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WisdomTree U.S. Efficient Core Fund NTSX

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Market datapartial · fetched 2026-11-13T02:12:42.264Z

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 · 2026-11-13T01:00:00.149287687Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:12:41.314748+00:00

Share price$58.62
1D+0.3%
AH$58.42$58.57$58.72$58.86$59.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTSX
Sold putSold callAH

WisdomTree U.S. Efficient Core Fund options

Live interpolated NTSX call and put midpoint premiums by absolute delta.WisdomTree U.S. Efficient Core Fund$0.60$0.89$1.18$1.47$1.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ 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 PRICENTSX PRICE$0.64$0.68$0.73$0.78$0.83$0.88$0.92$0.97$1.02$1.07$1.25$1.46$1.67
Puts——
CallsExpensive2.54×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.5593.2%18.0%
25Δ67.4085.3%16.1%
30Δ66.2577.3%14.3%
35Δ65.1069.3%12.4%
40Δ63.9561.4%10.5%
45Δ62.8053.4%8.6%
50Δ61.6545.4%6.7%
55Δ60.5037.5%4.9%
60Δ59.3529.5%3.0%
65Δ58.1921.5%1.1%
70Δ57.7720.2%0.7%
75Δ57.4820.2%0.6%
80Δ57.2020.3%0.4%

20Δ

Calls
Pseudo strike
68.55
IV
93.2%
B/E move
18.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
67.40
IV
85.3%
B/E move
16.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
66.25
IV
77.3%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
65.10
IV
69.3%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
63.95
IV
61.4%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
62.80
IV
53.4%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
61.65
IV
45.4%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
60.50
IV
37.5%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
59.35
IV
29.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
58.19
IV
21.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
57.77
IV
20.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
57.48
IV
20.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
57.20
IV
20.3%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.82%
Daily EOD
NTSX14.2%15.6%17.0%2026-10-19: 15.02%2026-10-20: 14.83%2026-10-21: 14.44%2026-10-22: 15.51%2026-10-23: 15.85%2026-10-26: 15.41%2026-10-27: 15.10%2026-10-28: 15.27%2026-10-29: 14.89%2026-10-30: 16.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.02%
14.83%
14.44%
15.51%
15.85%
15.41%
15.10%
15.27%
14.89%
16.82%