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WisdomTree U.S. MidCap Fund EZM

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Market datapartial · fetched 2026-10-22T18:14:16.159Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-22T17:59:39.253767713Z

FundamentalsAlpha Vantage · unavailable

Share price$73.84
1D+0.6%
$73.06$73.27$73.48$73.69$73.905:30 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$3.69$4.76$5.84$6.91$7.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEZM PRICE$3.81$4.77$5.74$6.70$7.67$5.68$7.04
PutsExpensive1.46×
CallsExpensive1.32×
SkewBearish+1.88 pp
Implied move——
TiltBullish38.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ73.4515.5%4.6%
65Δ72.1716.0%4.2%78.9717.9%0.7%
70Δ70.8816.6%3.8%80.6219.0%0.3%
75Δ69.5917.1%3.3%
80Δ68.3117.7%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
73.45
IV
15.5%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
72.17
IV
16.0%
B/E move
4.2%
Puts
Pseudo strike
78.97
IV
17.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
70.88
IV
16.6%
B/E move
3.8%
Puts
Pseudo strike
80.62
IV
19.0%
B/E move
0.3%

75Δ

Calls
Pseudo strike
69.59
IV
17.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
68.31
IV
17.7%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

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