% | 5.7% | 64.40 | 30.5% | 4.7% |
| 40Δ | 67.79 | 25.9% | 4.5% | 65.24 | 27.6% | 3.6% |
| 45Δ | 67.08 | 24.0% | 3.7% | 65.92 | 25.5% | 2.8% |
| 50Δ | 66.52 | 22.2% | 3.0% | 66.47 | 23.8% | 2.2% |
| 55Δ | 65.99 | 20.4% | 2.4% | 67.01 | 22.2% | 1.7% |
| 60Δ | 65.56 | 19.3% | 2.0% | 67.53 | 22.1% | 1.4% |
| 65Δ | 65.13 | 18.2% | 1.6% | 68.06 | 22.0% | 1.1% |
| 70Δ | 64.61 | 18.3% | 1.3% | 68.66 | 21.9% | 0.8% |
| 75Δ | 64.05 | 19.1% | 1.1% | 69.49 | 23.2% | 0.6% |
| 80Δ | 63.53 | 18.6% | 0.9% | 70.71 | 25.7% | 0.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 59.51
- IV
- 50.0%
- B/E move
- 11.7%
25Δ
- Pseudo strike
- 71.91
- IV
- 39.0%
- B/E move
- 10.3%
- Pseudo strike
- 61.83
- IV
- 40.5%
- B/E move
- 8.3%
30Δ
- Pseudo strike
- 69.94
- IV
- 32.7%
- B/E move
- 7.4%
- Pseudo strike
- 63.31
- IV
- 34.8%
- B/E move
- 6.2%
35Δ
- Pseudo strike
- 68.71
- IV
- 28.8%
- B/E move
- 5.7%
- Pseudo strike
- 64.40
- IV
- 30.5%
- B/E move
- 4.7%
40Δ
- Pseudo strike
- 67.79
- IV
- 25.9%
- B/E move
- 4.5%
- Pseudo strike
- 65.24
- IV
- 27.6%
- B/E move
- 3.6%
45Δ
- Pseudo strike
- 67.08
- IV
- 24.0%
- B/E move
- 3.7%
- Pseudo strike
- 65.92
- IV
- 25.5%
- B/E move
- 2.8%
50Δ
- Pseudo strike
- 66.52
- IV
- 22.2%
- B/E move
- 3.0%
- Pseudo strike
- 66.47
- IV
- 23.8%
- B/E move
- 2.2%
55Δ
- Pseudo strike
- 65.99
- IV
- 20.4%
- B/E move
- 2.4%
- Pseudo strike
- 67.01
- IV
- 22.2%
- B/E move
- 1.7%
60Δ
- Pseudo strike
- 65.56
- IV
- 19.3%
- B/E move
- 2.0%
- Pseudo strike
- 67.53
- IV
- 22.1%
- B/E move
- 1.4%
65Δ
- Pseudo strike
- 65.13
- IV
- 18.2%
- B/E move
- 1.6%
- Pseudo strike
- 68.06
- IV
- 22.0%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 64.61
- IV
- 18.3%
- B/E move
- 1.3%
- Pseudo strike
- 68.66
- IV
- 21.9%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 64.05
- IV
- 19.1%
- B/E move
- 1.1%
- Pseudo strike
- 69.49
- IV
- 23.2%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 63.53
- IV
- 18.6%
- B/E move
- 0.9%
- Pseudo strike
- 70.71
- IV
- 25.7%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 19.65% | |
| 20.79% |