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WisdomTree Europe Hedged Equity Fund HEDJ

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Market datapartial · fetched 2026-10-22T23:23:55.404Z

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 · 2026-10-22T22:30:00.004229575Z

FundamentalsAlpha Vantage · unavailable

Share price$55.29
1D-0.1%
AH$55.17$55.26$55.35$55.44$55.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHEDJ
Sold putSold callAH

WisdomTree Europe Hedged Equity Fund options

Live interpolated HEDJ call and put midpoint premiums by absolute delta.WisdomTree Europe Hedged Equity Fund$0.59$1.58$2.57$3.56$4.56$51.09$53.33$55.57$57.81$60.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HEDJ spot · $55.29HEDJ PRICE$0.70$0.74$0.78$0.86$0.93$1.01$1.16$1.30$1.56$1.94$2.51$3.39$4.27$0.77$0.84$0.90$0.96$0.98$1.05$1.15$1.26$1.38$1.52$1.66$1.80$2.03
PutsExpensive1.62×
CallsExpensive1.96×
SkewBullish-3.59 pp
Implied moveBalanced±$2.31
TiltBullish13.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.7742.3%13.0%50.5042.3%10.0%
25Δ59.5033.9%9.0%52.2134.4%7.1%
30Δ57.9627.4%6.2%53.3029.2%5.2%
35Δ57.1324.5%4.9%54.1125.2%3.9%
40Δ56.5222.0%3.9%54.6921.7%2.9%
45Δ55.9719.8%3.1%55.1719.3%2.1%
50Δ55.5819.2%2.6%55.5118.1%1.7%
55Δ55.1918.6%2.2%55.8616.9%1.2%
60Δ54.7619.0%1.9%56.1616.0%0.9%
65Δ54.2920.6%1.7%56.4215.2%0.7%
70Δ53.6322.8%1.5%56.6914.4%0.5%
75Δ52.6626.2%1.4%56.9513.6%0.2%
80Δ51.6929.5%1.2%57.2712.9%0.1%

20Δ

Calls
Pseudo strike
61.77
IV
42.3%
B/E move
13.0%
Puts
Pseudo strike
50.50
IV
42.3%
B/E move
10.0%

25Δ

Calls
Pseudo strike
59.50
IV
33.9%
B/E move
9.0%
Puts
Pseudo strike
52.21
IV
34.4%
B/E move
7.1%

30Δ

Calls
Pseudo strike
57.96
IV
27.4%
B/E move
6.2%
Puts
Pseudo strike
53.30
IV
29.2%
B/E move
5.2%

35Δ

Calls
Pseudo strike
57.13
IV
24.5%
B/E move
4.9%
Puts
Pseudo strike
54.11
IV
25.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
56.52
IV
22.0%
B/E move
3.9%
Puts
Pseudo strike
54.69
IV
21.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
55.97
IV
19.8%
B/E move
3.1%
Puts
Pseudo strike
55.17
IV
19.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
55.58
IV
19.2%
B/E move
2.6%
Puts
Pseudo strike
55.51
IV
18.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
55.19
IV
18.6%
B/E move
2.2%
Puts
Pseudo strike
55.86
IV
16.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
54.76
IV
19.0%
B/E move
1.9%
Puts
Pseudo strike
56.16
IV
16.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
54.29
IV
20.6%
B/E move
1.7%
Puts
Pseudo strike
56.42
IV
15.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
53.63
IV
22.8%
B/E move
1.5%
Puts
Pseudo strike
56.69
IV
14.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
52.66
IV
26.2%
B/E move
1.4%
Puts
Pseudo strike
56.95
IV
13.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
51.69
IV
29.5%
B/E move
1.2%
Puts
Pseudo strike
57.27
IV
12.9%
B/E move
0.1%

Options history

No recorded observations