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WisdomTree Emerging Markets ex-State-Owned Enterprises Fund XSOE

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Market datapartial · fetched 2026-10-22T18:28:40.833Z

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 · 2026-10-22T18:06:23.459792274Z

FundamentalsAlpha Vantage · unavailable

Share price$43.30
1D-0.8%
$43.22$43.36$43.49$43.62$43.765:30 AM6:30 AM9:00 AM1:00 PMXSOE
Sold putSold call

WisdomTree Emerging Markets ex-State-Owned Enterprises Fund options

Live interpolated XSOE call and put midpoint premiums by absolute delta.WisdomTree Emerging Markets ex-State-Owned Enterprises Fund$0.59$1.51$2.44$3.36$4.29$38.61$41.42$44.22$47.03$49.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSOE spot · $43.30XSOE PRICE$0.72$0.86$1.01$1.15$1.29$1.44$1.58$1.98$2.48$2.99$3.50$4.02$0.69$0.76$0.84$0.92$0.99$1.12$1.32$1.52$1.72$1.92$2.20$2.95$3.70
PutsFair0.98×
CallsExpensive1.55×
SkewBullish-6.01 pp
Implied moveBullish±$2.76
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.0548.1%11.4%
25Δ47.6442.2%11.7%40.4340.2%8.4%
30Δ46.9040.1%10.3%41.3535.2%6.4%
35Δ46.1738.0%9.0%42.1630.6%4.8%
40Δ45.4335.8%7.6%42.7027.4%3.7%
45Δ44.7033.7%6.2%43.1725.4%2.9%
50Δ43.9631.6%4.8%43.5424.9%2.5%
55Δ43.2329.5%3.5%43.9224.5%2.1%
60Δ42.5530.2%2.8%44.3024.1%1.7%
65Δ41.9032.1%2.5%44.6723.7%1.3%
70Δ41.2533.9%2.2%45.1123.5%0.9%
75Δ40.6135.8%1.9%45.9624.5%0.7%
80Δ39.9437.7%1.5%46.8025.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.05
IV
48.1%
B/E move
11.4%

25Δ

Calls
Pseudo strike
47.64
IV
42.2%
B/E move
11.7%
Puts
Pseudo strike
40.43
IV
40.2%
B/E move
8.4%

30Δ

Calls
Pseudo strike
46.90
IV
40.1%
B/E move
10.3%
Puts
Pseudo strike
41.35
IV
35.2%
B/E move
6.4%

35Δ

Calls
Pseudo strike
46.17
IV
38.0%
B/E move
9.0%
Puts
Pseudo strike
42.16
IV
30.6%
B/E move
4.8%

40Δ

Calls
Pseudo strike
45.43
IV
35.8%
B/E move
7.6%
Puts
Pseudo strike
42.70
IV
27.4%
B/E move
3.7%

45Δ

Calls
Pseudo strike
44.70
IV
33.7%
B/E move
6.2%
Puts
Pseudo strike
43.17
IV
25.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
43.96
IV
31.6%
B/E move
4.8%
Puts
Pseudo strike
43.54
IV
24.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
43.23
IV
29.5%
B/E move
3.5%
Puts
Pseudo strike
43.92
IV
24.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
42.55
IV
30.2%
B/E move
2.8%
Puts
Pseudo strike
44.30
IV
24.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
41.90
IV
32.1%
B/E move
2.5%
Puts
Pseudo strike
44.67
IV
23.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
41.25
IV
33.9%
B/E move
2.2%
Puts
Pseudo strike
45.11
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
40.61
IV
35.8%
B/E move
1.9%
Puts
Pseudo strike
45.96
IV
24.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
39.94
IV
37.7%
B/E move
1.5%
Puts
Pseudo strike
46.80
IV
25.5%
B/E move
0.5%

Options history

No recorded observations