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WisdomTree True Emerging Markets Fund XC

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Market datapartial · fetched 2026-10-22T23:45:00.215Z

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 · 2026-10-22T22:30:00.003069862Z

FundamentalsAlpha Vantage · unavailable

Share price$31.00
1D+0.3%
AH$30.92$30.96$31.00$31.04$31.075:30 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$0.46$0.85$1.24$1.63$2.02$27.69$29.34$30.98$32.63$34.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XC spot · $31.00XC PRICE$0.50$0.67$0.68$0.70$0.73$0.80$0.86$0.93$1.01$1.09$1.17$1.25$1.44$0.68$0.68$0.70$0.74$0.80$0.86$0.92$0.99$1.06$1.14$1.23$1.57$1.90
PutsExpensive1.70×
CallsExpensive1.64×
SkewBearish+0.28 pp
Implied moveBearish±$1.78
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.3149.9%15.5%27.1763.7%14.5%
25Δ35.0055.7%15.1%28.6048.8%9.9%
30Δ33.4643.6%10.1%29.4640.2%7.2%
35Δ32.5736.2%7.3%30.0934.3%5.3%
40Δ31.9431.2%5.4%30.4831.0%4.2%
45Δ31.5928.6%4.5%30.8727.8%3.2%
50Δ31.2426.1%3.5%31.1525.6%2.5%
55Δ30.9323.9%2.8%31.3623.8%2.0%
60Δ30.7322.5%2.4%31.5822.1%1.5%
65Δ30.5321.0%2.0%31.8020.3%1.1%
70Δ30.3219.6%1.6%32.0418.9%0.6%
75Δ30.1218.2%1.2%32.4220.1%0.5%
80Δ29.8217.6%0.9%32.8021.2%0.3%

20Δ

Calls
Pseudo strike
35.31
IV
49.9%
B/E move
15.5%
Puts
Pseudo strike
27.17
IV
63.7%
B/E move
14.5%

25Δ

Calls
Pseudo strike
35.00
IV
55.7%
B/E move
15.1%
Puts
Pseudo strike
28.60
IV
48.8%
B/E move
9.9%

30Δ

Calls
Pseudo strike
33.46
IV
43.6%
B/E move
10.1%
Puts
Pseudo strike
29.46
IV
40.2%
B/E move
7.2%

35Δ

Calls
Pseudo strike
32.57
IV
36.2%
B/E move
7.3%
Puts
Pseudo strike
30.09
IV
34.3%
B/E move
5.3%

40Δ

Calls
Pseudo strike
31.94
IV
31.2%
B/E move
5.4%
Puts
Pseudo strike
30.48
IV
31.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
31.59
IV
28.6%
B/E move
4.5%
Puts
Pseudo strike
30.87
IV
27.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
31.24
IV
26.1%
B/E move
3.5%
Puts
Pseudo strike
31.15
IV
25.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
30.93
IV
23.9%
B/E move
2.8%
Puts
Pseudo strike
31.36
IV
23.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
30.73
IV
22.5%
B/E move
2.4%
Puts
Pseudo strike
31.58
IV
22.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
30.53
IV
21.0%
B/E move
2.0%
Puts
Pseudo strike
31.80
IV
20.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
30.32
IV
19.6%
B/E move
1.6%
Puts
Pseudo strike
32.04
IV
18.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
30.12
IV
18.2%
B/E move
1.2%
Puts
Pseudo strike
32.42
IV
20.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
29.82
IV
17.6%
B/E move
0.9%
Puts
Pseudo strike
32.80
IV
21.2%
B/E move
0.3%

Options history

No recorded observations