IntraAlpha
Create free account Start free

WisdomTree U.S. Value Fund WTV

i

Market datapartial · fetched 2026-10-22T21:27:06.141Z

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 · 2026-10-22T20:10:00.003838014Z

FundamentalsAlpha Vantage · unavailable

Share price$108.10
1D+1.7%
AH$106.12$106.65$107.19$107.72$108.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTV
Sold putSold callAH

WisdomTree U.S. Value Fund options

Live interpolated WTV call and put midpoint premiums by absolute delta.WisdomTree U.S. Value Fund$1.36$2.45$3.53$4.62$5.71$99.49$103.23$106.97$110.71$114.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTV spot · $108.10WTV PRICE$1.58$1.71$1.84$1.99$2.15$2.44$2.68$2.82$2.96$3.33$1.48$1.61$1.79$1.91$2.05$2.26$2.42$2.59$2.79$3.29$4.07$5.39
PutsExpensive2.13×
CallsExpensive1.28×
SkewBearish+7.41 pp
Implied moveBearish±$4.41
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.0841.1%9.7%
25Δ102.1933.8%7.0%
30Δ104.1629.6%5.3%
35Δ111.4622.8%4.6%105.7825.5%3.9%
40Δ110.2820.4%3.6%106.9622.7%2.9%
45Δ109.3718.5%2.9%107.8621.1%2.3%
50Δ108.6416.9%2.3%108.6219.3%1.8%
55Δ107.9915.6%1.9%109.2717.8%1.3%
60Δ107.3815.3%1.6%109.8316.5%1.0%
65Δ106.8514.6%1.3%110.5616.7%0.8%
70Δ106.4413.4%1.1%111.5117.9%0.6%
75Δ106.0312.1%0.8%112.9420.5%0.5%
80Δ105.5111.7%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.08
IV
41.1%
B/E move
9.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.19
IV
33.8%
B/E move
7.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.16
IV
29.6%
B/E move
5.3%

35Δ

Calls
Pseudo strike
111.46
IV
22.8%
B/E move
4.6%
Puts
Pseudo strike
105.78
IV
25.5%
B/E move
3.9%

40Δ

Calls
Pseudo strike
110.28
IV
20.4%
B/E move
3.6%
Puts
Pseudo strike
106.96
IV
22.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
109.37
IV
18.5%
B/E move
2.9%
Puts
Pseudo strike
107.86
IV
21.1%
B/E move
2.3%

50Δ

Calls
Pseudo strike
108.64
IV
16.9%
B/E move
2.3%
Puts
Pseudo strike
108.62
IV
19.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
107.99
IV
15.6%
B/E move
1.9%
Puts
Pseudo strike
109.27
IV
17.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
107.38
IV
15.3%
B/E move
1.6%
Puts
Pseudo strike
109.83
IV
16.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
106.85
IV
14.6%
B/E move
1.3%
Puts
Pseudo strike
110.56
IV
16.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
106.44
IV
13.4%
B/E move
1.1%
Puts
Pseudo strike
111.51
IV
17.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
106.03
IV
12.1%
B/E move
0.8%
Puts
Pseudo strike
112.94
IV
20.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
105.51
IV
11.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations