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WisdomTree Dynamic International SmallCap Equity Fund DDLS

i

Market dataready · fetched 2026-11-11T13:55:14.515Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T01:00:01.839728536Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:55:13.800550+00:00

Share price$44.53
1D+0.1%
AH$44.26$44.34$44.43$44.51$44.595:30 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$1.37$2.50$3.63$4.77$5.90$-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 unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDDLS PRICE$1.49$2.17$2.85$3.53$4.21$4.89$5.57
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
50Δ45.0518.6%2.2%
55Δ45.8620.2%1.9%
60Δ46.6721.7%1.6%
65Δ47.4823.2%1.3%
70Δ48.2924.7%1.0%
75Δ49.1026.3%0.7%
80Δ49.9127.8%0.4%

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
45.05
IV
18.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.86
IV
20.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.67
IV
21.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.48
IV
23.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.29
IV
24.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.10
IV
26.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.91
IV
27.8%
B/E move
0.4%

Options history

IV · four-Friday blend20.14%
Daily EOD
DDLS18.7%19.8%21.0%2026-10-19: 19.54%2026-10-20: 18.81%2026-10-21: 19.56%2026-10-22: 19.93%2026-10-23: 20.28%2026-10-26: 20.81%2026-10-27: 19.46%2026-10-28: 19.65%2026-10-29: 19.44%2026-10-30: 20.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.54%
18.81%
19.56%
19.93%
20.28%
20.81%
19.46%
19.65%
19.44%
20.14%