WisdomTree Bloomberg U.S. Dollar Bullish Fund USDU
i
Market dataready · fetched 2026-11-12T03:43:28.749Z
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 · 2026-11-12T01:00:00.139377363Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:42:35.838245+00:00
WisdomTree Bloomberg U.S. Dollar Bullish Fund options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.51 | 134.5% | 16.7% | |||
| 25Δ | 31.71 | 121.7% | 18.3% | 24.96 | 102.3% | 11.5% |
| 30Δ | 29.92 | 93.7% | 11.7% | 25.86 | 81.7% | 8.2% |
| 35Δ | 28.90 | 75.2% | 8.0% | 26.42 | 68.0% | 6.1% |
| 40Δ | 28.29 | 62.2% | 5.8% | 26.92 | 55.7% | 4.3% |
| 45Δ | 27.85 | 54.2% | 4.3% | 27.21 | 51.4% | 3.5% |
| 50Δ | 27.58 | 50.5% | 3.6% | 27.46 | 48.7% | 2.9% |
| 55Δ | 27.31 | 46.9% | 2.9% | 27.70 | 46.0% | 2.3% |
| 60Δ | 27.04 | 43.2% | 2.1% | 27.95 | 43.3% | 1.8% |
| 65Δ | 26.87 | 40.0% | 1.8% | 28.14 | 40.6% | 1.4% |
| 70Δ | 26.72 | 36.9% | 1.5% | 28.31 | 37.9% | 1.2% |
| 75Δ | 26.57 | 33.8% | 1.2% | 28.48 | 35.2% | 0.9% |
| 80Δ | 26.42 | 30.8% | 1.0% | 28.65 | 32.5% | 0.6% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.51
- IV
- 134.5%
- B/E move
- 16.7%
25Δ
- Pseudo strike
- 31.71
- IV
- 121.7%
- B/E move
- 18.3%
- Pseudo strike
- 24.96
- IV
- 102.3%
- B/E move
- 11.5%
30Δ
- Pseudo strike
- 29.92
- IV
- 93.7%
- B/E move
- 11.7%
- Pseudo strike
- 25.86
- IV
- 81.7%
- B/E move
- 8.2%
35Δ
- Pseudo strike
- 28.90
- IV
- 75.2%
- B/E move
- 8.0%
- Pseudo strike
- 26.42
- IV
- 68.0%
- B/E move
- 6.1%
40Δ
- Pseudo strike
- 28.29
- IV
- 62.2%
- B/E move
- 5.8%
- Pseudo strike
- 26.92
- IV
- 55.7%
- B/E move
- 4.3%
45Δ
- Pseudo strike
- 27.85
- IV
- 54.2%
- B/E move
- 4.3%
- Pseudo strike
- 27.21
- IV
- 51.4%
- B/E move
- 3.5%
50Δ
- Pseudo strike
- 27.58
- IV
- 50.5%
- B/E move
- 3.6%
- Pseudo strike
- 27.46
- IV
- 48.7%
- B/E move
- 2.9%
55Δ
- Pseudo strike
- 27.31
- IV
- 46.9%
- B/E move
- 2.9%
- Pseudo strike
- 27.70
- IV
- 46.0%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 27.04
- IV
- 43.2%
- B/E move
- 2.1%
- Pseudo strike
- 27.95
- IV
- 43.3%
- B/E move
- 1.8%
65Δ
- Pseudo strike
- 26.87
- IV
- 40.0%
- B/E move
- 1.8%
- Pseudo strike
- 28.14
- IV
- 40.6%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 26.72
- IV
- 36.9%
- B/E move
- 1.5%
- Pseudo strike
- 28.31
- IV
- 37.9%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 26.57
- IV
- 33.8%
- B/E move
- 1.2%
- Pseudo strike
- 28.48
- IV
- 35.2%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 26.42
- IV
- 30.8%
- B/E move
- 1.0%
- Pseudo strike
- 28.65
- IV
- 32.5%
- B/E move
- 0.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 125.61% | |
| 115.35% | |
| 121.10% | |
| 110.09% | |
| 130.92% | |
| 32.93% | |
| 135.47% |