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WisdomTree Trust WisdomTree Cybersecurity Fund WCBR

i

Market dataready · fetched 2026-11-13T02:08:49.051Z

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: 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 data

PriceAlpaca · sip · 2026-11-13T00:34:53.174936962Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:08:48.738445+00:00

Share price$44.00
1D+1.8%
AH$42.28$42.68$43.08$43.48$43.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWCBR
Sold putSold callAH

WisdomTree Trust WisdomTree Cybersecurity Fund options

Live interpolated WCBR call and put midpoint premiums by absolute delta.WisdomTree Trust WisdomTree Cybersecurity Fund$1.36$1.85$2.34$2.83$3.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEWCBR PRICE$1.58$1.67$1.76$1.42$1.63$3.12$3.17
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ43.1171.6%5.2%
45Δ43.6969.3%4.4%
50Δ
55Δ45.2194.4%4.3%
60Δ45.7483.6%3.3%
65Δ
70Δ42.9335.7%1.2%
75Δ42.7632.3%1.0%
80Δ42.5928.9%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.11
IV
71.6%
B/E move
5.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.69
IV
69.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.21
IV
94.4%
B/E move
4.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.74
IV
83.6%
B/E move
3.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.93
IV
35.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.76
IV
32.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.59
IV
28.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.92%
Daily EOD
WCBR37.6%44.2%50.8%2026-10-19: 38.48%2026-10-20: 38.56%2026-10-21: 38.91%2026-10-22: 38.81%2026-10-23: 41.28%2026-10-26: 45.13%2026-10-27: 43.75%2026-10-28: 44.12%2026-10-29: 45.94%2026-10-30: 49.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.48%
38.56%
38.91%
38.81%
41.28%
45.13%
43.75%
44.12%
45.94%
49.92%