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WisdomTree BioRevolution Fund WDNA

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Market dataready · fetched 2026-11-12T02:15:01.033Z

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 · 2026-11-12T01:00:07.874105213Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:15:00.505125+00:00

Share price$23.57
1D+0.0%
AH$23.67$23.67$23.68$23.69$23.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWDNA
Sold putSold callAH

WisdomTree BioRevolution Fund options

Live interpolated WDNA call and put midpoint premiums by absolute delta.WisdomTree BioRevolution Fund$0.78$0.85$0.92$0.99$1.06$21.29$22.27$23.26$24.24$25.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive WDNA spot · $23.57WDNA PRICE$0.89$0.97$1.04$0.79$0.85$0.92$0.98
Puts——
Calls——
Skew——
Implied moveBalanced±$1.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ23.0771.4%5.5%
45Δ23.3565.9%4.6%
50Δ23.7765.2%4.6%23.6360.4%3.6%
55Δ23.4960.8%3.7%23.9254.9%2.7%
60Δ23.2156.4%2.9%
65Δ
70Δ
75Δ
80Δ

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
23.07
IV
71.4%
B/E move
5.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.35
IV
65.9%
B/E move
4.6%

50Δ

Calls
Pseudo strike
23.77
IV
65.2%
B/E move
4.6%
Puts
Pseudo strike
23.63
IV
60.4%
B/E move
3.6%

55Δ

Calls
Pseudo strike
23.49
IV
60.8%
B/E move
3.7%
Puts
Pseudo strike
23.92
IV
54.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
23.21
IV
56.4%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend41.62%
Daily EOD
WDNA39.2%43.5%47.8%2026-10-19: 41.44%2026-10-20: 40.05%2026-10-21: 44.16%2026-10-22: 47.17%2026-10-23: 43.62%2026-10-26: 43.62%2026-10-27: 41.03%2026-10-28: 41.83%2026-10-29: 39.83%2026-10-30: 41.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.44%
40.05%
44.16%
47.17%
43.62%
43.62%
41.03%
41.83%
39.83%
41.62%