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WisdomTree Trust WisdomTree Interest Rate Hedged High Yield Bond Fund HYZD

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Market dataready · fetched 2026-10-22T08:05:18.574Z

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 · 2026-10-21T20:00:00.41199866Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T08:05:16.570911+00:00

Share price$22.38
1D-0.3%
AH$22.31$22.33$22.36$22.39$22.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHYZD
Sold putSold callAH

WisdomTree Trust WisdomTree Interest Rate Hedged High Yield Bond Fund options

Live interpolated HYZD call and put midpoint premiums by absolute delta.WisdomTree Trust WisdomTree Interest Rate Hedged High Yield Bond Fund$0.44$0.78$1.13$1.47$1.82$19.83$21.02$22.20$23.38$24.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYZD spot · $22.38HYZD PRICE$0.47$0.47$0.47$0.48$0.52$0.56$0.60$0.64$0.68$0.87$1.20$1.52$0.47$0.47$0.48$0.49$0.55$0.70$0.84$0.99$1.14$1.28$1.43$1.57$1.72
PutsExpensive2.46×
CallsExpensive2.15×
SkewBearish+5.62 pp
Implied moveBearish±$1.40
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.6561.9%14.3%
25Δ25.2454.1%14.9%20.6647.5%9.8%
30Δ24.0941.8%9.8%21.2738.6%7.1%
35Δ23.5134.3%7.2%21.7232.2%5.2%
40Δ22.9927.6%4.9%22.0828.0%3.8%
45Δ22.8125.7%4.2%22.3227.9%3.4%
50Δ22.6323.8%3.6%22.5627.7%3.0%
55Δ22.4521.9%3.0%22.8027.6%2.5%
60Δ22.2720.0%2.3%23.0427.4%2.1%
65Δ22.0818.1%1.7%23.2827.2%1.7%
70Δ21.8018.1%1.3%23.5127.1%1.3%
75Δ21.4219.8%1.1%23.7526.9%0.9%
80Δ21.0521.5%0.8%23.9926.7%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.65
IV
61.9%
B/E move
14.3%

25Δ

Calls
Pseudo strike
25.24
IV
54.1%
B/E move
14.9%
Puts
Pseudo strike
20.66
IV
47.5%
B/E move
9.8%

30Δ

Calls
Pseudo strike
24.09
IV
41.8%
B/E move
9.8%
Puts
Pseudo strike
21.27
IV
38.6%
B/E move
7.1%

35Δ

Calls
Pseudo strike
23.51
IV
34.3%
B/E move
7.2%
Puts
Pseudo strike
21.72
IV
32.2%
B/E move
5.2%

40Δ

Calls
Pseudo strike
22.99
IV
27.6%
B/E move
4.9%
Puts
Pseudo strike
22.08
IV
28.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
22.81
IV
25.7%
B/E move
4.2%
Puts
Pseudo strike
22.32
IV
27.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
22.63
IV
23.8%
B/E move
3.6%
Puts
Pseudo strike
22.56
IV
27.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
22.45
IV
21.9%
B/E move
3.0%
Puts
Pseudo strike
22.80
IV
27.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
22.27
IV
20.0%
B/E move
2.3%
Puts
Pseudo strike
23.04
IV
27.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
22.08
IV
18.1%
B/E move
1.7%
Puts
Pseudo strike
23.28
IV
27.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
21.80
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
23.51
IV
27.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
21.42
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
23.75
IV
26.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
21.05
IV
21.5%
B/E move
0.8%
Puts
Pseudo strike
23.99
IV
26.7%
B/E move
0.5%

Options history

No recorded observations