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WisdomTree Japan SmallCap Dividend Fund DFJ

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Market datapartial · fetched 2026-10-22T16:54:17.788Z

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 · 2026-10-22T16:53:23.801651092Z

FundamentalsAlpha Vantage · unavailable

Share price$112.68
1D+0.0%
$112.14$112.39$112.63$112.88$113.135:30 AM6:30 AM9:00 AM1:00 PMDFJ
Sold putSold call

WisdomTree Japan SmallCap Dividend Fund options

Live interpolated DFJ call and put midpoint premiums by absolute delta.WisdomTree Japan SmallCap Dividend Fund$0.83$2.48$4.14$5.80$7.45$104.68$108.66$112.63$116.60$120.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFJ spot · $112.68DFJ PRICE$1.01$1.14$1.29$1.47$1.68$1.83$2.17$2.56$2.94$3.26$4.10$4.68$5.45$1.25$1.42$1.60$1.81$2.08$2.43$2.84$3.35$3.88$4.66$5.65$6.98
PutsExpensive1.25×
CallsFair1.05×
SkewBearish+0.34 pp
Implied moveBearish±$4.60
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.7329.5%8.9%
25Δ118.8524.8%6.5%108.0225.4%5.2%
30Δ117.0722.0%5.0%109.5622.7%4.0%
35Δ115.8020.2%4.1%110.7420.7%3.1%
40Δ114.8219.1%3.4%111.6419.4%2.5%
45Δ113.9217.5%2.7%112.4418.7%2.1%
50Δ113.1817.6%2.4%113.1918.5%1.7%
55Δ112.4517.9%2.1%113.9318.6%1.4%
60Δ111.7517.8%1.8%114.7318.8%1.2%
65Δ111.0817.1%1.5%115.5418.8%0.9%
70Δ110.0918.7%1.3%116.5519.6%0.7%
75Δ109.2418.6%1.1%117.7520.6%0.5%
80Δ108.2518.8%0.9%119.2821.8%0.3%

20Δ

Calls
Pseudo strike
121.73
IV
29.5%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
118.85
IV
24.8%
B/E move
6.5%
Puts
Pseudo strike
108.02
IV
25.4%
B/E move
5.2%

30Δ

Calls
Pseudo strike
117.07
IV
22.0%
B/E move
5.0%
Puts
Pseudo strike
109.56
IV
22.7%
B/E move
4.0%

35Δ

Calls
Pseudo strike
115.80
IV
20.2%
B/E move
4.1%
Puts
Pseudo strike
110.74
IV
20.7%
B/E move
3.1%

40Δ

Calls
Pseudo strike
114.82
IV
19.1%
B/E move
3.4%
Puts
Pseudo strike
111.64
IV
19.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
113.92
IV
17.5%
B/E move
2.7%
Puts
Pseudo strike
112.44
IV
18.7%
B/E move
2.1%

50Δ

Calls
Pseudo strike
113.18
IV
17.6%
B/E move
2.4%
Puts
Pseudo strike
113.19
IV
18.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
112.45
IV
17.9%
B/E move
2.1%
Puts
Pseudo strike
113.93
IV
18.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
111.75
IV
17.8%
B/E move
1.8%
Puts
Pseudo strike
114.73
IV
18.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
111.08
IV
17.1%
B/E move
1.5%
Puts
Pseudo strike
115.54
IV
18.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
110.09
IV
18.7%
B/E move
1.3%
Puts
Pseudo strike
116.55
IV
19.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
109.24
IV
18.6%
B/E move
1.1%
Puts
Pseudo strike
117.75
IV
20.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
108.25
IV
18.8%
B/E move
0.9%
Puts
Pseudo strike
119.28
IV
21.8%
B/E move
0.3%

Options history

DFJ17.0917.4617.832026-10-20: 17.78%2026-10-21: 17.14%Oct 20Oct 21
Table
DateIV
17.78%
17.14%