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WisdomTree U.S. Efficient Core Fund NTSX

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Market datapartial · fetched 2026-10-23T17:34:45.249Z

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 · 2026-10-23T17:32:23.409927564Z

FundamentalsAlpha Vantage · unavailable

Share price$59.10
1D-0.1%
$58.95$59.04$59.14$59.24$59.345:30 AM6:30 AM9:00 AM1:00 PMNTSX
Sold putSold call

WisdomTree U.S. Efficient Core Fund options

Live interpolated NTSX call and put midpoint premiums by absolute delta.WisdomTree U.S. Efficient Core Fund$1.45$1.86$2.28$2.69$3.11$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENTSX PRICE$2.14$2.47$2.99$1.49$1.67$1.86$2.25
PutsCheap0.81×
CallsExpensive1.22×
SkewBullish-5.49 pp
Implied move——
TiltBullish2.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ60.2214.1%0.6%
70Δ57.7418.8%1.3%60.5213.6%0.4%
75Δ57.2818.9%1.1%60.8113.2%0.2%
80Δ56.6519.8%0.9%61.2913.8%0.1%

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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.22
IV
14.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
57.74
IV
18.8%
B/E move
1.3%
Puts
Pseudo strike
60.52
IV
13.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
57.28
IV
18.9%
B/E move
1.1%
Puts
Pseudo strike
60.81
IV
13.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
56.65
IV
19.8%
B/E move
0.9%
Puts
Pseudo strike
61.29
IV
13.8%
B/E move
0.1%

Options history

No recorded observations