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WisdomTree U.S. Quality Growth Fund QGRW

i

Market dataready · fetched 2026-11-04T09:04:42.625Z

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 · 2026-11-04T01:00:00.147465069Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:04:42.180734+00:00

Share price$64.76
1D+0.4%
AH$64.39$64.56$64.72$64.89$65.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQGRW
Sold putSold callAH

WisdomTree U.S. Quality Growth Fund options

Live interpolated QGRW call and put midpoint premiums by absolute delta.WisdomTree U.S. Quality Growth Fund$0.41$1.39$2.36$3.33$4.30$59.50$62.09$64.67$67.26$69.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QGRW spot · $64.76QGRW PRICE$0.52$0.61$0.71$0.85$1.00$1.22$1.44$1.75$2.06$2.44$2.86$3.45$4.02$0.67$0.78$0.91$1.07$1.24$1.44$1.65$1.90$2.16$2.52$2.88$3.22$3.60
PutsExpensive1.16×
CallsExpensive1.52×
SkewBearish+1.26 pp
Implied moveBearish±$3.09
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.2935.0%7.8%60.4441.8%7.7%
25Δ67.9530.5%5.9%61.7436.7%5.9%
30Δ67.0928.1%4.7%62.6333.8%4.7%
35Δ66.4627.1%3.9%63.3332.2%3.9%
40Δ65.8926.6%3.3%63.9530.8%3.2%
45Δ65.4427.1%2.9%64.4730.0%2.7%
50Δ64.9827.5%2.6%64.9929.3%2.2%
55Δ64.4828.5%2.3%65.4828.8%1.8%
60Δ63.9929.4%2.0%65.9728.4%1.5%
65Δ63.4330.0%1.7%66.5128.4%1.2%
70Δ62.8330.8%1.4%67.0428.3%0.9%
75Δ62.1032.4%1.2%67.5427.3%0.7%
80Δ61.3632.7%1.0%68.0826.5%0.4%

20Δ

Calls
Pseudo strike
69.29
IV
35.0%
B/E move
7.8%
Puts
Pseudo strike
60.44
IV
41.8%
B/E move
7.7%

25Δ

Calls
Pseudo strike
67.95
IV
30.5%
B/E move
5.9%
Puts
Pseudo strike
61.74
IV
36.7%
B/E move
5.9%

30Δ

Calls
Pseudo strike
67.09
IV
28.1%
B/E move
4.7%
Puts
Pseudo strike
62.63
IV
33.8%
B/E move
4.7%

35Δ

Calls
Pseudo strike
66.46
IV
27.1%
B/E move
3.9%
Puts
Pseudo strike
63.33
IV
32.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
65.89
IV
26.6%
B/E move
3.3%
Puts
Pseudo strike
63.95
IV
30.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
65.44
IV
27.1%
B/E move
2.9%
Puts
Pseudo strike
64.47
IV
30.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
64.98
IV
27.5%
B/E move
2.6%
Puts
Pseudo strike
64.99
IV
29.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
64.48
IV
28.5%
B/E move
2.3%
Puts
Pseudo strike
65.48
IV
28.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
63.99
IV
29.4%
B/E move
2.0%
Puts
Pseudo strike
65.97
IV
28.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
63.43
IV
30.0%
B/E move
1.7%
Puts
Pseudo strike
66.51
IV
28.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
62.83
IV
30.8%
B/E move
1.4%
Puts
Pseudo strike
67.04
IV
28.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
62.10
IV
32.4%
B/E move
1.2%
Puts
Pseudo strike
67.54
IV
27.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
61.36
IV
32.7%
B/E move
1.0%
Puts
Pseudo strike
68.08
IV
26.5%
B/E move
0.4%

Options history

IV · four-Friday blend24.85%
Daily EOD
QGRW21.2%23.1%25.1%2026-10-19: 21.43%2026-10-20: 22.05%2026-10-21: 21.48%2026-10-22: 23.89%2026-10-23: 23.97%2026-10-26: 23.29%2026-10-27: 22.50%2026-10-28: 22.11%2026-10-29: 22.11%2026-10-30: 24.85%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.43%
22.05%
21.48%
23.89%
23.97%
23.29%
22.50%
22.11%
22.11%
24.85%