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WisdomTree Dynamic International SmallCap Equity Fund DDLS

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Market dataready · fetched 2026-10-22T12:34:55.461Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:01.873816386Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:34:54.175945+00:00

Share price$44.80
1D-0.1%
AH$44.60$44.67$44.74$44.81$44.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDDLS
Sold putSold callAH

WisdomTree Dynamic International SmallCap Equity Fund options

Live interpolated DDLS call and put midpoint premiums by absolute delta.WisdomTree Dynamic International SmallCap Equity Fund$0.67$1.19$1.70$2.22$2.73$40.48$42.61$44.74$46.87$49.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DDLS spot · $44.80DDLS PRICE$0.72$0.74$0.79$0.84$0.92$0.99$1.39$1.83$2.10$2.26$2.42$2.59$0.78$0.81$0.87$0.93$1.00$1.10$1.56$2.01$2.44
PutsExpensive2.03×
CallsExpensive1.82×
SkewBearish+0.99 pp
Implied moveBearish±$2.10
TiltBullish21.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ48.9240.5%10.8%42.0138.7%8.0%
30Δ47.4032.3%7.5%43.0531.8%5.7%
35Δ46.5327.6%5.6%43.7128.1%4.4%
40Δ45.8924.4%4.3%44.2325.0%3.4%
45Δ45.4722.3%3.5%44.6422.5%2.6%
50Δ45.0520.3%2.8%45.0620.8%1.9%
55Δ44.6123.7%2.7%45.5324.3%1.8%
60Δ44.1727.8%2.7%46.0227.8%1.8%
65Δ43.8028.1%2.5%46.5728.9%1.5%
70Δ43.4726.0%2.1%
75Δ43.1524.0%1.7%
80Δ42.8321.9%1.4%

20Δ

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

25Δ

Calls
Pseudo strike
48.92
IV
40.5%
B/E move
10.8%
Puts
Pseudo strike
42.01
IV
38.7%
B/E move
8.0%

30Δ

Calls
Pseudo strike
47.40
IV
32.3%
B/E move
7.5%
Puts
Pseudo strike
43.05
IV
31.8%
B/E move
5.7%

35Δ

Calls
Pseudo strike
46.53
IV
27.6%
B/E move
5.6%
Puts
Pseudo strike
43.71
IV
28.1%
B/E move
4.4%

40Δ

Calls
Pseudo strike
45.89
IV
24.4%
B/E move
4.3%
Puts
Pseudo strike
44.23
IV
25.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
45.47
IV
22.3%
B/E move
3.5%
Puts
Pseudo strike
44.64
IV
22.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
45.05
IV
20.3%
B/E move
2.8%
Puts
Pseudo strike
45.06
IV
20.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
44.61
IV
23.7%
B/E move
2.7%
Puts
Pseudo strike
45.53
IV
24.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
44.17
IV
27.8%
B/E move
2.7%
Puts
Pseudo strike
46.02
IV
27.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
43.80
IV
28.1%
B/E move
2.5%
Puts
Pseudo strike
46.57
IV
28.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
43.47
IV
26.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
43.15
IV
24.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.83
IV
21.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations