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WisdomTree U.S. SmallCap Dividend Fund DES

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Market dataready · fetched 2026-11-13T02:13:03.036Z

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: 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 · 2026-11-13T01:00:00.132455979Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:13:02.505357+00:00

Share price$39.24
1D-0.9%
AH$39.21$39.33$39.44$39.56$39.685:30 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$0.62$1.36$2.09$2.83$3.56$36.06$37.64$39.22$40.79$42.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DES spot · $39.24DES PRICE$0.70$0.71$0.75$0.82$0.90$0.98$1.09$1.20$1.32$1.44$3.35$0.70$0.70$0.71$0.74$0.77$0.81$0.88$0.95$1.02$1.09
Puts——
Calls——
Skew——
Implied moveBalanced±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.04101.9%12.5%
25Δ36.5977.9%8.5%
30Δ41.6268.0%7.8%37.5463.1%6.1%
35Δ40.7155.9%5.6%38.1953.2%4.6%
40Δ40.0947.7%4.1%38.6446.5%3.5%
45Δ39.7244.0%3.3%39.0440.4%2.6%
50Δ39.4041.1%2.7%39.2737.8%2.2%
55Δ39.0838.2%2.1%39.5135.1%1.7%
60Δ38.8336.2%1.7%39.7432.4%1.3%
65Δ38.5934.4%1.4%39.9729.8%0.9%
70Δ38.3632.7%1.1%
75Δ38.1330.9%0.8%
80Δ36.3563.3%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.04
IV
101.9%
B/E move
12.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.59
IV
77.9%
B/E move
8.5%

30Δ

Calls
Pseudo strike
41.62
IV
68.0%
B/E move
7.8%
Puts
Pseudo strike
37.54
IV
63.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
40.71
IV
55.9%
B/E move
5.6%
Puts
Pseudo strike
38.19
IV
53.2%
B/E move
4.6%

40Δ

Calls
Pseudo strike
40.09
IV
47.7%
B/E move
4.1%
Puts
Pseudo strike
38.64
IV
46.5%
B/E move
3.5%

45Δ

Calls
Pseudo strike
39.72
IV
44.0%
B/E move
3.3%
Puts
Pseudo strike
39.04
IV
40.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
39.40
IV
41.1%
B/E move
2.7%
Puts
Pseudo strike
39.27
IV
37.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
39.08
IV
38.2%
B/E move
2.1%
Puts
Pseudo strike
39.51
IV
35.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
38.83
IV
36.2%
B/E move
1.7%
Puts
Pseudo strike
39.74
IV
32.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
38.59
IV
34.4%
B/E move
1.4%
Puts
Pseudo strike
39.97
IV
29.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
38.36
IV
32.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
38.13
IV
30.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.35
IV
63.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.02%
Daily EOD
DES17.5%21.0%24.5%2026-10-19: 18.00%2026-10-20: 18.79%2026-10-21: 18.64%2026-10-22: 19.59%2026-10-23: 20.34%2026-10-26: 21.66%2026-10-27: 19.28%2026-10-28: 23.58%2026-10-29: 19.72%2026-10-30: 24.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.00%
18.79%
18.64%
19.59%
20.34%
21.66%
19.28%
23.58%
19.72%
24.02%