WisdomTree New Economy Real Estate Fund WTRE
i
Market dataready · fetched 2026-11-12T02:55:31.724Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:00.132409891Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:49:13.996540+00:00
WisdomTree New Economy Real Estate Fund options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.46 | 208.3% | 28.5% | |||
| 25Δ | 17.66 | 175.4% | 23.2% | |||
| 30Δ | 18.86 | 142.6% | 17.9% | |||
| 35Δ | 20.05 | 109.7% | 12.6% | |||
| 40Δ | 22.94 | 63.4% | 5.9% | 21.25 | 76.9% | 7.3% |
| 45Δ | 22.68 | 58.3% | 4.9% | 22.07 | 55.1% | 3.7% |
| 50Δ | 22.41 | 53.2% | 3.9% | 22.26 | 51.8% | 3.2% |
| 55Δ | 22.15 | 48.1% | 2.9% | 22.45 | 48.6% | 2.6% |
| 60Δ | 22.63 | 45.4% | 2.1% | |||
| 65Δ | 22.82 | 42.2% | 1.5% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 16.46
- IV
- 208.3%
- B/E move
- 28.5%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 17.66
- IV
- 175.4%
- B/E move
- 23.2%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 18.86
- IV
- 142.6%
- B/E move
- 17.9%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.05
- IV
- 109.7%
- B/E move
- 12.6%
40Δ
- Pseudo strike
- 22.94
- IV
- 63.4%
- B/E move
- 5.9%
- Pseudo strike
- 21.25
- IV
- 76.9%
- B/E move
- 7.3%
45Δ
- Pseudo strike
- 22.68
- IV
- 58.3%
- B/E move
- 4.9%
- Pseudo strike
- 22.07
- IV
- 55.1%
- B/E move
- 3.7%
50Δ
- Pseudo strike
- 22.41
- IV
- 53.2%
- B/E move
- 3.9%
- Pseudo strike
- 22.26
- IV
- 51.8%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 22.15
- IV
- 48.1%
- B/E move
- 2.9%
- Pseudo strike
- 22.45
- IV
- 48.6%
- B/E move
- 2.6%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.63
- IV
- 45.4%
- B/E move
- 2.1%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.82
- IV
- 42.2%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 28.94% | |
| 28.18% | |
| 29.08% | |
| 30.88% | |
| 29.91% | |
| 29.37% | |
| 29.05% | |
| 28.51% | |
| 28.67% | |
| 30.18% |