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WisdomTree U.S. Efficient Core Fund NTSX

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Market datapartial · fetched 2026-10-22T23:23:06.894Z

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 · 2026-10-22T22:30:00.003755466Z

FundamentalsAlpha Vantage · unavailable

Share price$59.37
1D+0.1%
AH$59.07$59.18$59.28$59.38$59.495:30 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$0.43$1.09$1.74$2.40$3.05$55.60$57.47$59.34$61.22$63.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTSX spot · $59.37NTSX PRICE$0.50$0.54$0.60$0.68$0.77$0.86$1.00$1.14$1.29$1.61$1.92$2.36$2.87$0.59$0.67$0.73$0.80$0.86$0.97$1.10$1.22$1.39$1.56$1.74$2.08$2.57
PutsExpensive1.08×
CallsExpensive1.13×
SkewBearish+0.30 pp
Implied moveBearish±$2.10
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.8527.9%8.4%55.6130.5%7.3%
25Δ62.3022.3%5.8%56.8725.8%5.3%
30Δ61.4719.7%4.5%57.7422.4%4.0%
35Δ60.8517.8%3.6%58.3619.8%3.0%
40Δ60.4016.7%3.0%58.8917.7%2.3%
45Δ59.9715.6%2.5%59.2616.7%1.8%
50Δ59.6415.3%2.1%59.6016.0%1.5%
55Δ59.3115.0%1.8%59.9315.3%1.1%
60Δ58.9814.7%1.5%60.2414.8%0.9%
65Δ58.5715.6%1.4%60.5414.4%0.7%
70Δ58.1616.4%1.2%60.8514.0%0.4%
75Δ57.6417.5%1.1%61.2914.4%0.3%
80Δ57.0418.7%0.9%61.8515.4%0.1%

20Δ

Calls
Pseudo strike
63.85
IV
27.9%
B/E move
8.4%
Puts
Pseudo strike
55.61
IV
30.5%
B/E move
7.3%

25Δ

Calls
Pseudo strike
62.30
IV
22.3%
B/E move
5.8%
Puts
Pseudo strike
56.87
IV
25.8%
B/E move
5.3%

30Δ

Calls
Pseudo strike
61.47
IV
19.7%
B/E move
4.5%
Puts
Pseudo strike
57.74
IV
22.4%
B/E move
4.0%

35Δ

Calls
Pseudo strike
60.85
IV
17.8%
B/E move
3.6%
Puts
Pseudo strike
58.36
IV
19.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
60.40
IV
16.7%
B/E move
3.0%
Puts
Pseudo strike
58.89
IV
17.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
59.97
IV
15.6%
B/E move
2.5%
Puts
Pseudo strike
59.26
IV
16.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
59.64
IV
15.3%
B/E move
2.1%
Puts
Pseudo strike
59.60
IV
16.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
59.31
IV
15.0%
B/E move
1.8%
Puts
Pseudo strike
59.93
IV
15.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
58.98
IV
14.7%
B/E move
1.5%
Puts
Pseudo strike
60.24
IV
14.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
58.57
IV
15.6%
B/E move
1.4%
Puts
Pseudo strike
60.54
IV
14.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
58.16
IV
16.4%
B/E move
1.2%
Puts
Pseudo strike
60.85
IV
14.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
57.64
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
61.29
IV
14.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
57.04
IV
18.7%
B/E move
0.9%
Puts
Pseudo strike
61.85
IV
15.4%
B/E move
0.1%

Options history

No recorded observations