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WisdomTree Europe SmallCap Dividend Fund DFE

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Market datapartial · fetched 2026-10-22T16:03:47.266Z

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 · 2026-10-22T13:30:00.153828646Z

FundamentalsAlpha Vantage · unavailable

Share price$73.89
1D+0.0%
$73.85$73.87$73.89$73.91$73.935:30 AM6:30 AM9:00 AM1:00 PMDFE
Sold putSold call

WisdomTree Europe SmallCap Dividend Fund options

Live interpolated DFE call and put midpoint premiums by absolute delta.WisdomTree Europe SmallCap Dividend Fund$0.61$1.91$3.21$4.52$5.82$67.98$70.96$73.94$76.93$79.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFE spot · $73.89DFE PRICE$0.85$0.75$0.85$0.97$1.18$1.39$1.60$1.92$2.32$0.93$0.94$1.00$1.15$1.35$1.54$1.73$1.92$2.11$2.31$2.50$3.97$5.44
PutsExpensive1.40×
CallsExpensive1.92×
SkewBullish-0.52 pp
Implied moveBearish±$3.33
TiltBearish38.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.6940.6%13.1%66.5243.7%11.2%
25Δ77.9725.0%6.5%69.7731.3%6.9%
30Δ76.8022.1%5.1%71.6524.4%4.4%
35Δ75.9420.3%4.1%72.3522.6%3.6%
40Δ75.3820.1%3.6%72.8721.7%3.2%
45Δ74.8220.0%3.1%73.3920.8%2.8%
50Δ74.2619.8%2.7%73.9119.8%2.3%
55Δ73.6920.3%2.3%74.4318.9%1.9%
60Δ73.1221.4%2.1%74.9518.0%1.4%
65Δ75.4817.1%1.0%
70Δ76.0016.2%0.5%
75Δ77.5619.3%0.4%
80Δ79.1322.4%0.3%

20Δ

Calls
Pseudo strike
82.69
IV
40.6%
B/E move
13.1%
Puts
Pseudo strike
66.52
IV
43.7%
B/E move
11.2%

25Δ

Calls
Pseudo strike
77.97
IV
25.0%
B/E move
6.5%
Puts
Pseudo strike
69.77
IV
31.3%
B/E move
6.9%

30Δ

Calls
Pseudo strike
76.80
IV
22.1%
B/E move
5.1%
Puts
Pseudo strike
71.65
IV
24.4%
B/E move
4.4%

35Δ

Calls
Pseudo strike
75.94
IV
20.3%
B/E move
4.1%
Puts
Pseudo strike
72.35
IV
22.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
75.38
IV
20.1%
B/E move
3.6%
Puts
Pseudo strike
72.87
IV
21.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
74.82
IV
20.0%
B/E move
3.1%
Puts
Pseudo strike
73.39
IV
20.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
74.26
IV
19.8%
B/E move
2.7%
Puts
Pseudo strike
73.91
IV
19.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
73.69
IV
20.3%
B/E move
2.3%
Puts
Pseudo strike
74.43
IV
18.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
73.12
IV
21.4%
B/E move
2.1%
Puts
Pseudo strike
74.95
IV
18.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.48
IV
17.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.00
IV
16.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.56
IV
19.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.13
IV
22.4%
B/E move
0.3%

Options history

DFE18.6119.0219.432026-10-20: 18.67%2026-10-21: 19.38%Oct 20Oct 21
Table
DateIV
18.67%
19.38%