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WisdomTree U.S. MidCap Dividend Fund DON

i

Market dataready · fetched 2026-11-03T22:53:49.205Z

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 · 2026-11-03T21:10:00.004214067Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:53:47.223668+00:00

Share price$57.66
1D-0.3%
AH$57.61$57.76$57.91$58.06$58.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDON
Sold putSold callAH

WisdomTree U.S. MidCap Dividend Fund options

Live interpolated DON call and put midpoint premiums by absolute delta.WisdomTree U.S. MidCap Dividend Fund$0.85$1.57$2.30$3.03$3.75$54.90$56.37$57.84$59.31$60.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DON spot · $57.66DON PRICE$0.93$0.94$1.02$1.11$1.23$1.36$1.51$1.66$1.92$2.20$2.76$3.54$0.95$0.98$1.02$1.09$1.12$1.20$1.29$1.36$1.42$1.49$1.55
Puts——
Calls——
Skew——
Implied moveBullish±$2.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.9364.1%11.6%
25Δ62.8152.9%10.5%54.0549.9%8.0%
30Δ60.8241.7%7.1%55.3341.5%5.8%
35Δ59.7736.6%5.4%56.2235.8%4.4%
40Δ58.9732.6%4.2%56.9430.6%3.2%
45Δ58.4130.5%3.4%57.3927.8%2.6%
50Δ57.8928.6%2.8%57.8225.3%2.0%
55Δ57.4727.1%2.3%58.1523.0%1.5%
60Δ57.0525.7%1.8%58.4021.0%1.2%
65Δ56.6225.5%1.5%58.6419.1%0.9%
70Δ56.1925.6%1.3%58.8917.1%0.5%
75Δ55.5327.9%1.1%
80Δ54.6731.4%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.93
IV
64.1%
B/E move
11.6%

25Δ

Calls
Pseudo strike
62.81
IV
52.9%
B/E move
10.5%
Puts
Pseudo strike
54.05
IV
49.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
60.82
IV
41.7%
B/E move
7.1%
Puts
Pseudo strike
55.33
IV
41.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
59.77
IV
36.6%
B/E move
5.4%
Puts
Pseudo strike
56.22
IV
35.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
58.97
IV
32.6%
B/E move
4.2%
Puts
Pseudo strike
56.94
IV
30.6%
B/E move
3.2%

45Δ

Calls
Pseudo strike
58.41
IV
30.5%
B/E move
3.4%
Puts
Pseudo strike
57.39
IV
27.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
57.89
IV
28.6%
B/E move
2.8%
Puts
Pseudo strike
57.82
IV
25.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
57.47
IV
27.1%
B/E move
2.3%
Puts
Pseudo strike
58.15
IV
23.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
57.05
IV
25.7%
B/E move
1.8%
Puts
Pseudo strike
58.40
IV
21.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
56.62
IV
25.5%
B/E move
1.5%
Puts
Pseudo strike
58.64
IV
19.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
56.19
IV
25.6%
B/E move
1.3%
Puts
Pseudo strike
58.89
IV
17.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
55.53
IV
27.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
54.67
IV
31.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.03%
Daily EOD
DON17.2%38.0%58.8%2026-10-19: 27.37%2026-10-20: 43.17%2026-10-21: 34.62%2026-10-22: 53.93%2026-10-23: 55.98%2026-10-26: 36.88%2026-10-27: 20.11%2026-10-28: 29.22%2026-10-29: 20.58%2026-10-30: 37.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.37%
43.17%
34.62%
53.93%
55.98%
36.88%
20.11%
29.22%
20.58%
37.03%