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WisdomTree Emerging Markets Local Debt Fund ELD

i

Market dataready · fetched 2026-11-11T13:51:14.244Z

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 · 2026-11-11T01:00:00.127356606Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:51:13.714632+00:00

Share price$27.74
1D-0.2%
AH$27.60$27.65$27.69$27.74$27.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELD
Sold putSold callAH

WisdomTree Emerging Markets Local Debt Fund options

Live interpolated ELD call and put midpoint premiums by absolute delta.WisdomTree Emerging Markets Local Debt Fund$0.68$0.89$1.10$1.30$1.51$24.57$26.23$27.90$29.57$31.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELD spot · $27.74ELD PRICE$0.70$0.70$0.70$0.70$0.72$0.74$0.80$0.90$0.99$1.09$1.20$1.33$1.45$0.70$0.70$0.70$0.70$0.74$0.79$0.84$0.90$1.00$1.09$1.18$1.28$1.37
PutsExpensive4.06×
CallsExpensive4.03×
SkewBullish-7.36 pp
Implied moveBearish±$1.64
TiltBalanced0.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.53159.1%30.6%23.86128.4%16.5%
25Δ32.01115.9%17.9%25.2698.6%11.5%
30Δ30.2789.8%11.6%26.1878.6%8.2%
35Δ29.2572.0%8.0%26.8064.3%5.9%
40Δ28.6761.1%5.9%27.2056.3%4.6%
45Δ28.2152.5%4.4%27.5051.2%3.7%
50Δ27.8747.4%3.4%27.8046.1%2.8%
55Δ27.6345.4%2.8%28.0641.9%2.1%
60Δ27.3943.4%2.3%28.2539.8%1.8%
65Δ27.1541.4%1.8%28.4337.6%1.4%
70Δ26.9339.2%1.4%28.6235.5%1.1%
75Δ26.7336.8%1.1%28.8133.3%0.8%
80Δ26.5334.5%0.9%28.9931.1%0.4%

20Δ

Calls
Pseudo strike
35.53
IV
159.1%
B/E move
30.6%
Puts
Pseudo strike
23.86
IV
128.4%
B/E move
16.5%

25Δ

Calls
Pseudo strike
32.01
IV
115.9%
B/E move
17.9%
Puts
Pseudo strike
25.26
IV
98.6%
B/E move
11.5%

30Δ

Calls
Pseudo strike
30.27
IV
89.8%
B/E move
11.6%
Puts
Pseudo strike
26.18
IV
78.6%
B/E move
8.2%

35Δ

Calls
Pseudo strike
29.25
IV
72.0%
B/E move
8.0%
Puts
Pseudo strike
26.80
IV
64.3%
B/E move
5.9%

40Δ

Calls
Pseudo strike
28.67
IV
61.1%
B/E move
5.9%
Puts
Pseudo strike
27.20
IV
56.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
28.21
IV
52.5%
B/E move
4.4%
Puts
Pseudo strike
27.50
IV
51.2%
B/E move
3.7%

50Δ

Calls
Pseudo strike
27.87
IV
47.4%
B/E move
3.4%
Puts
Pseudo strike
27.80
IV
46.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
27.63
IV
45.4%
B/E move
2.8%
Puts
Pseudo strike
28.06
IV
41.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
27.39
IV
43.4%
B/E move
2.3%
Puts
Pseudo strike
28.25
IV
39.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
27.15
IV
41.4%
B/E move
1.8%
Puts
Pseudo strike
28.43
IV
37.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
26.93
IV
39.2%
B/E move
1.4%
Puts
Pseudo strike
28.62
IV
35.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
26.73
IV
36.8%
B/E move
1.1%
Puts
Pseudo strike
28.81
IV
33.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
26.53
IV
34.5%
B/E move
0.9%
Puts
Pseudo strike
28.99
IV
31.1%
B/E move
0.4%

Options history

IV · four-Friday blend25.57%
Daily close
ELD18.9%36.2%53.5%2026-08-13: 27.42%2026-08-14: 24.95%2026-08-17: 31.76%2026-08-18: 29.33%2026-08-19: 38.12%2026-08-20: 47.64%2026-08-21: 23.63%2026-08-24: 24.18%2026-08-25: 22.21%2026-08-26: 23.97%2026-08-27: 23.80%2026-08-28: 23.73%2026-08-31: 24.02%2026-09-01: 24.43%2026-09-02: 21.24%2026-09-03: 24.21%2026-09-04: 25.13%2026-09-08: 26.58%2026-09-09: 27.31%2026-09-10: 27.82%2026-09-11: 28.45%2026-09-14: 33.75%2026-09-15: 36.70%2026-09-16: 40.52%2026-09-17: 40.84%2026-09-18: 21.71%2026-09-21: 23.66%2026-09-22: 23.96%2026-09-23: 24.82%2026-09-24: 24.51%2026-09-25: 24.17%2026-09-28: 25.30%2026-09-29: 25.84%2026-09-30: 25.69%2026-10-01: 22.72%2026-10-02: 26.43%2026-10-05: 27.99%2026-10-06: 28.25%2026-10-07: 28.71%2026-10-08: 29.69%2026-10-09: 30.59%2026-10-12: 34.41%2026-10-13: 37.01%2026-10-14: 39.88%2026-10-15: 51.09%2026-10-16: 24.01%2026-10-19: 24.40%2026-10-20: 24.18%2026-10-21: 24.40%2026-10-22: 24.86%2026-10-23: 25.18%2026-10-26: 25.00%2026-10-27: 24.98%2026-10-28: 25.12%2026-10-29: 25.37%2026-10-30: 25.57%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
27.42%
24.95%
31.76%
29.33%
38.12%
47.64%
23.63%
24.18%
22.21%
23.97%
23.80%
23.73%
24.02%
24.43%
21.24%
24.21%
25.13%
26.58%
27.31%
27.82%
28.45%
33.75%
36.70%
40.52%
40.84%
21.71%
23.66%
23.96%
24.82%
24.51%
24.17%
25.30%
25.84%
25.69%
22.72%
26.43%
27.99%
28.25%
28.71%
29.69%
30.59%
34.41%
37.01%
39.88%
51.09%
24.01%
24.40%
24.18%
24.40%
24.86%
25.18%
25.00%
24.98%
25.12%
25.37%
25.57%