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WisdomTree Emerging Markets Local Debt Fund ELD

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Market dataready · fetched 2026-10-22T10:13:16.123Z

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 · 2026-10-22T00:00:00.101586578Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:05:01.291014+00:00

Share price$28.11
1D-1.0%
AH$28.08$28.16$28.24$28.32$28.405:30 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$0.62$1.13$1.63$2.14$2.64$24.66$26.37$28.08$29.80$31.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELD spot · $28.11ELD PRICE$0.68$0.68$0.68$0.68$0.70$0.76$0.81$0.87$0.94$1.01$1.08$1.15$1.22$0.68$0.68$0.69$0.73$0.78$0.83$0.95$1.07$1.19$1.36$1.62$1.88$2.50
PutsExpensive2.81×
CallsExpensive2.98×
SkewBearish+0.65 pp
Implied moveBearish±$1.76
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.5584.6%28.9%24.3669.2%15.7%
25Δ32.2761.9%17.2%25.7752.8%10.7%
30Δ30.6247.9%11.3%26.6243.1%7.8%
35Δ29.6739.0%8.0%27.2036.9%5.8%
40Δ29.0032.4%5.7%27.6132.9%4.5%
45Δ28.6829.8%4.7%28.0129.2%3.3%
50Δ28.3727.1%3.8%28.2828.2%2.8%
55Δ28.0524.5%2.9%28.5527.2%2.3%
60Δ27.8622.8%2.4%28.8226.2%1.7%
65Δ27.6921.3%2.1%29.1025.6%1.3%
70Δ27.5219.7%1.7%29.4426.1%1.0%
75Δ27.3518.2%1.4%29.7826.5%0.7%
80Δ27.1816.7%1.0%30.4530.4%0.6%

20Δ

Calls
Pseudo strike
35.55
IV
84.6%
B/E move
28.9%
Puts
Pseudo strike
24.36
IV
69.2%
B/E move
15.7%

25Δ

Calls
Pseudo strike
32.27
IV
61.9%
B/E move
17.2%
Puts
Pseudo strike
25.77
IV
52.8%
B/E move
10.7%

30Δ

Calls
Pseudo strike
30.62
IV
47.9%
B/E move
11.3%
Puts
Pseudo strike
26.62
IV
43.1%
B/E move
7.8%

35Δ

Calls
Pseudo strike
29.67
IV
39.0%
B/E move
8.0%
Puts
Pseudo strike
27.20
IV
36.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
29.00
IV
32.4%
B/E move
5.7%
Puts
Pseudo strike
27.61
IV
32.9%
B/E move
4.5%

45Δ

Calls
Pseudo strike
28.68
IV
29.8%
B/E move
4.7%
Puts
Pseudo strike
28.01
IV
29.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
28.37
IV
27.1%
B/E move
3.8%
Puts
Pseudo strike
28.28
IV
28.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
28.05
IV
24.5%
B/E move
2.9%
Puts
Pseudo strike
28.55
IV
27.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
27.86
IV
22.8%
B/E move
2.4%
Puts
Pseudo strike
28.82
IV
26.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
27.69
IV
21.3%
B/E move
2.1%
Puts
Pseudo strike
29.10
IV
25.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
27.52
IV
19.7%
B/E move
1.7%
Puts
Pseudo strike
29.44
IV
26.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
27.35
IV
18.2%
B/E move
1.4%
Puts
Pseudo strike
29.78
IV
26.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
27.18
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
30.45
IV
30.4%
B/E move
0.6%

Options history

No recorded observations