IntraAlpha
Create free account Start free

WisdomTree Japan SmallCap Dividend Fund DFJ

i

Market datapartial · fetched 2026-10-22T21:15:42.364Z

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 · 2026-10-22T20:10:00.004200515Z

FundamentalsAlpha Vantage · unavailable

Share price$113.09
1D+0.4%
AH$112.14$112.39$112.65$112.91$113.165:30 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$0.79$2.70$4.61$6.51$8.42$104.57$108.62$112.67$116.72$120.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFJ spot · $113.09DFJ PRICE$1.00$1.12$1.26$1.41$1.62$1.77$2.01$2.30$2.67$3.01$3.32$4.17$4.71$1.28$1.46$1.66$1.86$2.24$2.60$3.12$3.76$4.52$5.33$6.14$7.87
PutsExpensive1.36×
CallsFair0.97×
SkewBearish+3.29 pp
Implied moveBearish±$4.61
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.0429.2%8.8%
25Δ119.1524.3%6.4%108.3026.0%5.4%
30Δ117.3921.5%4.9%109.8923.3%4.1%
35Δ116.0919.4%3.9%111.0721.5%3.3%
40Δ115.1518.3%3.3%112.0219.8%2.6%
45Δ114.2916.9%2.6%112.8220.0%2.2%
50Δ113.5716.2%2.2%113.6119.7%1.8%
55Δ112.9215.9%1.9%114.4620.2%1.5%
60Δ112.2616.0%1.6%115.3621.0%1.3%
65Δ111.6415.7%1.4%116.3921.8%1.1%
70Δ111.0515.1%1.1%117.4722.3%0.8%
75Δ110.0616.5%1.0%118.5822.2%0.6%
80Δ109.3116.0%0.8%120.4924.4%0.4%

20Δ

Calls
Pseudo strike
122.04
IV
29.2%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
119.15
IV
24.3%
B/E move
6.4%
Puts
Pseudo strike
108.30
IV
26.0%
B/E move
5.4%

30Δ

Calls
Pseudo strike
117.39
IV
21.5%
B/E move
4.9%
Puts
Pseudo strike
109.89
IV
23.3%
B/E move
4.1%

35Δ

Calls
Pseudo strike
116.09
IV
19.4%
B/E move
3.9%
Puts
Pseudo strike
111.07
IV
21.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
115.15
IV
18.3%
B/E move
3.3%
Puts
Pseudo strike
112.02
IV
19.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
114.29
IV
16.9%
B/E move
2.6%
Puts
Pseudo strike
112.82
IV
20.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
113.57
IV
16.2%
B/E move
2.2%
Puts
Pseudo strike
113.61
IV
19.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
112.92
IV
15.9%
B/E move
1.9%
Puts
Pseudo strike
114.46
IV
20.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
112.26
IV
16.0%
B/E move
1.6%
Puts
Pseudo strike
115.36
IV
21.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
111.64
IV
15.7%
B/E move
1.4%
Puts
Pseudo strike
116.39
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
111.05
IV
15.1%
B/E move
1.1%
Puts
Pseudo strike
117.47
IV
22.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
110.06
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
118.58
IV
22.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
109.31
IV
16.0%
B/E move
0.8%
Puts
Pseudo strike
120.49
IV
24.4%
B/E move
0.4%

Options history

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