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WisdomTree Enhanced Commodity Strategy Fund GCC

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Market dataready · fetched 2026-10-23T04:10:57.164Z

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 · 2026-10-23T00:00:00.178752634Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:10:56.639517+00:00

Share price$26.36
1D-0.8%
AH$26.34$26.41$26.47$26.53$26.605:30 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$1.46$3.25$5.05$6.85$8.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGCC PRICE$1.65$1.65$1.65$1.66$1.73$1.94$2.14$2.35$2.55$2.76$3.00$5.44$8.13
PutsExpensive6.45×
CallsExpensive3.98×
SkewBearish+63.42 pp
Implied move——
TiltBullish26.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ35.34142.6%40.3%
35Δ31.35111.6%25.2%
40Δ29.1290.0%16.7%
45Δ27.7975.0%11.7%
50Δ26.9265.5%8.7%
55Δ26.4162.5%7.5%29.34125.0%9.3%
60Δ25.8959.6%6.4%32.08150.1%9.1%
65Δ25.3856.6%5.2%
70Δ24.8753.6%4.0%
75Δ24.3550.7%2.8%
80Δ23.8547.8%1.9%

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
35.34
IV
142.6%
B/E move
40.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
31.35
IV
111.6%
B/E move
25.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
29.12
IV
90.0%
B/E move
16.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
27.79
IV
75.0%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
26.92
IV
65.5%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
26.41
IV
62.5%
B/E move
7.5%
Puts
Pseudo strike
29.34
IV
125.0%
B/E move
9.3%

60Δ

Calls
Pseudo strike
25.89
IV
59.6%
B/E move
6.4%
Puts
Pseudo strike
32.08
IV
150.1%
B/E move
9.1%

65Δ

Calls
Pseudo strike
25.38
IV
56.6%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.87
IV
53.6%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.35
IV
50.7%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.85
IV
47.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations