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WisdomTree Floating Rate Treasury Fund USFR

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Market datapartial · fetched 2026-10-23T12:35:03.941Z

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 · 2026-10-23T12:34:33.460389095Z

FundamentalsAlpha Vantage · unavailable

Share price$50.53
1D+0.0%
$50.50$50.51$50.53$50.54$50.555:30 AM6:30 AM9:00 AM1:00 PMUSFR
Sold putSold call

WisdomTree Floating Rate Treasury Fund options

Live interpolated USFR call and put midpoint premiums by absolute delta.WisdomTree Floating Rate Treasury Fund$0.06$0.81$1.56$2.30$3.05$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEUSFR PRICE$0.14$0.29$0.43$0.58$0.72$0.87$1.02$1.16$1.31$1.45$1.60$1.75$1.89$0.94$1.33$1.84$2.83
PutsExpensive12.25×
CallsExpensive7.06×
SkewBearish+5.67 pp
Implied move——
TiltBullish31.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.882.9%1.0%
25Δ50.723.9%1.0%
30Δ50.574.8%0.9%
35Δ50.415.8%0.9%
40Δ50.256.8%0.9%
45Δ50.107.7%0.9%
50Δ49.948.7%0.9%
55Δ49.799.7%0.8%
60Δ49.6310.6%0.8%
65Δ49.4811.6%0.8%51.329.9%0.3%
70Δ49.3212.6%0.8%51.7012.3%0.3%
75Δ49.1713.6%0.8%52.2115.2%0.3%
80Δ49.0114.5%0.7%53.2220.1%0.3%

20Δ

Calls
Pseudo strike
50.88
IV
2.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
50.72
IV
3.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
50.57
IV
4.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
50.41
IV
5.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
50.25
IV
6.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
50.10
IV
7.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
49.94
IV
8.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
49.79
IV
9.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
49.63
IV
10.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
49.48
IV
11.6%
B/E move
0.8%
Puts
Pseudo strike
51.32
IV
9.9%
B/E move
0.3%

70Δ

Calls
Pseudo strike
49.32
IV
12.6%
B/E move
0.8%
Puts
Pseudo strike
51.70
IV
12.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
49.17
IV
13.6%
B/E move
0.8%
Puts
Pseudo strike
52.21
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
49.01
IV
14.5%
B/E move
0.7%
Puts
Pseudo strike
53.22
IV
20.1%
B/E move
0.3%

Options history

No recorded observations