WisdomTree Emerging Markets High Dividend Fund DEM
i
Market dataready · fetched 2026-11-11T13:47:28.587Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-11-11T11:36:23.019113897Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:47:28.188639+00:00
WisdomTree Emerging Markets High Dividend Fund options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 62.29 | 105.4% | 18.7% | 47.58 | 92.4% | 12.4% |
| 25Δ | 58.41 | 77.7% | 11.5% | 49.68 | 71.0% | 8.5% |
| 30Δ | 56.34 | 60.3% | 7.6% | 50.96 | 58.7% | 6.1% |
| 35Δ | 55.18 | 50.6% | 5.5% | 51.79 | 51.7% | 4.8% |
| 40Δ | 54.44 | 44.1% | 4.2% | 52.41 | 47.0% | 3.8% |
| 45Δ | 53.85 | 39.1% | 3.2% | 52.96 | 43.0% | 2.9% |
| 50Δ | 53.44 | 36.2% | 2.6% | 53.36 | 39.7% | 2.4% |
| 55Δ | 53.03 | 33.3% | 2.0% | 53.74 | 36.4% | 1.8% |
| 60Δ | 52.76 | 30.8% | 1.6% | 54.14 | 34.4% | 1.4% |
| 65Δ | 52.51 | 28.4% | 1.3% | 54.55 | 35.0% | 1.2% |
| 70Δ | 52.26 | 25.9% | 1.0% | 54.97 | 35.7% | 0.9% |
| 75Δ | 52.01 | 23.5% | 0.7% | 55.54 | 36.9% | 0.7% |
| 80Δ | 56.40 | 41.0% | 0.6% | |||
20Δ
- Pseudo strike
- 62.29
- IV
- 105.4%
- B/E move
- 18.7%
- Pseudo strike
- 47.58
- IV
- 92.4%
- B/E move
- 12.4%
25Δ
- Pseudo strike
- 58.41
- IV
- 77.7%
- B/E move
- 11.5%
- Pseudo strike
- 49.68
- IV
- 71.0%
- B/E move
- 8.5%
30Δ
- Pseudo strike
- 56.34
- IV
- 60.3%
- B/E move
- 7.6%
- Pseudo strike
- 50.96
- IV
- 58.7%
- B/E move
- 6.1%
35Δ
- Pseudo strike
- 55.18
- IV
- 50.6%
- B/E move
- 5.5%
- Pseudo strike
- 51.79
- IV
- 51.7%
- B/E move
- 4.8%
40Δ
- Pseudo strike
- 54.44
- IV
- 44.1%
- B/E move
- 4.2%
- Pseudo strike
- 52.41
- IV
- 47.0%
- B/E move
- 3.8%
45Δ
- Pseudo strike
- 53.85
- IV
- 39.1%
- B/E move
- 3.2%
- Pseudo strike
- 52.96
- IV
- 43.0%
- B/E move
- 2.9%
50Δ
- Pseudo strike
- 53.44
- IV
- 36.2%
- B/E move
- 2.6%
- Pseudo strike
- 53.36
- IV
- 39.7%
- B/E move
- 2.4%
55Δ
- Pseudo strike
- 53.03
- IV
- 33.3%
- B/E move
- 2.0%
- Pseudo strike
- 53.74
- IV
- 36.4%
- B/E move
- 1.8%
60Δ
- Pseudo strike
- 52.76
- IV
- 30.8%
- B/E move
- 1.6%
- Pseudo strike
- 54.14
- IV
- 34.4%
- B/E move
- 1.4%
65Δ
- Pseudo strike
- 52.51
- IV
- 28.4%
- B/E move
- 1.3%
- Pseudo strike
- 54.55
- IV
- 35.0%
- B/E move
- 1.2%
70Δ
- Pseudo strike
- 52.26
- IV
- 25.9%
- B/E move
- 1.0%
- Pseudo strike
- 54.97
- IV
- 35.7%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 52.01
- IV
- 23.5%
- B/E move
- 0.7%
- Pseudo strike
- 55.54
- IV
- 36.9%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 56.40
- IV
- 41.0%
- B/E move
- 0.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 15.75% | |
| 14.52% | |
| 14.37% | |
| 15.45% | |
| 18.32% | |
| 15.31% | |
| 15.11% | |
| 16.21% | |
| 16.59% | |
| 19.42% |