IntraAlpha
Create free account Start free

WisdomTree New Economy Real Estate Fund WTRE

i

Market dataready · fetched 2026-10-24T04:26:49.790Z

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 · 2026-10-24T00:00:00.109496579Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:26:50.014786+00:00

Share price$21.33
1D-0.7%
AH$21.26$21.32$21.38$21.44$21.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTRE
Sold putSold callAH

WisdomTree New Economy Real Estate Fund options

Live interpolated WTRE call and put midpoint premiums by absolute delta.WisdomTree New Economy Real Estate Fund$0.44$0.75$1.05$1.36$1.67$18.54$19.96$21.38$22.80$24.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTRE spot · $21.33WTRE PRICE$0.47$0.47$0.50$0.55$0.61$0.67$0.75$0.82$0.89$1.04$1.21$1.37$1.54$0.51$0.55$0.59$0.64$0.69$0.75$0.81$0.87$0.94$1.04$1.22$1.40$1.58
PutsExpensive1.41×
CallsExpensive2.17×
SkewBullish-1.67 pp
Implied moveBearish±$1.56
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.4480.3%26.2%18.4671.6%15.8%
25Δ24.2158.9%15.7%19.4258.2%11.5%
30Δ23.1547.7%10.8%20.1049.2%8.5%
35Δ22.6142.7%8.6%20.5244.1%6.8%
40Δ22.1438.7%6.6%20.9339.0%5.1%
45Δ21.8236.0%5.5%21.1936.0%4.2%
50Δ21.5633.9%4.6%21.4133.5%3.4%
55Δ21.3031.8%3.7%21.6330.9%2.7%
60Δ21.0429.7%2.8%21.8628.3%1.9%
65Δ20.7929.4%2.4%22.0926.6%1.3%
70Δ20.5529.4%2.0%22.3326.4%1.0%
75Δ20.3029.5%1.6%22.5726.2%0.8%
80Δ20.0529.6%1.2%22.8126.0%0.5%

20Δ

Calls
Pseudo strike
26.44
IV
80.3%
B/E move
26.2%
Puts
Pseudo strike
18.46
IV
71.6%
B/E move
15.8%

25Δ

Calls
Pseudo strike
24.21
IV
58.9%
B/E move
15.7%
Puts
Pseudo strike
19.42
IV
58.2%
B/E move
11.5%

30Δ

Calls
Pseudo strike
23.15
IV
47.7%
B/E move
10.8%
Puts
Pseudo strike
20.10
IV
49.2%
B/E move
8.5%

35Δ

Calls
Pseudo strike
22.61
IV
42.7%
B/E move
8.6%
Puts
Pseudo strike
20.52
IV
44.1%
B/E move
6.8%

40Δ

Calls
Pseudo strike
22.14
IV
38.7%
B/E move
6.6%
Puts
Pseudo strike
20.93
IV
39.0%
B/E move
5.1%

45Δ

Calls
Pseudo strike
21.82
IV
36.0%
B/E move
5.5%
Puts
Pseudo strike
21.19
IV
36.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
21.56
IV
33.9%
B/E move
4.6%
Puts
Pseudo strike
21.41
IV
33.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
21.30
IV
31.8%
B/E move
3.7%
Puts
Pseudo strike
21.63
IV
30.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
21.04
IV
29.7%
B/E move
2.8%
Puts
Pseudo strike
21.86
IV
28.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
20.79
IV
29.4%
B/E move
2.4%
Puts
Pseudo strike
22.09
IV
26.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
20.55
IV
29.4%
B/E move
2.0%
Puts
Pseudo strike
22.33
IV
26.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
20.30
IV
29.5%
B/E move
1.6%
Puts
Pseudo strike
22.57
IV
26.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
20.05
IV
29.6%
B/E move
1.2%
Puts
Pseudo strike
22.81
IV
26.0%
B/E move
0.5%

Options history

No recorded observations