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WisdomTree Trust WisdomTree Cybersecurity Fund WCBR

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Market datapartial · fetched 2026-10-23T19:03:29.093Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T19:03:14.631702207Z

FundamentalsAlpha Vantage · unavailable

Share price$49.37
1D+4.8%
$46.51$47.32$48.13$48.94$49.745:30 AM6:30 AM9:00 AM1:00 PMWCBR
Sold putSold call

WisdomTree Trust WisdomTree Cybersecurity Fund options

Live interpolated WCBR call and put midpoint premiums by absolute delta.WisdomTree Trust WisdomTree Cybersecurity Fund$1.19$2.61$4.04$5.46$6.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEWCBR PRICE$1.34$1.63$1.92$2.21$2.50$3.17$3.90$4.64$5.38$6.11$6.47$2.50$2.50$2.52$2.73$2.94$3.15
PutsExpensive1.41×
CallsCheap0.85×
SkewBearish+24.90 pp
Implied move——
TiltBullish41.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.9095.6%26.3%
25Δ42.6074.3%18.8%
30Δ54.5639.1%13.2%45.1160.3%13.7%
35Δ53.4638.1%11.6%46.4354.9%11.5%
40Δ52.3737.2%10.0%47.7549.6%9.2%
45Δ51.2736.2%8.3%49.0744.3%7.0%
50Δ50.1735.2%6.7%
55Δ49.1036.2%5.9%
60Δ48.0437.6%5.2%
65Δ46.9839.0%4.6%
70Δ45.9140.3%3.9%
75Δ44.8541.7%3.2%
80Δ44.1140.4%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.90
IV
95.6%
B/E move
26.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.60
IV
74.3%
B/E move
18.8%

30Δ

Calls
Pseudo strike
54.56
IV
39.1%
B/E move
13.2%
Puts
Pseudo strike
45.11
IV
60.3%
B/E move
13.7%

35Δ

Calls
Pseudo strike
53.46
IV
38.1%
B/E move
11.6%
Puts
Pseudo strike
46.43
IV
54.9%
B/E move
11.5%

40Δ

Calls
Pseudo strike
52.37
IV
37.2%
B/E move
10.0%
Puts
Pseudo strike
47.75
IV
49.6%
B/E move
9.2%

45Δ

Calls
Pseudo strike
51.27
IV
36.2%
B/E move
8.3%
Puts
Pseudo strike
49.07
IV
44.3%
B/E move
7.0%

50Δ

Calls
Pseudo strike
50.17
IV
35.2%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
49.10
IV
36.2%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
48.04
IV
37.6%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
46.98
IV
39.0%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
45.91
IV
40.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
44.85
IV
41.7%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.11
IV
40.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations