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WisdomTree Europe Hedged Equity Fund HEDJ

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Market dataready · fetched 2026-11-12T17:04:04.946Z

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 · 2026-11-12T16:36:08.463148396Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T17:04:04.499219+00:00

Share price$58.11
1D-0.1%
$58.02$58.12$58.22$58.33$58.435:30 AM6:30 AM9:00 AM1:00 PMHEDJ
Sold putSold call

WisdomTree Europe Hedged Equity Fund options

Live interpolated HEDJ call and put midpoint premiums by absolute delta.WisdomTree Europe Hedged Equity Fund$0.48$1.87$3.26$4.65$6.04$55.62$57.38$59.15$60.92$62.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HEDJ spot · $58.11HEDJ PRICE$0.63$0.75$0.80$0.86$0.91$1.01$1.11$1.46$2.30$3.13$3.97$4.80$5.64$0.75$0.78$0.83$0.87$0.92$0.98$1.06$1.15$1.24
Puts——
CallsExpensive2.40×
Skew——
Implied moveBullish±$2.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.5866.1%10.5%53.3373.5%9.5%
25Δ62.0960.6%8.1%54.7560.5%7.1%
30Δ61.0953.0%6.5%55.8051.0%5.4%
35Δ60.1445.8%5.0%56.8641.5%3.6%
40Δ59.1938.6%3.4%57.4036.7%2.8%
45Δ58.6735.5%2.7%57.8532.6%2.1%
50Δ58.2733.3%2.2%58.1930.0%1.7%
55Δ57.6733.1%1.8%58.4628.0%1.4%
60Δ56.7336.6%1.6%58.7426.1%1.1%
65Δ55.7940.0%1.4%
70Δ54.8443.5%1.2%
75Δ53.9046.9%1.0%
80Δ52.9650.4%0.8%

20Δ

Calls
Pseudo strike
63.58
IV
66.1%
B/E move
10.5%
Puts
Pseudo strike
53.33
IV
73.5%
B/E move
9.5%

25Δ

Calls
Pseudo strike
62.09
IV
60.6%
B/E move
8.1%
Puts
Pseudo strike
54.75
IV
60.5%
B/E move
7.1%

30Δ

Calls
Pseudo strike
61.09
IV
53.0%
B/E move
6.5%
Puts
Pseudo strike
55.80
IV
51.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
60.14
IV
45.8%
B/E move
5.0%
Puts
Pseudo strike
56.86
IV
41.5%
B/E move
3.6%

40Δ

Calls
Pseudo strike
59.19
IV
38.6%
B/E move
3.4%
Puts
Pseudo strike
57.40
IV
36.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
58.67
IV
35.5%
B/E move
2.7%
Puts
Pseudo strike
57.85
IV
32.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
58.27
IV
33.3%
B/E move
2.2%
Puts
Pseudo strike
58.19
IV
30.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
57.67
IV
33.1%
B/E move
1.8%
Puts
Pseudo strike
58.46
IV
28.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
56.73
IV
36.6%
B/E move
1.6%
Puts
Pseudo strike
58.74
IV
26.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
55.79
IV
40.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
54.84
IV
43.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
53.90
IV
46.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
52.96
IV
50.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.71%
Daily close
HEDJ15.0%24.7%34.4%2026-08-14: 20.01%2026-08-17: 21.84%2026-08-18: 23.14%2026-08-19: 23.92%2026-08-20: 29.63%2026-08-21: 17.38%2026-08-24: 18.61%2026-08-25: 16.94%2026-08-26: 17.17%2026-08-27: 17.88%2026-08-28: 17.52%2026-08-31: 18.21%2026-09-01: 17.79%2026-09-02: 18.23%2026-09-03: 18.33%2026-09-04: 19.56%2026-09-08: 19.33%2026-09-09: 20.13%2026-09-10: 21.96%2026-09-11: 21.32%2026-09-14: 23.81%2026-09-15: 26.33%2026-09-16: 28.01%2026-09-17: 33.02%2026-09-18: 18.21%2026-09-21: 18.53%2026-09-22: 17.85%2026-09-23: 18.78%2026-09-24: 19.17%2026-09-25: 18.32%2026-09-28: 20.62%2026-09-29: 20.13%2026-09-30: 19.89%2026-10-01: 19.69%2026-10-02: 20.85%2026-10-05: 20.68%2026-10-06: 21.55%2026-10-07: 20.16%2026-10-08: 22.28%2026-10-09: 21.41%2026-10-12: 23.64%2026-10-13: 23.79%2026-10-14: 27.36%2026-10-15: 29.74%2026-10-16: 17.53%2026-10-19: 18.11%2026-10-20: 18.10%2026-10-21: 17.66%2026-10-22: 18.67%2026-10-23: 18.40%2026-10-26: 18.64%2026-10-27: 16.35%2026-10-28: 17.41%2026-10-29: 18.04%2026-10-30: 17.71%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
20.01%
21.84%
23.14%
23.92%
29.63%
17.38%
18.61%
16.94%
17.17%
17.88%
17.52%
18.21%
17.79%
18.23%
18.33%
19.56%
19.33%
20.13%
21.96%
21.32%
23.81%
26.33%
28.01%
33.02%
18.21%
18.53%
17.85%
18.78%
19.17%
18.32%
20.62%
20.13%
19.89%
19.69%
20.85%
20.68%
21.55%
20.16%
22.28%
21.41%
23.64%
23.79%
27.36%
29.74%
17.53%
18.11%
18.10%
17.66%
18.67%
18.40%
18.64%
16.35%
17.41%
18.04%
17.71%