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WisdomTree Europe SmallCap Dividend Fund DFE

i

Market dataready · fetched 2026-11-11T13:54:55.984Z

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 · 2026-11-11T01:00:00.131475112Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:54:55.627251+00:00

Share price$75.52
1D-0.3%
AH$74.96$75.13$75.30$75.47$75.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFE
Sold putSold callAH

WisdomTree Europe SmallCap Dividend Fund options

Live interpolated DFE call and put midpoint premiums by absolute delta.WisdomTree Europe SmallCap Dividend Fund$0.79$1.55$2.31$3.06$3.82$70.37$72.86$75.35$77.83$80.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFE spot · $75.52DFE PRICE$0.88$0.89$0.93$0.98$1.07$1.15$1.24$1.34$1.44$1.58$1.71$1.85$2.07$0.92$0.97$1.01$1.12$1.19$1.28$1.39$1.51$1.72$1.93$2.30$2.82$3.60
PutsExpensive1.66×
CallsExpensive1.30×
SkewBearish+2.92 pp
Implied moveBearish±$2.63
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.5769.1%11.8%69.6664.9%9.0%
25Δ80.2451.9%7.4%71.7451.8%6.3%
30Δ78.5141.9%5.2%73.1142.7%4.5%
35Δ77.4535.8%3.8%73.9938.3%3.5%
40Δ76.7332.1%3.0%74.6533.8%2.7%
45Δ76.1629.1%2.4%75.2130.5%2.1%
50Δ75.7226.7%1.9%75.6528.2%1.7%
55Δ75.3424.7%1.5%76.0726.3%1.3%
60Δ74.9722.7%1.2%76.4525.8%1.1%
65Δ74.6821.6%1.0%76.8325.3%0.8%
70Δ74.4020.4%0.8%77.3326.0%0.7%
75Δ74.1119.3%0.6%77.9427.8%0.5%
80Δ73.7818.4%0.4%78.8130.4%0.4%

20Δ

Calls
Pseudo strike
83.57
IV
69.1%
B/E move
11.8%
Puts
Pseudo strike
69.66
IV
64.9%
B/E move
9.0%

25Δ

Calls
Pseudo strike
80.24
IV
51.9%
B/E move
7.4%
Puts
Pseudo strike
71.74
IV
51.8%
B/E move
6.3%

30Δ

Calls
Pseudo strike
78.51
IV
41.9%
B/E move
5.2%
Puts
Pseudo strike
73.11
IV
42.7%
B/E move
4.5%

35Δ

Calls
Pseudo strike
77.45
IV
35.8%
B/E move
3.8%
Puts
Pseudo strike
73.99
IV
38.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
76.73
IV
32.1%
B/E move
3.0%
Puts
Pseudo strike
74.65
IV
33.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
76.16
IV
29.1%
B/E move
2.4%
Puts
Pseudo strike
75.21
IV
30.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
75.72
IV
26.7%
B/E move
1.9%
Puts
Pseudo strike
75.65
IV
28.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
75.34
IV
24.7%
B/E move
1.5%
Puts
Pseudo strike
76.07
IV
26.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
74.97
IV
22.7%
B/E move
1.2%
Puts
Pseudo strike
76.45
IV
25.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
74.68
IV
21.6%
B/E move
1.0%
Puts
Pseudo strike
76.83
IV
25.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
74.40
IV
20.4%
B/E move
0.8%
Puts
Pseudo strike
77.33
IV
26.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
74.11
IV
19.3%
B/E move
0.6%
Puts
Pseudo strike
77.94
IV
27.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
73.78
IV
18.4%
B/E move
0.4%
Puts
Pseudo strike
78.81
IV
30.4%
B/E move
0.4%

Options history

IV · four-Friday blend19.88%
Daily EOD
DFE18.0%19.0%20.0%2026-10-19: 19.50%2026-10-20: 18.67%2026-10-21: 19.38%2026-10-22: 19.74%2026-10-23: 19.31%2026-10-26: 19.51%2026-10-27: 18.10%2026-10-28: 18.71%2026-10-29: 18.62%2026-10-30: 19.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.50%
18.67%
19.38%
19.74%
19.31%
19.51%
18.10%
18.71%
18.62%
19.88%