Share price$26.36
1D-0.8%
Sold putSold callAH
WisdomTree Enhanced Commodity Strategy Fund GCC
i
Market dataready · fetched 2026-10-22T23:45:18.935Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:30:00.003948497Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:45:18.392955+00:00
WisdomTree Enhanced Commodity Strategy Fund options
PutsExpensive6.37×
CallsExpensive3.96×
SkewBearish+61.73 pp
Implied move——
TiltBullish25.9% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 35.34 | 142.1% | 40.3% | |||
| 35Δ | 31.35 | 111.2% | 25.2% | |||
| 40Δ | 29.12 | 89.7% | 16.7% | |||
| 45Δ | 27.79 | 74.7% | 11.7% | |||
| 50Δ | 26.93 | 65.2% | 8.7% | |||
| 55Δ | 26.41 | 62.1% | 7.5% | 29.35 | 123.0% | 9.3% |
| 60Δ | 25.90 | 59.1% | 6.4% | 32.10 | 147.7% | 9.1% |
| 65Δ | 25.38 | 56.0% | 5.2% | |||
| 70Δ | 24.87 | 52.9% | 4.0% | |||
| 75Δ | 24.36 | 49.8% | 2.9% | |||
| 80Δ | 23.86 | 46.9% | 1.9% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 35.34
- IV
- 142.1%
- B/E move
- 40.3%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 31.35
- IV
- 111.2%
- B/E move
- 25.2%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 29.12
- IV
- 89.7%
- B/E move
- 16.7%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 27.79
- IV
- 74.7%
- B/E move
- 11.7%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 26.93
- IV
- 65.2%
- B/E move
- 8.7%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 26.41
- IV
- 62.1%
- B/E move
- 7.5%
- Pseudo strike
- 29.35
- IV
- 123.0%
- B/E move
- 9.3%
60Δ
- Pseudo strike
- 25.90
- IV
- 59.1%
- B/E move
- 6.4%
- Pseudo strike
- 32.10
- IV
- 147.7%
- B/E move
- 9.1%
65Δ
- Pseudo strike
- 25.38
- IV
- 56.0%
- B/E move
- 5.2%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 24.87
- IV
- 52.9%
- B/E move
- 4.0%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 24.36
- IV
- 49.8%
- B/E move
- 2.9%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 23.86
- IV
- 46.9%
- B/E move
- 1.9%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations