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WisdomTree True Emerging Markets Fund XC

i

Market dataready · fetched 2026-11-12T01:57:02.926Z

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 · 2026-11-12T01:00:00.137931849Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:57:02.563599+00:00

Share price$31.21
1D-0.3%
AH$31.19$31.23$31.26$31.30$31.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXC
Sold putSold callAH

WisdomTree True Emerging Markets Fund options

Live interpolated XC call and put midpoint premiums by absolute delta.WisdomTree True Emerging Markets Fund$0.70$0.96$1.23$1.50$1.77$28.04$29.20$30.36$31.52$32.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XC spot · $31.21XC PRICE$0.72$0.72$0.72$0.72$0.79$0.86$0.94$1.04$1.15$1.26$1.37$1.56$0.72$0.72$0.72$0.74$0.79$0.84$0.92$1.01$1.09$1.18$1.35$1.52$1.69
PutsExpensive6.38×
Calls——
Skew——
Implied moveBearish±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.11122.4%15.5%
25Δ35.56109.2%16.2%28.6093.9%10.7%
30Δ33.7884.5%10.6%29.5574.9%7.6%
35Δ32.7668.0%7.3%30.2062.6%5.6%
40Δ32.0655.3%5.1%30.6255.3%4.4%
45Δ31.7150.9%4.1%31.0348.6%3.3%
50Δ31.3947.2%3.3%31.2745.8%2.7%
55Δ31.0743.5%2.5%31.5243.1%2.2%
60Δ30.8241.2%2.1%31.7640.3%1.7%
65Δ30.6039.3%1.7%32.0137.6%1.2%
70Δ30.3837.4%1.4%32.2536.3%1.0%
75Δ30.1635.6%1.0%32.5035.0%0.8%
80Δ29.8834.6%0.7%32.7433.7%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.11
IV
122.4%
B/E move
15.5%

25Δ

Calls
Pseudo strike
35.56
IV
109.2%
B/E move
16.2%
Puts
Pseudo strike
28.60
IV
93.9%
B/E move
10.7%

30Δ

Calls
Pseudo strike
33.78
IV
84.5%
B/E move
10.6%
Puts
Pseudo strike
29.55
IV
74.9%
B/E move
7.6%

35Δ

Calls
Pseudo strike
32.76
IV
68.0%
B/E move
7.3%
Puts
Pseudo strike
30.20
IV
62.6%
B/E move
5.6%

40Δ

Calls
Pseudo strike
32.06
IV
55.3%
B/E move
5.1%
Puts
Pseudo strike
30.62
IV
55.3%
B/E move
4.4%

45Δ

Calls
Pseudo strike
31.71
IV
50.9%
B/E move
4.1%
Puts
Pseudo strike
31.03
IV
48.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
31.39
IV
47.2%
B/E move
3.3%
Puts
Pseudo strike
31.27
IV
45.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
31.07
IV
43.5%
B/E move
2.5%
Puts
Pseudo strike
31.52
IV
43.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
30.82
IV
41.2%
B/E move
2.1%
Puts
Pseudo strike
31.76
IV
40.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
30.60
IV
39.3%
B/E move
1.7%
Puts
Pseudo strike
32.01
IV
37.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
30.38
IV
37.4%
B/E move
1.4%
Puts
Pseudo strike
32.25
IV
36.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
30.16
IV
35.6%
B/E move
1.0%
Puts
Pseudo strike
32.50
IV
35.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
29.88
IV
34.6%
B/E move
0.7%
Puts
Pseudo strike
32.74
IV
33.7%
B/E move
0.5%

Options history

IV · four-Friday blend29.90%
Daily EOD
XC23.3%26.8%30.4%2026-10-19: 24.25%2026-10-21: 24.88%2026-10-22: 25.57%2026-10-23: 23.77%2026-10-26: 25.50%2026-10-27: 29.36%2026-10-28: 28.17%2026-10-29: 28.51%2026-10-30: 29.90%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.25%
24.88%
25.57%
23.77%
25.50%
29.36%
28.17%
28.51%
29.90%