WTMF - WisdomTree Managed Futures Strategy Fund
The fund normally invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in "managed futures". It is an actively managed exchange traded fund ("ETF") that seeks to achieve positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns. It is non-diversified.
As of May 15, 2026: spot at $40.94, ATM IV 22.1%, net GEX -$1.3K.
- Sector
- Financial Services
- Industry
- Asset Management
- Market Cap
- $224.0M
- Beta
- 0.27
- 52-Week Range
- 34.36-41.43
- Dividend Yield
- $1.16
- IPO Date
- Jan 5, 2011
- Exchange
- AMEX
What WTMF Looks Like to Options Traders Today
IV rank of 14.2% is subdued relative to the 1-year history, conditions that typically favor premium-buying or long-volatility structures (debit spreads, calendar spreads, long straddles); negative net gamma exposure (-$1.3K) means dealers hedge with trend, amplifying realized volatility and accelerating directional moves; the 25-delta skew (0.010) is roughly flat across the wings.
What This Page Covers
The WTMF overview links into per-metric analysis views: max pain, gamma exposure, volatility skew, expected move, options chain, open interest history, and aggregate Greeks. Microstructure data is available on short interest, short volume, fail-to-deliver, and market structure.
Frequently asked WTMF overview questions
- What is WTMF?
- WTMF is the ticker symbol for WisdomTree Managed Futures Strategy Fund, an listed exchange-traded fund. The fund normally invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in "managed futures". It is an actively managed exchange traded fund ("ETF") that seeks to achieve positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns. Listed on AMEX. WTMF is the ETF ticker shown on this page; ETF traders use the fund for diversified exposure to its underlying basket, for sector and factor rotation, and for hedging or replication strategies via the listed options chain.
- What does the WTMF options snapshot look like today?
- As of May 15, 2026, the WTMF options snapshot shows spot at $40.94, ATM IV 22.1%, IV rank 14.2%, net GEX -$1.3K, expected move 6.34%. The full options chain, Greeks by strike and expiration, per-strike open-interest distribution, dealer gamma and delta exposure, and the volatility skew surface are linked from this overview page. Each per-metric route refreshes once per trading session and reflects the most recent close-of-business listed-options state.
- What are WTMF's key statistics?
- WisdomTree Managed Futures Strategy Fund (WTMF) carries a market capitalization of $224.0M, 52-week range of 34.36-41.43. Full holdings disclosure, expense ratio, and tracking-error history live on the per-ticker fundamentals page or the sponsor's site; daily NAV and premium/discount-to-NAV are accessible from the same view. These structural inputs frame how the ETF options market prices implied volatility relative to its constituents.
- What sector or industry does WTMF belong to?
- WisdomTree Managed Futures Strategy Fund operates in the Financial Services sector, in the Asset Management industry. Sector classification affects how the ticker correlates with sector ETFs, how it reacts to macro factors like rate moves and commodity prices, and how its options pricing compares to sector peers. Compare WTMF's implied volatility and skew against sector benchmarks to gauge whether the options market is pricing single-name or systemic risk relative to the broader peer group.
- How current is the WTMF data on this page?
- The options snapshot above is dated May 15, 2026 and refreshes once per session, with all per-strike Greeks and exposure aggregates recomputed at the daily close. Fund-level fields (sponsor, expense ratio, holdings concentration where available) refresh from the vendor feed nightly. ETF-specific filings (N-CSR, N-PX, N-CEN) update on the SEC EDGAR cadence. FINRA microstructure data refreshes on the source's cadence; for ETFs the off-exchange volume signal is dominated by authorized-participant creation and redemption rather than directional flow.