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WisdomTree U.S. MidCap Fund EZM

i

Market dataready · fetched 2026-11-13T19:11:31.158Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T18:36:05.232380336Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:11:29.220067+00:00

Share price$75.43
1D-0.5%
$75.20$75.36$75.53$75.69$75.865:30 AM6:30 AM9:00 AM1:00 PMEZM
Sold putSold call

WisdomTree U.S. MidCap Fund options

Live interpolated EZM call and put midpoint premiums by absolute delta.WisdomTree U.S. MidCap Fund$0.92$1.82$2.72$3.61$4.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEZM PRICE$3.55$4.25$1.02$1.29$1.55$1.82$2.09$2.36$2.63$2.89$3.16$3.43$3.70$4.02
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.1138.0%12.4%
25Δ68.1936.3%11.3%
30Δ69.2834.6%10.2%
35Δ70.3733.0%9.1%
40Δ71.4631.3%8.0%
45Δ72.5429.6%7.0%
50Δ73.6328.0%5.9%
55Δ74.7226.3%4.8%
60Δ75.8124.6%3.7%
65Δ76.8923.0%2.6%
70Δ77.9821.3%1.5%
75Δ72.8419.2%1.3%79.0819.9%0.5%
80Δ71.9819.6%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.11
IV
38.0%
B/E move
12.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.19
IV
36.3%
B/E move
11.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.28
IV
34.6%
B/E move
10.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.37
IV
33.0%
B/E move
9.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.46
IV
31.3%
B/E move
8.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.54
IV
29.6%
B/E move
7.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.63
IV
28.0%
B/E move
5.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.72
IV
26.3%
B/E move
4.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.81
IV
24.6%
B/E move
3.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.89
IV
23.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.98
IV
21.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
72.84
IV
19.2%
B/E move
1.3%
Puts
Pseudo strike
79.08
IV
19.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
71.98
IV
19.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.84%
Daily EOD
EZM16.0%17.0%18.0%2026-10-19: 16.17%2026-10-20: 16.12%2026-10-21: 16.15%2026-10-22: 16.92%2026-10-23: 17.08%2026-10-26: 16.81%2026-10-27: 16.51%2026-10-28: 16.58%2026-10-29: 16.17%2026-10-30: 17.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.17%
16.12%
16.15%
16.92%
17.08%
16.81%
16.51%
16.58%
16.17%
17.84%