IntraAlpha
Create free account Start free

WisdomTree Quantum Computing Fund WQTM

i

Market dataready · fetched 2026-11-12T03:09:26.246Z

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 · 2026-11-12T01:00:07.89255149Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:09:25.894212+00:00

Share price$26.54
1D-2.2%
AH$26.49$26.67$26.85$27.02$27.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWQTM
Sold putSold callAH

WisdomTree Quantum Computing Fund options

Live interpolated WQTM call and put midpoint premiums by absolute delta.WisdomTree Quantum Computing Fund$0.15$0.91$1.67$2.43$3.19$22.23$24.37$26.51$28.65$30.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WQTM spot · $26.54WQTM PRICE$0.24$0.31$0.43$0.58$0.73$0.88$1.05$1.24$1.42$1.73$2.04$2.48$2.97$0.52$0.58$0.64$0.70$0.77$0.89$1.01$1.13$1.30$1.49$1.67$1.86$2.06
PutsCheap0.75×
CallsCheap0.79×
SkewBullish-1.41 pp
Implied moveBullish±$2.06
TiltBullish4.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.5751.2%8.5%23.43105.9%13.7%
25Δ28.1851.8%7.4%24.4089.2%10.2%
30Δ27.8654.0%6.6%25.1177.2%7.8%
35Δ27.5957.8%6.1%25.5969.1%6.2%
40Δ27.3261.5%5.7%26.0561.9%4.8%
45Δ27.0465.2%5.2%26.3559.6%4.1%
50Δ26.7166.5%4.6%26.6557.4%3.4%
55Δ26.3667.3%4.0%26.9555.1%2.7%
60Δ26.0068.1%3.3%27.2553.9%2.3%
65Δ25.5871.1%2.9%27.5453.0%1.8%
70Δ25.1574.1%2.5%27.8352.1%1.4%
75Δ24.6078.3%2.0%28.1250.2%1.1%
80Δ24.0083.2%1.6%28.3947.2%0.8%

20Δ

Calls
Pseudo strike
28.57
IV
51.2%
B/E move
8.5%
Puts
Pseudo strike
23.43
IV
105.9%
B/E move
13.7%

25Δ

Calls
Pseudo strike
28.18
IV
51.8%
B/E move
7.4%
Puts
Pseudo strike
24.40
IV
89.2%
B/E move
10.2%

30Δ

Calls
Pseudo strike
27.86
IV
54.0%
B/E move
6.6%
Puts
Pseudo strike
25.11
IV
77.2%
B/E move
7.8%

35Δ

Calls
Pseudo strike
27.59
IV
57.8%
B/E move
6.1%
Puts
Pseudo strike
25.59
IV
69.1%
B/E move
6.2%

40Δ

Calls
Pseudo strike
27.32
IV
61.5%
B/E move
5.7%
Puts
Pseudo strike
26.05
IV
61.9%
B/E move
4.8%

45Δ

Calls
Pseudo strike
27.04
IV
65.2%
B/E move
5.2%
Puts
Pseudo strike
26.35
IV
59.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
26.71
IV
66.5%
B/E move
4.6%
Puts
Pseudo strike
26.65
IV
57.4%
B/E move
3.4%

55Δ

Calls
Pseudo strike
26.36
IV
67.3%
B/E move
4.0%
Puts
Pseudo strike
26.95
IV
55.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
26.00
IV
68.1%
B/E move
3.3%
Puts
Pseudo strike
27.25
IV
53.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
25.58
IV
71.1%
B/E move
2.9%
Puts
Pseudo strike
27.54
IV
53.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
25.15
IV
74.1%
B/E move
2.5%
Puts
Pseudo strike
27.83
IV
52.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
24.60
IV
78.3%
B/E move
2.0%
Puts
Pseudo strike
28.12
IV
50.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
24.00
IV
83.2%
B/E move
1.6%
Puts
Pseudo strike
28.39
IV
47.2%
B/E move
0.8%

Options history

IV · four-Friday blend44.60%
Daily EOD
WQTM39.7%42.4%45.0%2026-10-19: 40.10%2026-10-20: 40.53%2026-10-21: 40.79%2026-10-22: 42.33%2026-10-23: 43.83%2026-10-26: 42.78%2026-10-27: 42.63%2026-10-28: 41.83%2026-10-29: 41.49%2026-10-30: 44.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.10%
40.53%
40.79%
42.33%
43.83%
42.78%
42.63%
41.83%
41.49%
44.60%