IntraAlpha
Create free account Start free

WisdomTree Enhanced Commodity Strategy Fund GCC

i

Market dataready · fetched 2026-11-12T02:36:50.106Z

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: 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 · 2026-11-12T01:00:00.132642792Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:36:49.330511+00:00

Share price$18.83
1D-0.0%
AH$18.81$18.85$18.88$18.91$18.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGCC
Sold putSold callAH

WisdomTree Enhanced Commodity Strategy Fund options

Live interpolated GCC call and put midpoint premiums by absolute delta.WisdomTree Enhanced Commodity Strategy Fund$1.28$1.72$2.16$2.60$3.05$17.81$18.29$18.78$19.26$19.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive GCC spot · $18.83GCC PRICE$1.32$1.32$1.32$1.32$1.33$1.39$1.51$1.68$1.86$2.05$2.24$2.44$1.32$1.32$1.32$1.35$1.41$1.53$1.73$1.93$2.08$2.23$2.38$2.92
Puts——
Calls——
Skew——
Implied moveBearish±$2.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ34.89402.6%92.3%15.64248.7%24.0%
30Δ26.73298.2%49.0%16.78201.4%17.9%
35Δ23.10231.9%29.7%17.60167.8%13.6%
40Δ21.17186.7%19.4%18.22143.7%10.4%
45Δ19.98153.6%13.2%18.70127.7%8.2%
50Δ19.32136.5%10.0%19.15116.3%6.4%
55Δ18.76125.8%7.7%19.55112.4%5.3%
60Δ18.31120.8%6.2%19.95108.6%4.3%
65Δ17.88115.7%4.8%20.26102.1%3.5%
70Δ17.50110.5%3.8%20.5695.2%2.7%
75Δ17.12105.3%2.8%20.8588.3%1.9%
80Δ16.7897.6%2.1%21.4991.0%1.4%

20Δ

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

25Δ

Calls
Pseudo strike
34.89
IV
402.6%
B/E move
92.3%
Puts
Pseudo strike
15.64
IV
248.7%
B/E move
24.0%

30Δ

Calls
Pseudo strike
26.73
IV
298.2%
B/E move
49.0%
Puts
Pseudo strike
16.78
IV
201.4%
B/E move
17.9%

35Δ

Calls
Pseudo strike
23.10
IV
231.9%
B/E move
29.7%
Puts
Pseudo strike
17.60
IV
167.8%
B/E move
13.6%

40Δ

Calls
Pseudo strike
21.17
IV
186.7%
B/E move
19.4%
Puts
Pseudo strike
18.22
IV
143.7%
B/E move
10.4%

45Δ

Calls
Pseudo strike
19.98
IV
153.6%
B/E move
13.2%
Puts
Pseudo strike
18.70
IV
127.7%
B/E move
8.2%

50Δ

Calls
Pseudo strike
19.32
IV
136.5%
B/E move
10.0%
Puts
Pseudo strike
19.15
IV
116.3%
B/E move
6.4%

55Δ

Calls
Pseudo strike
18.76
IV
125.8%
B/E move
7.7%
Puts
Pseudo strike
19.55
IV
112.4%
B/E move
5.3%

60Δ

Calls
Pseudo strike
18.31
IV
120.8%
B/E move
6.2%
Puts
Pseudo strike
19.95
IV
108.6%
B/E move
4.3%

65Δ

Calls
Pseudo strike
17.88
IV
115.7%
B/E move
4.8%
Puts
Pseudo strike
20.26
IV
102.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
17.50
IV
110.5%
B/E move
3.8%
Puts
Pseudo strike
20.56
IV
95.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
17.12
IV
105.3%
B/E move
2.8%
Puts
Pseudo strike
20.85
IV
88.3%
B/E move
1.9%

80Δ

Calls
Pseudo strike
16.78
IV
97.6%
B/E move
2.1%
Puts
Pseudo strike
21.49
IV
91.0%
B/E move
1.4%

Options history

IV · four-Friday blend75.28%
Daily close
GCC46.5%92.9%139.4%2026-08-13: 74.76%2026-08-14: 76.28%2026-08-17: 81.74%2026-08-18: 92.17%2026-08-19: 100.15%2026-08-20: 120.92%2026-08-21: 52.89%2026-08-24: 54.72%2026-08-25: 53.86%2026-08-26: 56.13%2026-08-27: 56.09%2026-08-28: 57.73%2026-08-31: 59.28%2026-09-01: 59.54%2026-09-02: 60.23%2026-09-03: 60.30%2026-09-04: 61.50%2026-09-08: 65.83%2026-09-09: 66.49%2026-09-10: 68.13%2026-09-11: 71.03%2026-09-14: 71.30%2026-09-15: 87.06%2026-09-16: 97.08%2026-09-17: 125.87%2026-09-18: 55.55%2026-09-21: 55.71%2026-09-22: 57.49%2026-09-23: 58.71%2026-09-24: 58.88%2026-09-25: 60.42%2026-09-28: 63.09%2026-09-29: 64.02%2026-09-30: 63.52%2026-10-01: 68.21%2026-10-02: 71.59%2026-10-05: 69.59%2026-10-06: 76.58%2026-10-07: 73.79%2026-10-08: 77.00%2026-10-09: 78.61%2026-10-12: 89.13%2026-10-13: 96.92%2026-10-14: 105.70%2026-10-15: 132.99%2026-10-16: 68.18%2026-10-19: 70.28%2026-10-20: 67.94%2026-10-21: 67.33%2026-10-22: 57.53%2026-10-23: 70.37%2026-10-26: 76.23%2026-10-27: 73.20%2026-10-28: 73.22%2026-10-29: 72.11%2026-10-30: 75.28%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
74.76%
76.28%
81.74%
92.17%
100.15%
120.92%
52.89%
54.72%
53.86%
56.13%
56.09%
57.73%
59.28%
59.54%
60.23%
60.30%
61.50%
65.83%
66.49%
68.13%
71.03%
71.30%
87.06%
97.08%
125.87%
55.55%
55.71%
57.49%
58.71%
58.88%
60.42%
63.09%
64.02%
63.52%
68.21%
71.59%
69.59%
76.58%
73.79%
77.00%
78.61%
89.13%
96.92%
105.70%
132.99%
68.18%
70.28%
67.94%
67.33%
57.53%
70.37%
76.23%
73.20%
73.22%
72.11%
75.28%