Share price$27.26
1D+0.1%
Sold putSold callAH
WisdomTree Bloomberg U.S. Dollar Bullish Fund USDU
i
Market dataready · fetched 2026-11-07T08:07:15.144Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-07T01:00:00.12058203Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:07:14.717355+00:00
WisdomTree Bloomberg U.S. Dollar Bullish Fund options
PutsExpensive7.00×
Calls——
Skew——
Implied moveBearish±$1.65
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.39 | 108.4% | 16.8% | |||
| 25Δ | 31.60 | 98.2% | 18.5% | 24.82 | 82.8% | 11.5% |
| 30Δ | 29.82 | 75.8% | 11.9% | 25.72 | 66.2% | 8.2% |
| 35Δ | 28.80 | 60.9% | 8.2% | 26.30 | 54.8% | 6.1% |
| 40Δ | 28.13 | 49.8% | 5.8% | 26.75 | 45.6% | 4.4% |
| 45Δ | 27.76 | 44.7% | 4.6% | 27.11 | 39.8% | 3.3% |
| 50Δ | 27.47 | 41.1% | 3.7% | 27.35 | 38.3% | 2.8% |
| 55Δ | 27.17 | 37.5% | 2.8% | 27.59 | 36.8% | 2.3% |
| 60Δ | 26.92 | 34.6% | 2.2% | 27.83 | 35.3% | 1.8% |
| 65Δ | 26.74 | 32.8% | 1.9% | 28.06 | 33.9% | 1.3% |
| 70Δ | 26.55 | 31.0% | 1.5% | 28.28 | 32.7% | 1.1% |
| 75Δ | 26.37 | 29.2% | 1.2% | 28.50 | 31.4% | 0.8% |
| 80Δ | 26.18 | 27.3% | 0.9% | 28.72 | 30.2% | 0.6% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.39
- IV
- 108.4%
- B/E move
- 16.8%
25Δ
- Pseudo strike
- 31.60
- IV
- 98.2%
- B/E move
- 18.5%
- Pseudo strike
- 24.82
- IV
- 82.8%
- B/E move
- 11.5%
30Δ
- Pseudo strike
- 29.82
- IV
- 75.8%
- B/E move
- 11.9%
- Pseudo strike
- 25.72
- IV
- 66.2%
- B/E move
- 8.2%
35Δ
- Pseudo strike
- 28.80
- IV
- 60.9%
- B/E move
- 8.2%
- Pseudo strike
- 26.30
- IV
- 54.8%
- B/E move
- 6.1%
40Δ
- Pseudo strike
- 28.13
- IV
- 49.8%
- B/E move
- 5.8%
- Pseudo strike
- 26.75
- IV
- 45.6%
- B/E move
- 4.4%
45Δ
- Pseudo strike
- 27.76
- IV
- 44.7%
- B/E move
- 4.6%
- Pseudo strike
- 27.11
- IV
- 39.8%
- B/E move
- 3.3%
50Δ
- Pseudo strike
- 27.47
- IV
- 41.1%
- B/E move
- 3.7%
- Pseudo strike
- 27.35
- IV
- 38.3%
- B/E move
- 2.8%
55Δ
- Pseudo strike
- 27.17
- IV
- 37.5%
- B/E move
- 2.8%
- Pseudo strike
- 27.59
- IV
- 36.8%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 26.92
- IV
- 34.6%
- B/E move
- 2.2%
- Pseudo strike
- 27.83
- IV
- 35.3%
- B/E move
- 1.8%
65Δ
- Pseudo strike
- 26.74
- IV
- 32.8%
- B/E move
- 1.9%
- Pseudo strike
- 28.06
- IV
- 33.9%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 26.55
- IV
- 31.0%
- B/E move
- 1.5%
- Pseudo strike
- 28.28
- IV
- 32.7%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 26.37
- IV
- 29.2%
- B/E move
- 1.2%
- Pseudo strike
- 28.50
- IV
- 31.4%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 26.18
- IV
- 27.3%
- B/E move
- 0.9%
- Pseudo strike
- 28.72
- IV
- 30.2%
- B/E move
- 0.6%
Options history
IV · four-Friday blend135.47%
Daily EOD
7 observations2026-10-19 — 2026-10-29
Table
| Date | IV (%) |
|---|---|
| 125.61% | |
| 115.35% | |
| 121.10% | |
| 110.09% | |
| 130.92% | |
| 32.93% | |
| 135.47% |