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WisdomTree Floating Rate Treasury Fund USFR

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Market dataready · fetched 2026-10-23T13:32:53.217Z

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 · 2026-10-23T13:32:49.382771348Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T13:32:52.531792+00:00

Share price$50.53
1D+0.0%
$50.50$50.51$50.53$50.54$50.565:30 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$0.80$1.54$2.29$3.03$49.11$49.78$50.45$51.12$51.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USFR spot · $50.52USFR PRICE$0.20$0.42$0.64$0.85$1.07$1.29$1.51$1.73$1.94$2.16$2.38$2.60$2.82$0.14$0.19$0.25$0.31$0.36$0.42$0.47$0.53$0.58$0.86$1.24$1.64$2.60
PutsExpensive6.97×
CallsExpensive5.81×
SkewBearish+1.03 pp
Implied moveBullish±$1.98
TiltBullish34.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.802.7%0.9%50.204.6%0.9%
25Δ50.563.5%0.9%50.294.9%0.8%
30Δ50.314.2%0.8%50.395.3%0.8%
35Δ50.064.9%0.8%50.495.6%0.7%
40Δ49.815.7%0.7%50.586.0%0.6%
45Δ49.576.4%0.7%50.686.3%0.5%
50Δ49.327.2%0.6%50.786.7%0.4%
55Δ49.077.9%0.5%50.877.0%0.4%
60Δ48.828.7%0.5%50.977.4%0.3%
65Δ48.589.4%0.4%51.269.1%0.2%
70Δ48.3310.2%0.4%51.6411.4%0.2%
75Δ48.0810.9%0.3%52.0413.8%0.2%
80Δ47.8311.6%0.2%53.0018.6%0.2%

20Δ

Calls
Pseudo strike
50.80
IV
2.7%
B/E move
0.9%
Puts
Pseudo strike
50.20
IV
4.6%
B/E move
0.9%

25Δ

Calls
Pseudo strike
50.56
IV
3.5%
B/E move
0.9%
Puts
Pseudo strike
50.29
IV
4.9%
B/E move
0.8%

30Δ

Calls
Pseudo strike
50.31
IV
4.2%
B/E move
0.8%
Puts
Pseudo strike
50.39
IV
5.3%
B/E move
0.8%

35Δ

Calls
Pseudo strike
50.06
IV
4.9%
B/E move
0.8%
Puts
Pseudo strike
50.49
IV
5.6%
B/E move
0.7%

40Δ

Calls
Pseudo strike
49.81
IV
5.7%
B/E move
0.7%
Puts
Pseudo strike
50.58
IV
6.0%
B/E move
0.6%

45Δ

Calls
Pseudo strike
49.57
IV
6.4%
B/E move
0.7%
Puts
Pseudo strike
50.68
IV
6.3%
B/E move
0.5%

50Δ

Calls
Pseudo strike
49.32
IV
7.2%
B/E move
0.6%
Puts
Pseudo strike
50.78
IV
6.7%
B/E move
0.4%

55Δ

Calls
Pseudo strike
49.07
IV
7.9%
B/E move
0.5%
Puts
Pseudo strike
50.87
IV
7.0%
B/E move
0.4%

60Δ

Calls
Pseudo strike
48.82
IV
8.7%
B/E move
0.5%
Puts
Pseudo strike
50.97
IV
7.4%
B/E move
0.3%

65Δ

Calls
Pseudo strike
48.58
IV
9.4%
B/E move
0.4%
Puts
Pseudo strike
51.26
IV
9.1%
B/E move
0.2%

70Δ

Calls
Pseudo strike
48.33
IV
10.2%
B/E move
0.4%
Puts
Pseudo strike
51.64
IV
11.4%
B/E move
0.2%

75Δ

Calls
Pseudo strike
48.08
IV
10.9%
B/E move
0.3%
Puts
Pseudo strike
52.04
IV
13.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
47.83
IV
11.6%
B/E move
0.2%
Puts
Pseudo strike
53.00
IV
18.6%
B/E move
0.2%

Options history

No recorded observations