IntraAlpha
Create free account Start free

WisdomTree Europe SmallCap Dividend Fund DFE

i

Market datapartial · fetched 2026-10-22T21:15:52.814Z

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 · 2026-10-22T20:10:00.004275713Z

FundamentalsAlpha Vantage · unavailable

Share price$73.85
1D+0.0%
AH$73.85$73.87$73.89$73.91$73.935:30 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$0.64$1.73$2.82$3.91$5.00$68.11$71.01$73.91$76.81$79.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFE spot · $73.85DFE PRICE$0.90$0.75$0.85$0.96$1.03$1.29$1.59$1.95$2.36$2.81$3.23$3.58$4.14$0.99$0.99$1.00$1.09$1.23$1.44$1.67$1.92$2.13$2.30$2.47$3.48$4.68
PutsExpensive1.37×
CallsExpensive1.87×
SkewBullish-0.62 pp
Implied moveBearish±$3.26
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.2441.0%12.6%67.7840.3%9.6%
25Δ77.9525.2%6.6%70.1730.6%6.3%
30Δ76.7722.3%5.1%71.6124.4%4.4%
35Δ75.8920.3%4.1%72.4621.7%3.4%
40Δ75.1618.0%3.2%73.1420.0%2.6%
45Δ74.6418.4%2.8%73.6719.7%2.2%
50Δ74.1719.6%2.6%74.1819.3%1.8%
55Δ73.6420.7%2.4%74.6819.0%1.5%
60Δ73.0621.9%2.1%75.1418.4%1.1%
65Δ72.4122.6%1.9%75.5317.2%0.8%
70Δ71.7822.7%1.6%75.9216.0%0.5%
75Δ71.1921.9%1.3%76.9819.4%0.5%
80Δ70.4521.8%1.0%78.2622.3%0.4%

20Δ

Calls
Pseudo strike
82.24
IV
41.0%
B/E move
12.6%
Puts
Pseudo strike
67.78
IV
40.3%
B/E move
9.6%

25Δ

Calls
Pseudo strike
77.95
IV
25.2%
B/E move
6.6%
Puts
Pseudo strike
70.17
IV
30.6%
B/E move
6.3%

30Δ

Calls
Pseudo strike
76.77
IV
22.3%
B/E move
5.1%
Puts
Pseudo strike
71.61
IV
24.4%
B/E move
4.4%

35Δ

Calls
Pseudo strike
75.89
IV
20.3%
B/E move
4.1%
Puts
Pseudo strike
72.46
IV
21.7%
B/E move
3.4%

40Δ

Calls
Pseudo strike
75.16
IV
18.0%
B/E move
3.2%
Puts
Pseudo strike
73.14
IV
20.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
74.64
IV
18.4%
B/E move
2.8%
Puts
Pseudo strike
73.67
IV
19.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
74.17
IV
19.6%
B/E move
2.6%
Puts
Pseudo strike
74.18
IV
19.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
73.64
IV
20.7%
B/E move
2.4%
Puts
Pseudo strike
74.68
IV
19.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
73.06
IV
21.9%
B/E move
2.1%
Puts
Pseudo strike
75.14
IV
18.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
72.41
IV
22.6%
B/E move
1.9%
Puts
Pseudo strike
75.53
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
71.78
IV
22.7%
B/E move
1.6%
Puts
Pseudo strike
75.92
IV
16.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
71.19
IV
21.9%
B/E move
1.3%
Puts
Pseudo strike
76.98
IV
19.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
70.45
IV
21.8%
B/E move
1.0%
Puts
Pseudo strike
78.26
IV
22.3%
B/E move
0.4%

Options history

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