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WisdomTree Emerging Markets ex-State-Owned Enterprises Fund XSOE

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Market dataready · fetched 2026-10-22T20:51:31.636Z

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 · 2026-10-22T20:10:00.003581562Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:46:20.151918+00:00

Share price$43.36
1D-0.7%
AH$43.22$43.36$43.49$43.62$43.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXSOE
Sold putSold callAH

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$0.52$1.42$2.31$3.20$4.10$38.68$41.47$44.25$47.04$49.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSOE spot · $43.36XSOE PRICE$0.62$0.69$0.75$0.86$0.97$1.08$1.29$1.52$1.79$2.10$2.51$3.06$3.84$0.69$0.74$0.83$0.93$1.00$1.12$1.30$1.47$1.71$1.96$2.23$2.52$2.81
PutsFair0.97×
CallsExpensive1.43×
SkewBullish-3.78 pp
Implied moveBalanced±$2.59
TiltBullish4.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.3348.7%15.2%39.2347.3%11.1%
25Δ47.2639.9%10.6%40.6538.7%8.0%
30Δ45.9834.1%7.8%41.5434.1%6.1%
35Δ45.2331.6%6.3%42.2130.9%4.8%
40Δ44.6329.4%5.2%42.7627.5%3.7%
45Δ44.0827.4%4.2%43.2225.8%2.9%
50Δ43.6327.5%3.6%43.6025.2%2.4%
55Δ43.2027.9%3.1%43.9824.6%1.9%
60Δ42.7428.4%2.7%44.3824.5%1.6%
65Δ42.2729.0%2.3%44.7824.4%1.3%
70Δ41.7230.3%2.0%45.1824.0%0.9%
75Δ41.0532.5%1.7%45.5923.4%0.7%
80Δ40.1635.6%1.5%46.0122.8%0.4%

20Δ

Calls
Pseudo strike
49.33
IV
48.7%
B/E move
15.2%
Puts
Pseudo strike
39.23
IV
47.3%
B/E move
11.1%

25Δ

Calls
Pseudo strike
47.26
IV
39.9%
B/E move
10.6%
Puts
Pseudo strike
40.65
IV
38.7%
B/E move
8.0%

30Δ

Calls
Pseudo strike
45.98
IV
34.1%
B/E move
7.8%
Puts
Pseudo strike
41.54
IV
34.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
45.23
IV
31.6%
B/E move
6.3%
Puts
Pseudo strike
42.21
IV
30.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
44.63
IV
29.4%
B/E move
5.2%
Puts
Pseudo strike
42.76
IV
27.5%
B/E move
3.7%

45Δ

Calls
Pseudo strike
44.08
IV
27.4%
B/E move
4.2%
Puts
Pseudo strike
43.22
IV
25.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
43.63
IV
27.5%
B/E move
3.6%
Puts
Pseudo strike
43.60
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
43.20
IV
27.9%
B/E move
3.1%
Puts
Pseudo strike
43.98
IV
24.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
42.74
IV
28.4%
B/E move
2.7%
Puts
Pseudo strike
44.38
IV
24.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
42.27
IV
29.0%
B/E move
2.3%
Puts
Pseudo strike
44.78
IV
24.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
41.72
IV
30.3%
B/E move
2.0%
Puts
Pseudo strike
45.18
IV
24.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
41.05
IV
32.5%
B/E move
1.7%
Puts
Pseudo strike
45.59
IV
23.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
40.16
IV
35.6%
B/E move
1.5%
Puts
Pseudo strike
46.01
IV
22.8%
B/E move
0.4%

Options history

No recorded observations