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WisdomTree Japan SmallCap Dividend Fund DFJ

i

Market dataready · fetched 2026-11-12T00:52:32.325Z

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 · 2026-11-11T23:30:00.004500846Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:31.951516+00:00

Share price$109.63
1D-0.1%
AH$108.83$109.05$109.27$109.49$109.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFJ
Sold putSold callAH

WisdomTree Japan SmallCap Dividend Fund options

Live interpolated DFJ call and put midpoint premiums by absolute delta.WisdomTree Japan SmallCap Dividend Fund$0.73$1.58$2.44$3.29$4.14$104.17$106.99$109.81$112.64$115.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFJ spot · $109.63DFJ PRICE$0.82$0.85$0.92$0.99$1.08$1.19$1.31$1.45$1.59$1.79$2.00$2.25$2.65$0.88$0.94$1.02$1.11$1.25$1.39$1.54$1.70$1.87$2.07$2.57$3.14$3.89
PutsExpensive1.41×
CallsCheap0.83×
SkewBearish+2.61 pp
Implied moveBearish±$2.85
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.6844.8%7.2%103.7844.5%6.1%
25Δ113.9634.4%4.7%105.8436.0%4.3%
30Δ112.5529.2%3.5%107.1630.6%3.2%
35Δ111.5625.4%2.7%108.0727.1%2.4%
40Δ110.8422.8%2.1%108.7325.1%2.0%
45Δ110.3021.1%1.7%109.3023.5%1.6%
50Δ109.8219.6%1.4%109.8022.2%1.3%
55Δ109.4318.6%1.1%110.2421.0%1.0%
60Δ109.0417.6%0.9%110.6419.8%0.8%
65Δ108.6717.0%0.8%111.0618.9%0.6%
70Δ108.3016.5%0.6%111.6720.2%0.5%
75Δ107.9116.1%0.5%112.3421.4%0.4%
80Δ107.4116.2%0.4%113.2022.9%0.3%

20Δ

Calls
Pseudo strike
116.68
IV
44.8%
B/E move
7.2%
Puts
Pseudo strike
103.78
IV
44.5%
B/E move
6.1%

25Δ

Calls
Pseudo strike
113.96
IV
34.4%
B/E move
4.7%
Puts
Pseudo strike
105.84
IV
36.0%
B/E move
4.3%

30Δ

Calls
Pseudo strike
112.55
IV
29.2%
B/E move
3.5%
Puts
Pseudo strike
107.16
IV
30.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
111.56
IV
25.4%
B/E move
2.7%
Puts
Pseudo strike
108.07
IV
27.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
110.84
IV
22.8%
B/E move
2.1%
Puts
Pseudo strike
108.73
IV
25.1%
B/E move
2.0%

45Δ

Calls
Pseudo strike
110.30
IV
21.1%
B/E move
1.7%
Puts
Pseudo strike
109.30
IV
23.5%
B/E move
1.6%

50Δ

Calls
Pseudo strike
109.82
IV
19.6%
B/E move
1.4%
Puts
Pseudo strike
109.80
IV
22.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
109.43
IV
18.6%
B/E move
1.1%
Puts
Pseudo strike
110.24
IV
21.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
109.04
IV
17.6%
B/E move
0.9%
Puts
Pseudo strike
110.64
IV
19.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
108.67
IV
17.0%
B/E move
0.8%
Puts
Pseudo strike
111.06
IV
18.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
108.30
IV
16.5%
B/E move
0.6%
Puts
Pseudo strike
111.67
IV
20.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
107.91
IV
16.1%
B/E move
0.5%
Puts
Pseudo strike
112.34
IV
21.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
107.41
IV
16.2%
B/E move
0.4%
Puts
Pseudo strike
113.20
IV
22.9%
B/E move
0.3%

Options history

IV · four-Friday blend17.55%
Daily EOD
DFJ16.8%17.3%17.9%2026-10-19: 16.97%2026-10-20: 17.78%2026-10-21: 17.14%2026-10-22: 16.97%2026-10-23: 17.31%2026-10-26: 17.15%2026-10-27: 17.12%2026-10-28: 16.99%2026-10-29: 16.87%2026-10-30: 17.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.97%
17.78%
17.14%
16.97%
17.31%
17.15%
17.12%
16.99%
16.87%
17.55%