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WisdomTree U.S. SmallCap Fund EES

i

Market datapartial · fetched 2026-11-05T16:32:40.173Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T16:15:59.171527314Z

FundamentalsAlpha Vantage · unavailable

Share price$66.03
1D-2.4%
$65.89$66.37$66.85$67.33$67.815:30 AM6:30 AM9:00 AM1:00 PMEES
Sold putSold call

WisdomTree U.S. SmallCap Fund options

Live interpolated EES call and put midpoint premiums by absolute delta.WisdomTree U.S. SmallCap Fund$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEES PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.95%
Daily close
EES17.0%30.5%44.0%2026-08-07: 21.37%2026-08-10: 22.74%2026-08-11: 22.45%2026-08-12: 25.12%2026-08-13: 25.32%2026-08-14: 26.72%2026-08-17: 29.76%2026-08-18: 31.69%2026-08-19: 33.72%2026-08-20: 42.13%2026-08-21: 21.71%2026-08-24: 24.17%2026-08-25: 22.71%2026-08-26: 22.82%2026-08-27: 21.97%2026-08-28: 21.23%2026-08-31: 22.89%2026-09-01: 22.40%2026-09-02: 22.13%2026-09-03: 23.10%2026-09-04: 21.74%2026-09-08: 24.71%2026-09-09: 24.93%2026-09-10: 26.42%2026-09-11: 25.14%2026-09-14: 29.22%2026-09-15: 32.00%2026-09-16: 32.66%2026-09-17: 39.66%2026-09-18: 21.20%2026-09-21: 20.18%2026-09-22: 20.05%2026-09-23: 21.00%2026-09-24: 20.48%2026-09-25: 20.58%2026-09-28: 21.52%2026-09-29: 21.37%2026-09-30: 21.98%2026-10-01: 21.46%2026-10-02: 21.79%2026-10-05: 21.57%2026-10-06: 23.03%2026-10-07: 23.46%2026-10-08: 23.57%2026-10-09: 24.32%2026-10-12: 26.64%2026-10-13: 27.81%2026-10-14: 30.68%2026-10-15: 36.51%2026-10-16: 20.69%2026-10-19: 20.65%2026-10-20: 19.67%2026-10-21: 20.70%2026-10-22: 19.88%2026-10-23: 19.43%2026-10-26: 19.89%2026-10-27: 19.70%2026-10-28: 19.59%2026-10-29: 18.87%2026-10-30: 19.95%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
21.37%
22.74%
22.45%
25.12%
25.32%
26.72%
29.76%
31.69%
33.72%
42.13%
21.71%
24.17%
22.71%
22.82%
21.97%
21.23%
22.89%
22.40%
22.13%
23.10%
21.74%
24.71%
24.93%
26.42%
25.14%
29.22%
32.00%
32.66%
39.66%
21.20%
20.18%
20.05%
21.00%
20.48%
20.58%
21.52%
21.37%
21.98%
21.46%
21.79%
21.57%
23.03%
23.46%
23.57%
24.32%
26.64%
27.81%
30.68%
36.51%
20.69%
20.65%
19.67%
20.70%
19.88%
19.43%
19.89%
19.70%
19.59%
18.87%
19.95%