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WisdomTree Trust WisdomTree Cybersecurity Fund WCBR

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Market datapartial · fetched 2026-10-22T23:30:23.709Z

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 · 2026-10-22T20:00:00.675831223Z

FundamentalsAlpha Vantage · unavailable

Share price$47.12
1D+0.3%
AH$46.37$46.67$46.96$47.26$47.565:30 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$0.77$2.28$3.80$5.31$6.82$38.55$42.70$46.86$51.01$55.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WCBR spot · $47.12WCBR PRICE$0.93$1.06$1.16$1.30$1.46$1.81$2.15$2.32$2.59$3.07$3.69$4.23$0.95$1.07$1.21$1.36$1.55$1.79$2.10$2.49$3.08$3.62$4.19$5.03$6.39
PutsCheap0.81×
CallsCheap0.78×
SkewBearish+4.71 pp
Implied moveBearish±$3.91
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.5759.9%13.8%
25Δ52.6250.8%13.7%43.4050.2%10.2%
30Δ50.9244.7%10.3%44.5945.0%8.0%
35Δ49.7039.6%7.9%45.5141.1%6.3%
40Δ48.8036.3%6.3%46.2638.4%5.1%
45Δ48.0834.3%5.1%46.9037.2%4.3%
50Δ47.4935.9%4.6%47.5236.9%3.6%
55Δ46.9237.3%4.1%48.1837.3%3.0%
60Δ46.3634.6%3.3%48.9439.7%2.7%
65Δ45.7733.3%2.6%49.7140.2%2.2%
70Δ45.1234.6%2.3%50.5040.3%1.7%
75Δ44.3336.3%1.9%51.5341.6%1.3%
80Δ43.5936.2%1.5%53.0445.1%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.57
IV
59.9%
B/E move
13.8%

25Δ

Calls
Pseudo strike
52.62
IV
50.8%
B/E move
13.7%
Puts
Pseudo strike
43.40
IV
50.2%
B/E move
10.2%

30Δ

Calls
Pseudo strike
50.92
IV
44.7%
B/E move
10.3%
Puts
Pseudo strike
44.59
IV
45.0%
B/E move
8.0%

35Δ

Calls
Pseudo strike
49.70
IV
39.6%
B/E move
7.9%
Puts
Pseudo strike
45.51
IV
41.1%
B/E move
6.3%

40Δ

Calls
Pseudo strike
48.80
IV
36.3%
B/E move
6.3%
Puts
Pseudo strike
46.26
IV
38.4%
B/E move
5.1%

45Δ

Calls
Pseudo strike
48.08
IV
34.3%
B/E move
5.1%
Puts
Pseudo strike
46.90
IV
37.2%
B/E move
4.3%

50Δ

Calls
Pseudo strike
47.49
IV
35.9%
B/E move
4.6%
Puts
Pseudo strike
47.52
IV
36.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
46.92
IV
37.3%
B/E move
4.1%
Puts
Pseudo strike
48.18
IV
37.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
46.36
IV
34.6%
B/E move
3.3%
Puts
Pseudo strike
48.94
IV
39.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
45.77
IV
33.3%
B/E move
2.6%
Puts
Pseudo strike
49.71
IV
40.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
45.12
IV
34.6%
B/E move
2.3%
Puts
Pseudo strike
50.50
IV
40.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
44.33
IV
36.3%
B/E move
1.9%
Puts
Pseudo strike
51.53
IV
41.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
43.59
IV
36.2%
B/E move
1.5%
Puts
Pseudo strike
53.04
IV
45.1%
B/E move
1.0%

Options history

No recorded observations