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WisdomTree European Opportunities Fund OPPE

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Market dataready · fetched 2026-11-12T02:32:56.489Z

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 · 2026-11-12T01:00:00.112326413Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:32:56.174171+00:00

Share price$60.15
1D+0.7%
AH$59.67$59.80$59.93$60.07$60.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOPPE
Sold putSold callAH

WisdomTree European Opportunities Fund options

Live interpolated OPPE call and put midpoint premiums by absolute delta.WisdomTree European Opportunities Fund$0.67$1.22$1.76$2.31$2.86$57.63$59.29$60.95$62.60$64.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive OPPE spot · $60.15OPPE PRICE$0.73$0.76$0.78$0.80$0.83$0.85$0.88$0.90$0.96$1.02$1.07$1.13$1.19$0.83$0.88$0.94$1.01$1.09$1.17$1.26$1.61$1.96$2.70
Puts——
CallsExpensive1.31×
Skew——
Implied moveBearish±$1.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.6679.1%13.7%
25Δ66.5670.9%11.9%
30Δ65.4762.6%10.1%
35Δ64.3754.3%8.4%59.0136.5%3.3%
40Δ63.2746.0%6.6%59.4632.7%2.6%
45Δ62.1737.7%4.8%59.9129.0%1.9%
50Δ61.0729.4%3.0%60.2126.8%1.6%
55Δ60.0021.3%1.3%60.4824.9%1.3%
60Δ59.8419.8%1.1%60.7523.0%1.0%
65Δ59.6918.2%0.9%61.0221.3%0.7%
70Δ59.5416.7%0.8%61.4322.7%0.6%
75Δ59.3815.2%0.6%61.8324.1%0.4%
80Δ59.2313.7%0.5%62.6128.5%0.4%

20Δ

Calls
Pseudo strike
67.66
IV
79.1%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
66.56
IV
70.9%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
65.47
IV
62.6%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
64.37
IV
54.3%
B/E move
8.4%
Puts
Pseudo strike
59.01
IV
36.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
63.27
IV
46.0%
B/E move
6.6%
Puts
Pseudo strike
59.46
IV
32.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
62.17
IV
37.7%
B/E move
4.8%
Puts
Pseudo strike
59.91
IV
29.0%
B/E move
1.9%

50Δ

Calls
Pseudo strike
61.07
IV
29.4%
B/E move
3.0%
Puts
Pseudo strike
60.21
IV
26.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
60.00
IV
21.3%
B/E move
1.3%
Puts
Pseudo strike
60.48
IV
24.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
59.84
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
60.75
IV
23.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
59.69
IV
18.2%
B/E move
0.9%
Puts
Pseudo strike
61.02
IV
21.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
59.54
IV
16.7%
B/E move
0.8%
Puts
Pseudo strike
61.43
IV
22.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
59.38
IV
15.2%
B/E move
0.6%
Puts
Pseudo strike
61.83
IV
24.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
59.23
IV
13.7%
B/E move
0.5%
Puts
Pseudo strike
62.61
IV
28.5%
B/E move
0.4%

Options history

IV · four-Friday blend16.71%
Daily EOD
OPPE15.3%16.1%16.8%2026-10-19: 15.54%2026-10-20: 15.44%2026-10-21: 15.44%2026-10-22: 15.90%2026-10-23: 16.15%2026-10-26: 16.63%2026-10-27: 16.53%2026-10-28: 16.41%2026-10-29: 16.50%2026-10-30: 16.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.54%
15.44%
15.44%
15.90%
16.15%
16.63%
16.53%
16.41%
16.50%
16.71%