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WisdomTree U.S. MidCap Fund EZM

i

Market dataready · fetched 2026-10-22T23:23:54.053Z

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 · 2026-10-22T22:30:00.003406481Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:23:53.682748+00:00

Share price$73.97
1D+0.8%
AH$73.05$73.30$73.54$73.79$74.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEZM
Sold putSold callAH

WisdomTree U.S. MidCap Fund options

Live interpolated EZM call and put midpoint premiums by absolute delta.WisdomTree U.S. MidCap Fund$0.39$1.33$2.27$3.22$4.16$69.15$71.52$73.88$76.25$78.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EZM spot · $73.97EZM PRICE$0.49$0.55$0.63$0.78$0.95$1.14$1.34$1.59$1.89$2.25$2.75$3.31$3.89$0.62$0.75$0.86$0.96$1.12$1.31$1.50$1.70$1.94$2.24$2.58$3.04$3.56
PutsExpensive1.50×
CallsExpensive1.47×
SkewBearish+0.80 pp
Implied moveBearish±$2.84
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.3421.9%6.6%69.9926.0%6.2%
25Δ76.9618.3%4.8%71.1623.3%4.8%
30Δ76.1516.5%3.8%72.0721.1%3.7%
35Δ75.6216.2%3.3%72.7619.1%2.9%
40Δ75.1516.3%2.9%73.3218.2%2.4%
45Δ74.7116.4%2.5%73.8117.8%2.0%
50Δ74.2816.5%2.2%74.2717.4%1.6%
55Δ73.8316.7%2.0%74.7216.9%1.3%
60Δ73.3617.2%1.7%75.1716.6%1.0%
65Δ72.8517.9%1.5%75.6416.6%0.8%
70Δ72.2219.1%1.4%76.1416.6%0.6%
75Δ71.5220.0%1.2%76.7316.9%0.4%
80Δ70.7920.4%1.0%77.3817.0%0.2%

20Δ

Calls
Pseudo strike
78.34
IV
21.9%
B/E move
6.6%
Puts
Pseudo strike
69.99
IV
26.0%
B/E move
6.2%

25Δ

Calls
Pseudo strike
76.96
IV
18.3%
B/E move
4.8%
Puts
Pseudo strike
71.16
IV
23.3%
B/E move
4.8%

30Δ

Calls
Pseudo strike
76.15
IV
16.5%
B/E move
3.8%
Puts
Pseudo strike
72.07
IV
21.1%
B/E move
3.7%

35Δ

Calls
Pseudo strike
75.62
IV
16.2%
B/E move
3.3%
Puts
Pseudo strike
72.76
IV
19.1%
B/E move
2.9%

40Δ

Calls
Pseudo strike
75.15
IV
16.3%
B/E move
2.9%
Puts
Pseudo strike
73.32
IV
18.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
74.71
IV
16.4%
B/E move
2.5%
Puts
Pseudo strike
73.81
IV
17.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
74.28
IV
16.5%
B/E move
2.2%
Puts
Pseudo strike
74.27
IV
17.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
73.83
IV
16.7%
B/E move
2.0%
Puts
Pseudo strike
74.72
IV
16.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
73.36
IV
17.2%
B/E move
1.7%
Puts
Pseudo strike
75.17
IV
16.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
72.85
IV
17.9%
B/E move
1.5%
Puts
Pseudo strike
75.64
IV
16.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
72.22
IV
19.1%
B/E move
1.4%
Puts
Pseudo strike
76.14
IV
16.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
71.52
IV
20.0%
B/E move
1.2%
Puts
Pseudo strike
76.73
IV
16.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
70.79
IV
20.4%
B/E move
1.0%
Puts
Pseudo strike
77.38
IV
17.0%
B/E move
0.2%

Options history

EZM16.1016.1316.162026-10-20: 16.12%2026-10-21: 16.15%Oct 20Oct 21
Table
DateIV
16.12%
16.15%