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WisdomTree Inc. WT

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T23:43:56.723Z

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 · 2026-10-22T23:00:00.002786467Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:43:55.972491+00:00

Share price$21.21
1D-0.7%
AH$20.86$21.10$21.34$21.58$21.825:30 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.$0.29$1.80$3.32$4.84$6.35$17.11$19.29$21.47$23.65$25.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WT spot · $21.21WT PRICE$0.45$0.51$0.57$0.64$0.80$1.01$1.21$1.42$1.62$1.83$2.12$2.63$3.15$0.46$0.55$0.64$0.81$1.00$1.20$1.39$1.58$1.77$2.31$3.51$4.71$5.92
PutsExpensive1.09×
CallsExpensive1.27×
SkewBullish-2.50 pp
Implied moveBearish±$2.60
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.9685.4%33.9%18.3166.7%15.9%
25Δ26.2773.7%26.3%19.0959.4%12.6%
30Δ24.5961.9%18.6%19.8852.1%9.3%
35Δ22.9150.1%11.0%20.3250.7%8.0%
40Δ22.2148.0%8.5%20.7150.3%7.1%
45Δ21.8249.0%7.6%21.0950.0%6.2%
50Δ21.4449.9%6.8%21.4849.6%5.3%
55Δ21.0550.9%5.9%21.8649.2%4.4%
60Δ20.6751.8%5.1%22.2548.9%3.5%
65Δ20.2852.8%4.2%22.9450.5%2.7%
70Δ19.8354.2%3.5%24.2455.8%2.3%
75Δ19.1956.6%2.9%25.5461.2%1.8%
80Δ18.5559.1%2.3%26.8366.5%1.4%

20Δ

Calls
Pseudo strike
27.96
IV
85.4%
B/E move
33.9%
Puts
Pseudo strike
18.31
IV
66.7%
B/E move
15.9%

25Δ

Calls
Pseudo strike
26.27
IV
73.7%
B/E move
26.3%
Puts
Pseudo strike
19.09
IV
59.4%
B/E move
12.6%

30Δ

Calls
Pseudo strike
24.59
IV
61.9%
B/E move
18.6%
Puts
Pseudo strike
19.88
IV
52.1%
B/E move
9.3%

35Δ

Calls
Pseudo strike
22.91
IV
50.1%
B/E move
11.0%
Puts
Pseudo strike
20.32
IV
50.7%
B/E move
8.0%

40Δ

Calls
Pseudo strike
22.21
IV
48.0%
B/E move
8.5%
Puts
Pseudo strike
20.71
IV
50.3%
B/E move
7.1%

45Δ

Calls
Pseudo strike
21.82
IV
49.0%
B/E move
7.6%
Puts
Pseudo strike
21.09
IV
50.0%
B/E move
6.2%

50Δ

Calls
Pseudo strike
21.44
IV
49.9%
B/E move
6.8%
Puts
Pseudo strike
21.48
IV
49.6%
B/E move
5.3%

55Δ

Calls
Pseudo strike
21.05
IV
50.9%
B/E move
5.9%
Puts
Pseudo strike
21.86
IV
49.2%
B/E move
4.4%

60Δ

Calls
Pseudo strike
20.67
IV
51.8%
B/E move
5.1%
Puts
Pseudo strike
22.25
IV
48.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
20.28
IV
52.8%
B/E move
4.2%
Puts
Pseudo strike
22.94
IV
50.5%
B/E move
2.7%

70Δ

Calls
Pseudo strike
19.83
IV
54.2%
B/E move
3.5%
Puts
Pseudo strike
24.24
IV
55.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
19.19
IV
56.6%
B/E move
2.9%
Puts
Pseudo strike
25.54
IV
61.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
18.55
IV
59.1%
B/E move
2.3%
Puts
Pseudo strike
26.83
IV
66.5%
B/E move
1.4%

Options history

No recorded observations