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WisdomTree Dynamic International SmallCap Equity Fund DDLS

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Market datapartial · fetched 2026-10-22T18:25:20.201Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T18:16:27.432067799Z

FundamentalsAlpha Vantage · unavailable

Share price$44.41
1D-0.3%
$44.28$44.37$44.47$44.56$44.655:30 AM6:30 AM9:00 AM1:00 PMDDLS
Sold putSold call

WisdomTree Dynamic International SmallCap Equity Fund options

Live interpolated DDLS call and put midpoint premiums by absolute delta.WisdomTree Dynamic International SmallCap Equity Fund$2.27$2.40$2.54$2.67$2.80$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEDDLS PRICE$2.29$2.76
Puts——
CallsExpensive1.18×
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
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ42.8316.5%1.6%
80Δ42.2617.3%1.4%

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
IV
B/E move

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
42.83
IV
16.5%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.26
IV
17.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

DDLS18.7619.1919.622026-10-20: 18.81%2026-10-21: 19.56%Oct 20Oct 21
Table
DateIV
18.81%
19.56%