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WisdomTree U.S. SmallCap Dividend Fund DES

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Market datapartial · fetched 2026-10-23T02:22:07.207Z

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 · 2026-10-23T00:00:00.122997821Z

FundamentalsAlpha Vantage · unavailable

Share price$38.97
1D+0.8%
AH$38.58$38.69$38.81$38.93$39.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDES
Sold putSold callAH

WisdomTree U.S. SmallCap Dividend Fund options

Live interpolated DES call and put midpoint premiums by absolute delta.WisdomTree U.S. SmallCap Dividend Fund$0.28$1.12$1.96$2.80$3.64$35.61$37.19$38.77$40.35$41.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DES spot · $38.97DES PRICE$0.38$0.38$0.51$0.65$0.78$0.85$0.91$0.98$1.05$1.12$1.19$1.26$1.68$0.38$0.49$0.66$0.84$0.91$0.97$1.06$1.15$1.25$1.34$1.67$2.02$3.40
PutsExpensive1.84×
CallsExpensive1.45×
SkewBearish+3.58 pp
Implied moveBearish±$1.97
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.4032.2%9.8%36.5529.9%7.2%
25Δ41.0023.8%6.2%37.2427.6%5.7%
30Δ40.6524.7%5.6%37.6029.2%5.2%
35Δ40.3125.6%5.1%37.9730.8%4.7%
40Δ39.9626.2%4.6%38.4028.2%3.8%
45Δ39.5924.0%3.8%38.8325.3%2.9%
50Δ39.2321.9%3.0%39.1623.3%2.2%
55Δ38.9220.0%2.4%39.4321.9%1.8%
60Δ38.7218.6%2.0%39.7020.4%1.3%
65Δ38.5217.2%1.7%39.9719.0%0.9%
70Δ38.3215.9%1.4%40.3719.8%0.7%
75Δ38.1114.5%1.0%40.7920.9%0.5%
80Δ37.6015.3%0.8%42.1430.0%0.6%

20Δ

Calls
Pseudo strike
42.40
IV
32.2%
B/E move
9.8%
Puts
Pseudo strike
36.55
IV
29.9%
B/E move
7.2%

25Δ

Calls
Pseudo strike
41.00
IV
23.8%
B/E move
6.2%
Puts
Pseudo strike
37.24
IV
27.6%
B/E move
5.7%

30Δ

Calls
Pseudo strike
40.65
IV
24.7%
B/E move
5.6%
Puts
Pseudo strike
37.60
IV
29.2%
B/E move
5.2%

35Δ

Calls
Pseudo strike
40.31
IV
25.6%
B/E move
5.1%
Puts
Pseudo strike
37.97
IV
30.8%
B/E move
4.7%

40Δ

Calls
Pseudo strike
39.96
IV
26.2%
B/E move
4.6%
Puts
Pseudo strike
38.40
IV
28.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
39.59
IV
24.0%
B/E move
3.8%
Puts
Pseudo strike
38.83
IV
25.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
39.23
IV
21.9%
B/E move
3.0%
Puts
Pseudo strike
39.16
IV
23.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
38.92
IV
20.0%
B/E move
2.4%
Puts
Pseudo strike
39.43
IV
21.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
38.72
IV
18.6%
B/E move
2.0%
Puts
Pseudo strike
39.70
IV
20.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
38.52
IV
17.2%
B/E move
1.7%
Puts
Pseudo strike
39.97
IV
19.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
38.32
IV
15.9%
B/E move
1.4%
Puts
Pseudo strike
40.37
IV
19.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
38.11
IV
14.5%
B/E move
1.0%
Puts
Pseudo strike
40.79
IV
20.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
37.60
IV
15.3%
B/E move
0.8%
Puts
Pseudo strike
42.14
IV
30.0%
B/E move
0.6%

Options history

DES18.6218.7218.812026-10-20: 18.79%2026-10-21: 18.64%Oct 20Oct 21
Table
DateIV
18.79%
18.64%