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WisdomTree U.S. Quality Growth Fund QGRW

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Market datapartial · fetched 2026-10-22T15:53:34.249Z

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 · 2026-10-22T15:51:18.48265148Z

FundamentalsAlpha Vantage · unavailable

Share price$66.51
1D-1.0%
$66.31$66.54$66.78$67.01$67.245:30 AM6:30 AM9:00 AM1:00 PMQGRW
Sold putSold call

WisdomTree U.S. Quality Growth Fund options

Live interpolated QGRW call and put midpoint premiums by absolute delta.WisdomTree U.S. Quality Growth Fund$0.46$1.91$3.36$4.81$6.26$60.67$63.74$66.81$69.88$72.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QGRW spot · $66.51QGRW PRICE$0.62$0.72$0.73$1.00$1.27$1.57$1.90$2.31$2.79$3.32$3.85$4.80$5.84$0.76$0.87$1.02$1.22$1.42$1.64$1.87$2.11$2.36$2.64$2.93$3.37$3.81
PutsExpensive1.29×
CallsExpensive1.76×
SkewBullish-3.25 pp
Implied moveBalanced±$3.76
TiltBullish8.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.1030.8%9.3%61.7434.7%8.3%
25Δ70.4426.6%7.0%63.2430.0%6.2%
30Δ68.9120.9%4.7%64.2527.3%4.9%
35Δ68.4822.7%4.5%65.0026.6%4.1%
40Δ68.0524.6%4.2%65.6625.5%3.4%
45Δ67.4825.5%3.8%66.2824.6%2.8%
50Δ66.8926.4%3.4%66.8623.9%2.3%
55Δ66.2527.7%3.1%67.4023.2%1.8%
60Δ65.5529.1%2.8%67.9222.4%1.4%
65Δ64.7930.2%2.4%68.4321.6%1.1%
70Δ64.0030.6%2.0%68.9320.9%0.8%
75Δ62.8833.4%1.8%69.5220.7%0.5%
80Δ61.6335.4%1.5%70.1120.2%0.3%

20Δ

Calls
Pseudo strike
72.10
IV
30.8%
B/E move
9.3%
Puts
Pseudo strike
61.74
IV
34.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
70.44
IV
26.6%
B/E move
7.0%
Puts
Pseudo strike
63.24
IV
30.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
68.91
IV
20.9%
B/E move
4.7%
Puts
Pseudo strike
64.25
IV
27.3%
B/E move
4.9%

35Δ

Calls
Pseudo strike
68.48
IV
22.7%
B/E move
4.5%
Puts
Pseudo strike
65.00
IV
26.6%
B/E move
4.1%

40Δ

Calls
Pseudo strike
68.05
IV
24.6%
B/E move
4.2%
Puts
Pseudo strike
65.66
IV
25.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
67.48
IV
25.5%
B/E move
3.8%
Puts
Pseudo strike
66.28
IV
24.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
66.89
IV
26.4%
B/E move
3.4%
Puts
Pseudo strike
66.86
IV
23.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
66.25
IV
27.7%
B/E move
3.1%
Puts
Pseudo strike
67.40
IV
23.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
65.55
IV
29.1%
B/E move
2.8%
Puts
Pseudo strike
67.92
IV
22.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
64.79
IV
30.2%
B/E move
2.4%
Puts
Pseudo strike
68.43
IV
21.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
64.00
IV
30.6%
B/E move
2.0%
Puts
Pseudo strike
68.93
IV
20.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
62.88
IV
33.4%
B/E move
1.8%
Puts
Pseudo strike
69.52
IV
20.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
61.63
IV
35.4%
B/E move
1.5%
Puts
Pseudo strike
70.11
IV
20.2%
B/E move
0.3%

Options history

No recorded observations