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WisdomTree BioRevolution Fund WDNA

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Market dataready · fetched 2026-10-22T23:50:52.072Z

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 · 2026-10-22T22:30:08.147773449Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:50:51.759999+00:00

Share price$23.18
1D-1.5%
AH$23.02$23.12$23.23$23.33$23.435:30 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$0.58$1.46$2.33$3.21$4.08$18.80$21.07$23.35$25.62$27.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WDNA spot · $23.18WDNA PRICE$0.68$0.73$0.80$0.89$1.01$1.23$1.46$1.71$1.97$2.46$3.11$3.83$0.68$0.72$1.04$1.42$1.50$1.50$1.47$1.45$1.43$1.54$1.64$1.74$1.84
PutsExpensive1.55×
CallsExpensive1.70×
SkewBullish-5.25 pp
Implied moveBearish±$2.71
TiltBullish5.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.6283.1%18.3%
25Δ27.6678.3%22.3%20.8367.1%13.2%
30Δ25.9964.1%15.3%21.4171.9%12.1%
35Δ25.0556.5%11.5%21.9080.1%11.6%
40Δ24.4351.9%9.2%22.5072.5%9.4%
45Δ23.8949.2%7.4%23.0761.3%6.9%
50Δ23.4850.9%6.7%23.3853.3%5.4%
55Δ23.0852.6%5.9%23.7045.4%4.0%
60Δ22.6353.3%5.0%24.0237.8%2.6%
65Δ22.1853.7%4.2%24.2335.3%2.1%
70Δ21.5758.7%3.7%24.4532.7%1.6%
75Δ20.8466.4%3.3%24.6630.2%1.1%
80Δ19.9972.3%2.8%24.8827.7%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.62
IV
83.1%
B/E move
18.3%

25Δ

Calls
Pseudo strike
27.66
IV
78.3%
B/E move
22.3%
Puts
Pseudo strike
20.83
IV
67.1%
B/E move
13.2%

30Δ

Calls
Pseudo strike
25.99
IV
64.1%
B/E move
15.3%
Puts
Pseudo strike
21.41
IV
71.9%
B/E move
12.1%

35Δ

Calls
Pseudo strike
25.05
IV
56.5%
B/E move
11.5%
Puts
Pseudo strike
21.90
IV
80.1%
B/E move
11.6%

40Δ

Calls
Pseudo strike
24.43
IV
51.9%
B/E move
9.2%
Puts
Pseudo strike
22.50
IV
72.5%
B/E move
9.4%

45Δ

Calls
Pseudo strike
23.89
IV
49.2%
B/E move
7.4%
Puts
Pseudo strike
23.07
IV
61.3%
B/E move
6.9%

50Δ

Calls
Pseudo strike
23.48
IV
50.9%
B/E move
6.7%
Puts
Pseudo strike
23.38
IV
53.3%
B/E move
5.4%

55Δ

Calls
Pseudo strike
23.08
IV
52.6%
B/E move
5.9%
Puts
Pseudo strike
23.70
IV
45.4%
B/E move
4.0%

60Δ

Calls
Pseudo strike
22.63
IV
53.3%
B/E move
5.0%
Puts
Pseudo strike
24.02
IV
37.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
22.18
IV
53.7%
B/E move
4.2%
Puts
Pseudo strike
24.23
IV
35.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
21.57
IV
58.7%
B/E move
3.7%
Puts
Pseudo strike
24.45
IV
32.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
20.84
IV
66.4%
B/E move
3.3%
Puts
Pseudo strike
24.66
IV
30.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
19.99
IV
72.3%
B/E move
2.8%
Puts
Pseudo strike
24.88
IV
27.7%
B/E move
0.6%

Options history

No recorded observations