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WisdomTree, Inc. WT

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T00:55:09.179Z

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 · 2026-11-12T00:00:00.002870518Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:54:10.485212+00:00

Share price$21.44
1D+2.8%
AH$20.80$21.01$21.21$21.41$21.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWT
Sold putSold callAH

WisdomTree, Inc. options

Live interpolated WT call and put midpoint premiums by absolute delta.WisdomTree, Inc.$0.07$1.10$2.13$3.16$4.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEWT PRICE$0.18$0.23$0.25$0.40$0.55$0.70$0.84$0.99$1.14$1.29$1.44$1.65$2.39$3.14$3.89
PutsExpensive1.15×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.3451.6%9.7%20.1750.4%7.1%
25Δ22.7548.3%7.2%20.4352.6%6.5%
30Δ20.7054.9%6.0%
35Δ20.9657.1%5.5%
40Δ21.2259.4%5.0%
45Δ21.4861.6%4.4%
50Δ21.7463.9%3.9%
55Δ22.0066.2%3.4%
60Δ22.2668.4%2.9%
65Δ22.5871.5%2.4%
70Δ23.3882.6%2.1%
75Δ24.1893.7%1.9%
80Δ24.99104.8%1.6%

20Δ

Calls
Pseudo strike
23.34
IV
51.6%
B/E move
9.7%
Puts
Pseudo strike
20.17
IV
50.4%
B/E move
7.1%

25Δ

Calls
Pseudo strike
22.75
IV
48.3%
B/E move
7.2%
Puts
Pseudo strike
20.43
IV
52.6%
B/E move
6.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.70
IV
54.9%
B/E move
6.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.96
IV
57.1%
B/E move
5.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.22
IV
59.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.48
IV
61.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.74
IV
63.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.00
IV
66.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.26
IV
68.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.58
IV
71.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.38
IV
82.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.18
IV
93.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.99
IV
104.8%
B/E move
1.6%

Options history

IV · four-Friday blend45.16%
Daily EOD
WT41.3%46.4%51.6%2026-10-19: 41.97%2026-10-20: 42.40%2026-10-21: 44.64%2026-10-22: 42.41%2026-10-23: 46.40%2026-10-26: 50.90%2026-10-27: 44.96%2026-10-28: 47.91%2026-10-29: 42.67%2026-10-30: 45.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.97%
42.40%
44.64%
42.41%
46.40%
50.90%
44.96%
47.91%
42.67%
45.16%