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WisdomTree Europe SmallCap Dividend Fund DFE

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Market datapartial · fetched 2026-10-22T12:28:52.830Z

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 · 2026-10-22T00:00:00.153503955Z

FundamentalsAlpha Vantage · unavailable

Share price$74.52
1D-0.1%
AH$74.45$74.51$74.57$74.63$74.695:30 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$1.80$2.81$3.83$4.84$68.17$71.35$74.53$77.71$80.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFE spot · $74.52DFE PRICE$0.90$0.94$1.02$1.12$1.24$1.41$1.63$1.96$2.31$2.70$3.20$3.91$4.51$1.00$1.10$1.19$1.32$1.41$1.56$1.73$2.10$2.52$2.82$3.16$3.71$4.55
PutsExpensive1.56×
CallsExpensive2.01×
SkewNeutral-0.05 pp
Implied moveBearish±$3.36
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.0140.5%12.6%68.3840.2%9.6%
25Δ79.7131.2%8.2%70.4733.3%6.9%
30Δ78.0226.5%6.1%71.9228.5%5.1%
35Δ76.9023.3%4.7%72.9325.4%3.9%
40Δ76.0921.3%3.8%73.7122.7%3.0%
45Δ75.4620.4%3.2%74.3321.0%2.3%
50Δ74.8720.0%2.6%74.8719.9%1.9%
55Δ74.3220.6%2.4%75.4520.5%1.6%
60Δ73.7621.1%2.1%76.0421.4%1.3%
65Δ73.1521.5%1.8%76.5720.6%1.0%
70Δ72.4622.2%1.5%77.1420.1%0.7%
75Δ71.6023.7%1.3%77.8520.4%0.5%
80Δ70.8523.8%1.1%78.8321.5%0.3%

20Δ

Calls
Pseudo strike
83.01
IV
40.5%
B/E move
12.6%
Puts
Pseudo strike
68.38
IV
40.2%
B/E move
9.6%

25Δ

Calls
Pseudo strike
79.71
IV
31.2%
B/E move
8.2%
Puts
Pseudo strike
70.47
IV
33.3%
B/E move
6.9%

30Δ

Calls
Pseudo strike
78.02
IV
26.5%
B/E move
6.1%
Puts
Pseudo strike
71.92
IV
28.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
76.90
IV
23.3%
B/E move
4.7%
Puts
Pseudo strike
72.93
IV
25.4%
B/E move
3.9%

40Δ

Calls
Pseudo strike
76.09
IV
21.3%
B/E move
3.8%
Puts
Pseudo strike
73.71
IV
22.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
75.46
IV
20.4%
B/E move
3.2%
Puts
Pseudo strike
74.33
IV
21.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
74.87
IV
20.0%
B/E move
2.6%
Puts
Pseudo strike
74.87
IV
19.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
74.32
IV
20.6%
B/E move
2.4%
Puts
Pseudo strike
75.45
IV
20.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
73.76
IV
21.1%
B/E move
2.1%
Puts
Pseudo strike
76.04
IV
21.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
73.15
IV
21.5%
B/E move
1.8%
Puts
Pseudo strike
76.57
IV
20.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
72.46
IV
22.2%
B/E move
1.5%
Puts
Pseudo strike
77.14
IV
20.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
71.60
IV
23.7%
B/E move
1.3%
Puts
Pseudo strike
77.85
IV
20.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
70.85
IV
23.8%
B/E move
1.1%
Puts
Pseudo strike
78.83
IV
21.5%
B/E move
0.3%

Options history

No recorded observations