WisdomTree Trust WisdomTree Japan Opportunities Fund OPPJ
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Market dataready · fetched 2026-11-13T01:27:09.310Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T21:00:00.3462522Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:27:08.840151+00:00
WisdomTree Trust WisdomTree Japan Opportunities Fund options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 64.09 | 106.3% | 14.7% | 52.48 | 93.1% | 10.0% |
| 30Δ | 61.17 | 82.2% | 9.6% | 54.13 | 75.0% | 7.2% |
| 35Δ | 59.58 | 68.6% | 6.8% | 55.19 | 64.9% | 5.5% |
| 40Δ | 58.53 | 59.3% | 5.1% | 56.02 | 56.3% | 4.1% |
| 45Δ | 57.77 | 53.7% | 4.0% | 56.60 | 51.6% | 3.3% |
| 50Δ | 57.18 | 51.6% | 3.3% | 57.13 | 47.3% | 2.6% |
| 55Δ | 56.67 | 48.9% | 2.7% | 57.55 | 43.9% | 2.1% |
| 60Δ | 56.18 | 45.9% | 2.1% | 57.97 | 40.5% | 1.5% |
| 65Δ | 55.72 | 43.7% | 1.7% | |||
| 70Δ | 55.29 | 41.9% | 1.4% | |||
| 75Δ | 54.86 | 40.1% | 1.1% | |||
| 80Δ | 54.42 | 38.2% | 0.8% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 64.09
- IV
- 106.3%
- B/E move
- 14.7%
- Pseudo strike
- 52.48
- IV
- 93.1%
- B/E move
- 10.0%
30Δ
- Pseudo strike
- 61.17
- IV
- 82.2%
- B/E move
- 9.6%
- Pseudo strike
- 54.13
- IV
- 75.0%
- B/E move
- 7.2%
35Δ
- Pseudo strike
- 59.58
- IV
- 68.6%
- B/E move
- 6.8%
- Pseudo strike
- 55.19
- IV
- 64.9%
- B/E move
- 5.5%
40Δ
- Pseudo strike
- 58.53
- IV
- 59.3%
- B/E move
- 5.1%
- Pseudo strike
- 56.02
- IV
- 56.3%
- B/E move
- 4.1%
45Δ
- Pseudo strike
- 57.77
- IV
- 53.7%
- B/E move
- 4.0%
- Pseudo strike
- 56.60
- IV
- 51.6%
- B/E move
- 3.3%
50Δ
- Pseudo strike
- 57.18
- IV
- 51.6%
- B/E move
- 3.3%
- Pseudo strike
- 57.13
- IV
- 47.3%
- B/E move
- 2.6%
55Δ
- Pseudo strike
- 56.67
- IV
- 48.9%
- B/E move
- 2.7%
- Pseudo strike
- 57.55
- IV
- 43.9%
- B/E move
- 2.1%
60Δ
- Pseudo strike
- 56.18
- IV
- 45.9%
- B/E move
- 2.1%
- Pseudo strike
- 57.97
- IV
- 40.5%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 55.72
- IV
- 43.7%
- B/E move
- 1.7%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 55.29
- IV
- 41.9%
- B/E move
- 1.4%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 54.86
- IV
- 40.1%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 54.42
- IV
- 38.2%
- B/E move
- 0.8%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 61.98% | |
| 30.97% | |
| 22.56% | |
| 24.42% | |
| 22.14% | |
| 33.95% | |
| 22.81% | |
| 21.43% | |
| 22.66% |