WisdomTree Dynamic International Equity Fund DDWM
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Market datapartial · fetched 2026-11-12T01:51:23.466Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-11-12T01:00:01.876071328Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:51:22.238618+00:00
WisdomTree Dynamic International Equity Fund options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.14 | 15.3% | 8.7% | |||
| 25Δ | 49.68 | 15.2% | 8.1% | |||
| 30Δ | 49.22 | 15.2% | 7.4% | |||
| 35Δ | 48.76 | 15.1% | 6.8% | |||
| 40Δ | 48.30 | 15.0% | 6.2% | |||
| 45Δ | 47.84 | 14.9% | 5.5% | |||
| 50Δ | 47.38 | 14.8% | 4.9% | |||
| 55Δ | 46.92 | 14.7% | 4.2% | |||
| 60Δ | 46.46 | 14.6% | 3.6% | |||
| 65Δ | 46.00 | 14.6% | 3.0% | |||
| 70Δ | 45.54 | 14.5% | 2.3% | |||
| 75Δ | 45.08 | 14.4% | 1.7% | |||
| 80Δ | 44.53 | 14.8% | 1.4% | |||
20Δ
- Pseudo strike
- 50.14
- IV
- 15.3%
- B/E move
- 8.7%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 49.68
- IV
- 15.2%
- B/E move
- 8.1%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 49.22
- IV
- 15.2%
- B/E move
- 7.4%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 48.76
- IV
- 15.1%
- B/E move
- 6.8%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 48.30
- IV
- 15.0%
- B/E move
- 6.2%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 47.84
- IV
- 14.9%
- B/E move
- 5.5%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 47.38
- IV
- 14.8%
- B/E move
- 4.9%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 46.92
- IV
- 14.7%
- B/E move
- 4.2%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 46.46
- IV
- 14.6%
- B/E move
- 3.6%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 46.00
- IV
- 14.6%
- B/E move
- 3.0%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 45.54
- IV
- 14.5%
- B/E move
- 2.3%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 45.08
- IV
- 14.4%
- B/E move
- 1.7%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 44.53
- IV
- 14.8%
- B/E move
- 1.4%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 18.10% | |
| 17.59% | |
| 19.69% | |
| 22.19% | |
| 18.63% | |
| 20.34% | |
| 18.67% | |
| 18.89% | |
| 18.70% | |
| 19.18% |